Macro Digest: VIX close to alert level (14.58-60 trigger)

We are entering a potential risk alert on volatility and macro risk as measured by the VIX and Citi’s Macro Risk Index. We suggest buying USDJPY volatility downside as the “cleanest” way of playing the risk-off.

Source: TradingFloor.com (Steen Jakobsen, Saxo Bank)
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