Well after the action we saw into the cash close yesterday, and the sell-off in the Nikkei, it is going to be interesting to see how things play out today. It might be another slow day, with only 180k minis traded so far ahead of cash open. We have no economic reports due out today, but today is expiration, maybe that will provide some action. Ahead of cash open, we have S&P Futures (ES) down -2.6 handles at 1678 even. Session low came in at 1675.25 and high at 1682.25.
Europe’s VIX (V2X) is down -1% at 17.50. VIX Futures are fractionally higher, with August VIX at 15.60.
ES
ES 10-DAY
ES/FOREX
VIX
