Yesterday (12 MAR), the overall U.S. CPI data unexpectedly rebounded, with most components showing growth. The core CPI annual rate is still far beyond the Feds target. U.S. bond yields have collectively risen. The current two-year/ten-year period are 4.611%/4.162 respectively. %. Swaps markets expect the Fed to start cutting interest rates as early as June (63% probability). Risk assets rose as a whole, with the three major stock indexes rising, with the Dow/SP/Nasdaq rising 0.61%/1.12%/1.54% respectively.
Source: SignalPlus, Economic Calendar
Source: Binance & TradingView,UTC+ 8 zero BTC/ETH experienced a sharp shock
Data from BitMEX Research shows that the net inflow of BTC ETF yesterday (12 MAR) reached a staggering $1 billion, of which Blackrock’s IBIT accounted for $849 million of Flow, but at the end of this record-breaking day, the digital currency Encountered a sharp market fluctuation, BTC once fell from 73,000 to 68,000 (amplitude of approximately 6.36%), and then gradually recovered all lost ground and set a new historical high again.
In terms of options, the far-end IV of BTC has been gradually revised upward in the past few days, and the medium- and long-term volatility has reached a level close to 80% Vol. The transactions are mainly based on take-profit orders for call options near ATMs and rolls to a higher exercise price of 80,000/ 85,000 buy orders were mainly concentrated at the end of March, pushing up the Vol Skew near that period. In terms of ETH, Vol Skew is at a recent historical low, and the overall transaction distribution shows a Long Risky Flow, mainly 40003200 Short Put and 5000/5400 and above Long Call.
Source: Deribit (as of 13 MAR 16:00 UTC+8)
Source: SignalPlus
Source: SignalPlus
Data Source: Deribit
Data Source: Deribit
Source: Deribit Block Trade
Source: Deribit Block Trade
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