Only one thing moved in commodities. Gold realized vol moved from +20.3% to +27.5%, its biggest move since June 16.
4.6× its usual move
Gold realized vol moved from +20.3% to +27.5%, its biggest move since June 16. Gold moved from $4,035 to $4,307.
3.6× its usual move
Crude moved from $84.5 to $75.0, 3.6 times its normal pace.
3.5× its usual move
Oil futures roll drag went from +1.4pt to -1.0pt, 3.5 times its normal pace. Copper futures roll drag sits at +0.1pt.
2.7× its usual move
Oil vol moved from 68 to 51, its biggest move since July 17.
2.0× its usual move
The broad commodity ETF moved from $29.4 to $28.5. The broad commodity ETF realized vol moved from +23.9% to +25.7%.