After initially ramping after the cash open (new normal) to touch a session high at 1693.25, S&P Futures (ES) dropped to make a new low at 1683.75. Currently ES is down -5.3 handles at 1685.50 with 860K minis traded. Gold and Silver are extending their gains, and the 10-Year is yielding 2.715%.
VIX is higher by 3.01% at 12.68. Session high came in at 12.79. Premiums did make new contract lows today, and are slightly higher. With expiration next week, we are seeing lots of put side selling. VIX Futures are relatively unchanged.
ES
ES 10-DAY
ES/HYG/TLT/FOREX/GLD
VIX
VIX FUTURES
FOREX
USDJPY 98.1400
EURUSD 1.3254
