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By Craig Bewick
JUL 09 2021

After some up and down action this week, including today’s reversal of the recent sell-off in stocks and rally in US Treasury futures prices, we thought we’d take a look at the net price and volatility changes over the first six trading days in July.  As you can see, even though there was a fair amount of price movement between July 1st and today, once the dust settled, we wound up close to where we started in many of the following products.   There were a couple of exceptions:

  • Corn and Soybean futures prices declined as did implied volatility in the options
  • Euro FX implied volatility dropped from 5.8% to 5.2%
  • Implied Volatility in the longer-dated Treasury options rose

As we continue to live in interesting times, we’ll be back on Monday to continue to report on CME Group market action.  Have a Great Weekend!

ALSO, BE SURE TO CHECK OUT OUR OPEN MARKETS SEGMENT ON MICRO-SIZED PRODUCTS HERE. 

ABOUT THE AUTHOR

Craig Bewick has spent 25 years in futures and options markets, starting at CBOT and CME working in risk management, regulatory, technology, product management and client development. 

Connect with Craig at activetrader@cmegroup.com

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