Avatar
Adam
883fe8e4da307901525132eb09d2e07382dd3b51a0d7ce9f66af5f1a8a51b221

Central Bank Rate Expectations

FWD: Josh Lim -- Observation on today's spot sell-off vs Mar 20:

Forward curve getting compressed now vs widening on Mar 20. also call skew getting bid up now vs higher strikes crushed on Mar 20

Speaks to cleaner market positioning and more gross derisking vs just spot selling from etf outflows

#BTC  basis spread declines across all maturities this week, with later maturities at 16.6%-19.8%. Recovery from Wednesday's lows is notable. Mar & Apr maturities dip as market maker hedging demand falls, shifting from derivatives to spot liquidity. #MarketTrends #Futures

Deribit Exchange offering bitcoin vol futures (and hopefully options eventually) is the next step in a maturing bitcoin derivative market, and will open up new strategies and tools for both retail and institutional traders. Let’s GO! #futures #options #BTC #VIX #volatility