Rates

Interest Rates Report

Interest Rate Recap: Eurodollar Futures Lower Despite Disappointing ISM Report

Albert Marquez
December 2, 2019
A quiet overnight session, which saw futures put in the low for the day, led to a more active day session as traders got back to the markets after a traditionally slow holiday week. Disappointing ISM numbers contributed to the steady climb higher as futures closed near their range highs for the day.
Interest Rates Report

Interest Rate Recap: FOMC Rates Appropriate Unless Material Change, Phase One Trade Could Stretch Into 2020

Albert Marquez
November 20, 2019
Eurodollar futures traded in a tight range of about 4-5 ticks as there was little news to move the market. The focus stayed on impeachment hearings, but futures caught a slight bid late as traders digested FOMC minutes, closing near the top end of the range.
Interest Rates Report

Interest Rate Futures and Option Volatility Higher On China Trade Deal Doubts

Albert Marquez
November 18, 2019
Futures traded in a relatively tight range overnight and found their session lows before the pit opening. With little economic news to digest, the market focused on a report that China is not optimistic about trade deal.
Interest Rates Report

HAPPY FRIDAY INTEREST RATES TRADERS - Heck, we’ve all spent half a tick on worse!

Albert Marquez
November 15, 2019
Quiet overnight session leads to a muted day trading session as futures bounced within a narrow range, mostly between 3 and 4 ticks.
Interest Rates Report

INTEREST RATES RECAP - Traders Looking Ahead To Bonuses Unwilling To Put Capital At Risk

Albert Marquez
November 14, 2019
Interest Rate futures moved steadily higher throughout the session, closing just off their session highs. Rate futures implied volatility was up today, it’s just moving off its recent lows.
Futures Options Trade Idea

TRADE IDEA: Gold Option Implied Volatility Back Below 55% of Silver Implied

George Austin
November 14, 2019
Trades we are monitoring today. If you’re also looking at the Silver and Gold Options volatility this might be a trade that’s worth a look.
Interest Rates Report

INTEREST RATES RECAP - What Is "Short Mullet" Option Trade?

Albert Marquez
November 12, 2019
Futures put in their lows early in the session. Once the equities opened, futures marched steadily higher, reaching the top of their session range by midday, closing just off those levels.
Interest Rates Report

Interest Rate Futures Prices Tank and Yields Rally On Risk-On Sentiment

Albert Marquez
November 7, 2019
Relatively tame overnight, except for an early morning leg down on China meeting news. This moved picked up steam as rumors of a tariff rollback circulated. Futures continued lower all day, finishing just off their session lows
Interest Rates Report

Renewed Interest and Trading In Downside Rate Options Since Fed Meeting Last Week

Albert Marquez
November 5, 2019
Futures in a relatively tight range and options volume perked up overnight. The day session saw option volume really pick up as futures and volatility moved lower throughout the day.
Interest Rates Report

Interest Rate Recap - Futures Lower Across Board

Albert Marquez
November 5, 2019
Quiet overnight leads to a tame day session. Markets showed little interest in economic numbers and instead took their cue from equities, which advanced on more trade wars talk. Futures finished near their session lows.