Volatility Risk Ramps Up From Here
Volatility Risk Ramps Up From Here
Monday made it clear that traders are playing by the typical summertime, holiday week rules which often see the first day of the week result in very low volume and volatility. While participation should remain lighter than normal, that's no guaranty of an ongoing absence of volatility. Even if there are fewer traders in the room, they can still move markets if econ data or Fed-speak (Warsh is on the calendar for Wednesday) bring any surprises. We're also interested to see if there are visible shifts that transcend data/news based on the recently outsized role of quarter-end rebalancing trades.
Volatility Risk Ramps Up From Here
| Time | Event | Period | Actual | Forecast | Prior |
|---|---|---|---|---|---|
| Monday, Jun 29 | |||||
| Tuesday, Jun 30 | |||||
| 9:00AM | Apr FHFA Home Prices y/y (%) | Apr | 1.7% | ||
| 9:00AM | Apr Case Shiller Home Prices-20 y/y (% ) | Apr | 0.9% | 0.8% | |
| 9:00AM | Apr CaseShiller 20 mm nsa (%) | Apr | 1% | ||
| 9:00AM | Apr FHFA Home Price Index m/m (%) | Apr | 0.1% | ||
| 9:45AM | Jun Chicago PMI | Jun | 58.1 | 62.7 | |
| 10:00AM | May JOLTs Job Quits (ml) | May | 2.977M | ||
| 10:00AM | May USA JOLTS Job Openings (ml) | May | 7.30M | 7.618M | |
| 10:00AM | Jun CB Consumer Confidence (%) | Jun | 94.7 | 93.1 | |
| 11:30AM | 6-Week Bill Auction (%) | 3.620% | |||
