At-a-Glance

Key Takeaways with Craig

US Equity Indexes struggled to find direction throughout most of the day but, after a late afternoon rally, closed mostly higher to end the week.  Implied volatility in CME’s Equity Index options markets continued to decline.  US Treasury yields jumped again and the Micro 10-Year Treasury ended the day near 2.5%.  The difference between 2-Year and 10-Year yields was little changed from yesterday. 

We’ve used QuikStrike data to recap the net price and volatility changes on the week in some of CME’s major products below. 

  • The Micro 10-Year Treasury yield increased by nearly 34 basis points
  • WTI Crude Oil and Natural Gas futures prices rose by 9% and 14% respectively
  • E-mini Nasdaq-100 and S&P 500 prices were both up by about 2% and implied volatility came down
  • Bitcoin futures continued to rise and implied volatility in the options declined; options vol is approaching low levels we haven’t seen in over a year

We hope everyone has a happy and safe weekend and we’ll see you on Monday.  

Today's Future Price Action

Traders Resources

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