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JPM Collar

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
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

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