As the U.S. Federal Reserve begins to consider tightening interest rates potentially in September, where will longer dated interest rates go in the short term? Credit Suisse research of Ten Year Interest Rates using Option Sentiment Indicator issues sell signal After heavy trading in ten year note call options, Credit Suisse Research Analyst William Marshall uses his Option Sentiment Indicator to conclude a sell signal has been reached. The Option Sentiment Indicator (OSI) measures “fast-money sentiment” by tracking the delta-weighted volumes of puts and calls traded in the rates futures market. Trading volumes are assigned different levels of importance based…
Bank Analysts Ponder Falling Ten Year Interest Rates Ahead of Potential Fed Rate Rise
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.