Release： 12/16/2018 01:29

Update： 04/08/2021 02:35

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I have worked with FX brokers and banks in forex and interest rate derivatives. I post weekly analyses of Nikkei options IV and U.S. rates.

US Interest Rate Analysis December 2nd Week, 2018

Hello, I am an derivatives enthusiast.

I update US interest rate analysis on a weekly basis.

IV rose temporarily on an inverted yield curve, but since there was no deeper dive and the 2Y vs 5Y spread stayed near zero, it ultimately returned to its original level. USDJPY IV continued to fall, marking a new year-to-date low.

More here

http://delta-hedge.xyz/2018/12/16/2018-12-2-us-yield/

On the blog, in addition to articles like these, we publish pieces such as the following:

Nikkei IV weekly analysis
How to implement IB Securities API using Python
A compilation of market data available for free

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