The CME Group Volatility Index (CVOL) delivers the first ever cross-asset class family of implied volatility indices based on simple variance. It produces a more representative measure of the market’s expectation of 30-day forward risk.
Visit the CME website to try out our CVOL and other tools:
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The answer is... Premium to nearby months.
A carry market reflects the costs of owning a commodity over time, such as storage and insurance. In these conditions, prices for later delivery are higher than nearby prices to account for these "carrying charges."
The Canadian dollar lost 2.35% against the USD in May, and its historical correlation with oil appears to be breaking down. @jimiuorio examines the diverging U.S. and Canadian economies.
Use our Options Open Interest Heatmap tool to track where positions are concentrated. View current open interest and changes in volume and OI by strike, put or call, and expiration.
Try it out: https://t.co/dQhOL8WtBW
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June 18. Limited spots. Retail futures trading is on the rise — come see why.
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With inflation heating up, central bankers are growing skeptical. As highlighted in today’s @MorningBrew, CME FedWatch data now shows a 37% chance of a December rate hike.
Monitor changing market sentiment and probability data with the CME FedWatch tool: https://t.co/TrhdEGk3CR
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The answer is... Immediate supply shortage.
An inverted market occurs when nearby contract prices are higher than deferred ones, often signaling high cash demand or a short-term shortage. This structure encourages participants to release supply into the market immediately.
S&P 500 futures hit 7,570 while crude dipped below $90, but Friday's PCE report could change the narrative. Expectations point to 3.8% inflation. @JimIuorio explores whether AI optimism can outrun oil prices.
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Bitcoin recently rallied past $80,000 despite aggressive interest rate headwinds, but its 8% reliance on Nvidia's Nasdaq weight tells a different story. @JimIuorio breaks down the correlation.
Your answer... Gaining in value.
In this bull spread, you benefit when the nearby contract gains value relative to the deferred contract. Backwardation occurs when nearby prices are higher than future prices, often reflecting tight supply.
Futures IQ: You are long the "Nearby" Crude Oil contract and short the "Deferred" contract. If the spread narrows (moves toward backwardation), your position is:
Silver has broken below its 50-day moving average, stalling last week’s upside momentum.
When technical floors shift, how do you adjust your risk management?
Test your trading strategies and refine your execution in our Trading Simulator: https://t.co/TLtDHoog5O
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