Milliman Market Monitor London - 29 November 2019

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By Neil Dissanayake, Peter Lin, Nima Shahroozi | 11 December 2019
European equity markets had a solid performance in November as optimism grew that a “phase one” trade deal agreement may be reached between the US and China. The FTSE 100 was up 1.8% as the UK readies for the upcoming elections in December. Equity markets in developed economies outperformed their emerging markets counterparts in November. The British government bond index was down for the third consecutive month, losing 0.9%. Realised volatility decreased signficantly in November with all major indices ending the month with realised volatility of below 10%. The volatility risk premium for the European and US indices was 2% and 3.3%, respectively.

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