options

Interest Rates Report

Are Eurodollar Options Relevant Again?

Albert Marquez
October 14, 2020
Expectation for a “blue wave” has shifted market sentiment
Futures Options Trade Idea

Tweety Versus Sleepy and The Election Premium In Treasury Vol

Rob Howarth
August 12, 2020
With the initial shock to the markets seemingly over, and Fed policy set to “easy” to stimulate a recovery, rates markets have been subdued making it harder to see where the next opportunity is.
Eurodollar options

NIRP Forecasting

Albert Marquez
July 1, 2020
Could the Fed look to negative rates? The market will let you know.
Eurodollar options

Eurodollar Options Market: What Do We Do Now?

Albert Marquez
June 4, 2020
If you have been paying attention to the short-term interest rate markets (STIRs), you undoubtedly know that volumes have fallen off in Eurodollar options.
Futures Options Trade Idea

The World Is Flat! (If You Are A Short End Trader)

Rob Howarth
June 1, 2020
Garnering a “Check The Facts” link on social media almost seem to be a badge of honour these days but here the facts support this fake-news headline.
Interest Rates Report

STIRs Volume Has the Holiday Weekend Blues

Albert Marquez
May 22, 2020
For 5 days in a row under 1 million Eurodollar options contracts have traded.
Interest Rates Report

Lower Eurodollar Market Volumes as NIRP Concerns Ease

Albert Marquez
May 20, 2020
With the excitement of NIRP subsiding, STIR futures and options are seeing a marked slowdown.
Interest Rates Report

Volatility Made a Brief Appearance in the STIRs Market

Albert Marquez
May 12, 2020
Volatility edged up slightly yesterday then turned lower today after a big straddle seller dragged the rest of the curve lower. Attention continues to be on the 100.00 strike and higher as NIRP questions loom large.
Interest Rates Report

A Really Big Day for Eurodollar Options

Albert Marquez
April 29, 2020
After a slow start to the week, there were large trades across many Eurodollar options expirations, a welcome development
Interest Rates Report

A Quiet Week for STIRs Traders

Albert Marquez
April 24, 2020
A back and forth session with futures ending mostly lower. Most traders are looking ahead to tomorrow’s NFP number with particular interest after Wednesday’s surprising ADP number. In fact, according to Arbor Data Science, “ADP has printed above 270K only 14 times since 2003.