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..
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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..
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