S&P 5007,650.50+0.17%Nasdaq26,522.54+0.39%Dow51,682.64-0.18%Nikkei 22565,018.95+1.38%Hang Seng24,750.78+0.60%EuroStoxx 506,236.20-1.37%Dollar (DXY)100.22+0.00%EUR/USD1.15+0.18%USD/JPY156.85+0.46%GBP/USD1.34+0.26%USD/CNY6.70-0.15%US 10Y yield5.00+1.03%US 5Y yield4.86+1.15%Gold4,424.90+0.57%Silver66.56+1.66%Copper6.62+0.43%Platinum1,803.50+0.68%Palladium1,306.20+1.24%WTI100.30-1.58%Brent103.87-0.91%Henry Hub2.91+0.38%Gasoline3.53+0.58%Heating oil5.06-1.10%Wheat714.25-1.75%Corn527.50-0.57%Soybeans1,303.50-1.23%Coffee294.55+1.38%Sugar17.36-0.34%Cocoa5,327.00-7.71%Cotton77.38-1.31%Lithium ETF70.50-0.56%Uranium ETF41.65-2.41%Rare Earths ETF69.06-0.06%Copper Miners ETF87.28+0.77%Bitcoin81,244.98+0.42%Ethereum2,637.29+0.99%Solana111.48-0.99%S&P 5007,650.50+0.17%Nasdaq26,522.54+0.39%Dow51,682.64-0.18%Nikkei 22565,018.95+1.38%Hang Seng24,750.78+0.60%EuroStoxx 506,236.20-1.37%Dollar (DXY)100.22+0.00%EUR/USD1.15+0.18%USD/JPY156.85+0.46%GBP/USD1.34+0.26%USD/CNY6.70-0.15%US 10Y yield5.00+1.03%US 5Y yield4.86+1.15%Gold4,424.90+0.57%Silver66.56+1.66%Copper6.62+0.43%Platinum1,803.50+0.68%Palladium1,306.20+1.24%WTI100.30-1.58%Brent103.87-0.91%Henry Hub2.91+0.38%Gasoline3.53+0.58%Heating oil5.06-1.10%Wheat714.25-1.75%Corn527.50-0.57%Soybeans1,303.50-1.23%Coffee294.55+1.38%Sugar17.36-0.34%Cocoa5,327.00-7.71%Cotton77.38-1.31%Lithium ETF70.50-0.56%Uranium ETF41.65-2.41%Rare Earths ETF69.06-0.06%Copper Miners ETF87.28+0.77%Bitcoin81,244.98+0.42%Ethereum2,637.29+0.99%Solana111.48-0.99%
Cross-Asset Volatility Weekly
Weekly volatility-risk-premium z-scores across equities, gold, oil and the euro. The monthly title remains the roll-up.
data as of 2026-09-11 · published 2026-09-14 · next update next Monday
TL;DR — the read in bullets
- Cross-Asset Volatility Weekly. Crude oil (USO / OVX) sits at z +0.85 and Euro (FXE / EVZ) at z -0.27 as of 2026-09-11, a spread of 1.12 z. Monthly roll-up stays vrp-monitor.
1 further finding, 1 chart and the method notes are in the full report.
They are absent from this page, not hidden. View-source and check.
The full report is on Full Access.
See the plansAlready subscribed? Sign in.
MacroBessent Research is market commentary and data analysis. It is not investment advice, and nothing here is a recommendation to buy or sell anything.