Negative gamma 썸네일형 리스트형 21/Sep/23 ◆ Long-end rate↑↑↑ (Steepening~) ... SPX -ve gamma + Systematic selloff … When will LO buy? U.S. Index: S&P500 -1.64%, Nasdaq -1.84%, Dow -1.08% U.S. Rate: 2Y 5.148% (-1.7bp), 5Y 4.621% (+5.6bp), 10yr 4.498% (+10.5bp), 30yr 4.58% (+14.4bp) U.S. Equity: 필라델피아 반도체 -1.85%, 필라델피아 은행 -1.54%, Big Tech주 -1.89% Gamma Index: SPY -0.614, QQQ -0.182, IWM -0.126 ◆ Economic Indicators U.S. 9月 Philly FED Manu.. 더보기 이전 1 다음
