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Equity

25/Sep/23 ◆ 금리 다시 급등 (Bear steepening) … VIX 하락 & Short covering으로 시장 반등 … DXY +0.36%, U.S. 30年 금리 +13.8 bp U.S. Index: S&P500 +0.4%, Nasdaq +0.46%, Dow +0.13% U.S. Rate: 2Y 5.125% (+1.1bp), 5Y 4.62% (+6bp), 10yr 4.544% (+10.8bp), 30yr 4.666% (+13.8bp) U.S. Equity: 필라델피아 반도체 0.72%, 필라델피아 은행 0.43%, Big Tech주 0.78% Gamma Index: SPY -0.66, QQQ -0.201, IWM -0.133 ◆ Flows from the last week (Source: Nomura, Sp.. 더보기
20/Sep/23 ◆ Hawkish FOMC … Equity supply ↑ (sell pressure ↑) … One event day implied movement 초과하여 하락 … 여전히 careful … U.S. Index: S&P500 -0.94%, Nasdaq -1.46%, Dow -0.22% U.S. Rate: 2Y 5.165% (+7.1bp), 5Y 4.565% (+5bp), 10yr 4.393% (+2.8bp), 30yr 4.436% (+0.6bp) U.S. Equity: 필라델피아 반도체 -1.64%, 필라델피아 은행 -0.84%, Big Tech주 -2.2% Gamma Index: SPY -0.478, QQQ -0.127, IWM -0.11 ◆ Economic Indicators U.S. FED Int.. 더보기
15/Sep/23 ◆ Triple Witching Day … Where loads of money accounted & where everything reversed … AM SPX 결재 √ & PM SPY 결재 X U.S. Index: S&P500 -1.22%, Nasdaq -1.75%, Dow -0.83% U.S. Rate: 2Y 5.037% (+2.1bp), 5Y 4.467% (+4.3bp), 10yr 4.334% (+4.4bp), 30yr 4.418% (+3.6bp) U.S. Equity: 필라델피아 반도체 -2.89%, 필라델피아 은행 -0.6%, Big Tech주 -2.02% Gamma Index: SPY -0.105, QQQ -0.05, IWM -0.13 ◆ Economic Indicators U.S. 9月 .. 더보기
14/Sep/23 ◆ Hard selling volatility … 금리 상승 / WTI 상승 / DXY 상승 … But 이번에는 주가 급등 … Back to +ve gamma zone U.S. Index: S&P500 +0.84%, Nasdaq +0.82%, Dow +0.96% U.S. Rate: 2Y 5.016% (+3.6bp), 5Y 4.424% (+3.7bp), 10yr 4.29% (+3.8bp), 30yr 4.382% (+3.8bp) U.S. Equity: 필라델피아 반도체 0.72%, 필라델피아 은행 1.88%, Big Tech주 0.96% Gamma Index: SPY -0.163, QQQ -0.071, IWM -0.17 ◆ Economic Indicators U.S. 8月 PPI YoY +1.6% (est... 더보기
13/Sep/23 ◆ CPI not hawkish enough … 금리 인상 가능성 ↓, Event Vol ↓ ... 시장 반등 U.S. Index: S&P500 +0.12%, Nasdaq +0.38%, Dow -0.2% U.S. Rate: 2Y 4.98% (-4.4bp), 5Y 4.387% (-4.4bp), 10yr 4.252% (-3.2bp), 30yr 4.344% (-0.9bp) U.S. Equity: 필라델피아 반도체 0.51%, 필라델피아 은행 -0.9%, Big Tech주 0.96% Gamma Index: SPY -0.251, QQQ -0.121, IWM -0.168 ◆ Economic Indicators U.S. 8月 CPI YoY +3.7% (est. +3.6%, 전월 +3.2%) … 예상치 상회 … WTI.. 더보기
08/Sep/23 ◆ AAPL & Huawei 관련 U.S. - China 노이즈 지속 … 수출 주도 EM 국가 데이터 상회 & WTI 반등 … 시장 제한적인 상승 U.S. Index: S&P500 +0.14%, Nasdaq +0.14%, Dow +0.22% U.S. Rate: 2Y 4.995% (+5.2bp), 5Y 4.405% (+3.2bp), 10yr 4.268% (+1.4bp), 30yr 4.338% (-0.7bp) U.S. Equity: 필라델피아 반도체 -0.52%, 필라델피아 은행 1.11%, Big Tech주 0.5% Gamma Index: SPY -0.377, QQQ -0.063, IWM -0.128 ◆ Asian market closing 이후 WTI 반등 … Cyclical 국가 반등으로 인한 infl.. 더보기
01/Sep/23 ◆ A bad news Is good for market … Bad news from Employemnt & Good news from Manufacturing PMI … DXY & 금리 급등 U.S. Index: S&P500 +0.18%, Nasdaq -0.07%, Dow +0.33% U.S. Rate: 2Y 4.881% (+1.4bp), 5Y 4.299% (+4.1bp), 10yr 4.181% (+7.1bp), 30yr 4.298% (+8.4bp) U.S. Equity: 필라델피아 반도체 0.26%, 필라델피아 은행 1.07%, Big Tech주 0.20% Gamma Index: SPY -0.135, QQQ 0.013, IWM -0.102 ◆ Economic Indicators (Source: ZH).. 더보기

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