Author: fitzgerald.bryan
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Double Digit Fed Funds?
It is all about interest rates. Commodity prices, equity prices, real estate prices, volatility, and asset prices in general are all tied to a relatively obscure decision made by a group of men just praying that they can bring the economy to a soft landing. Is it possible? Of course, it is possible. Is it […]
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SFRA Skew has been pummeled over the past month…
SFRA Skew has flattened over the past month due to heavy buying of wings via Call trees, Call 1×2’s, and the unwinding of long downside structures. It appears the market has had enough as a skew buyer emerged today with this trade: PAPER -45,000 SFRZ2 95.625/95.875 CS 1×2 (-1Leg/+2leg) @ 0 REF: 9540. Vol, in […]