News list for " Sofr"
On December 4, the recent theme continued in the SOFR options market: Traders are watching multiple structured trades in the first two quarters of next year to hedge against the possibility of multiple rate cuts by the Federal Reserve, or even (single) 50 basis points. Fed-pegged overnight index swaps (Fed-dated OIS) currently price the effective interest rate for next June's meeting at about 3.30%, which is about 60 basis points lower than the Fed's current effective rate. The theme that has co...
12月4日，SOFR期权市场继续出现近期主题：交易员正在关注明年头两个季度的多种结构性交易，以对冲美联储多次降息，甚至（单次）降息50个基点的可能性。美联储挂钩的隔夜指数掉期（Fed-dated OIS）目前定价明年6月会议的有效利率约为3.30%，比美联储目前的有效利率低约60个基点。过去几个交易日持续的主题是买入1月、3月和6月SOFR期权中的看涨结构（upside structu...
SOFR traders continue to bet that the Fed will cut rates by 50 basis points in September.
Zhou Lele, deputy chief operating officer of Victory Securities, said that in terms of fundamentals, SOFR (guaranteed overnight financing rate) has returned to normal value and market liquidity has recovered. Federal Reserve Chairperson Powell's dovish voice said that the time for policy adjustment has come. As soon as the news came out, the CME Group priced the September interest rate cut board DingTalk, US stocks, virtual...
