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Tuesday, April 10, 2012

Golden Fear Index Introduction

The Credit Suisse Fear Barometer (CSFB) measures investor sentiment for three-month investment horizons by pricing a zero-cost collar (on S&P 500 options).  We've taken the same approach for the SPDR Gold Trust (GLD) and the Market Vectors Gold Miners (GDX) with the Golden Fear Index.  The higher the value, the greater the fear.

Look for these numbers in the right hand column from now on.

The values for April 9 are:  GLD:  1.20  GDX:  1.22

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