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U.S. Equity

22/Sep/23 ◆ Quiet day … Rate 되돌림 현상 있었으나 -ve gamma & Systematic sell 지속되며 Equity 소폭 하락 U.S. Index: S&P500 -0.23%, Nasdaq +0.05%, Dow -0.31% U.S. Rate: 2Y 5.114% (-3.4bp), 5Y 4.56% (-6.1bp), 10yr 4.436% (-6.2bp), 30yr 4.528% (-5.2bp) U.S. Equity: 필라델피아 반도체 0.83%, 필라델피아 은행 -1.26%, Big Tech주 0.1% Gamma Index: SPY -0.693, QQQ -0.221, IWM -0.13 ◆ Economic Indicators U.S. 9月 SPGI Manufacturing PMI 48.9 (est. 48.. 더보기
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
19/Sep/23 ◆ Waiting for FOMC … Equity 하락 후 회복하여 소폭 하락 수준으로 마감 … 금리 상승 U.S. Index: S&P500 -0.22%, Nasdaq -0.22%, Dow -0.31% U.S. Rate: 2Y 5.094% (+3bp), 5Y 4.515% (+5.5bp), 10yr 4.365% (+5bp), 30yr 4.43% (+4.1bp) U.S. Equity: 필라델피아 반도체 -0.84%, 필라델피아 은행 -0.42%, Big Tech주 -0.09% Gamma Index: SPY -0.534, QQQ -0.131, IWM -0.114 ◆ Economic Indicators E.U. 8月 CPI YoY +5.2% (est. +5.3%, 전월 +5.3%) … 예상치 하회 … E.U. .. 더보기
18/Sep/23 ◆ Quiet day … Waiting for FOMC U.S. Index: S&P500 +0.07%, Nasdaq +0.15%, Dow +0.02% U.S. Rate: 2Y 5.064% (+2.7bp), 5Y 4.46% (-0.7bp), 10yr 4.315% (-1.9bp), 30yr 4.389% (-2.9bp) U.S. Equity: 필라델피아 반도체 0.35%, 필라델피아 은행 -0.57%, Big Tech주 0.47% Gamma Index: SPY -0.019, QQQ -0.043, IWM -0.031 ◆ Someone is shorting … (Source: GS) No ~ Soft landing narratives ↑ … However, consumer discretionary & consum.. 더보기

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