HALISTER1: RATES: Buy Signal in U.S. Rates Via TY Options, CS Says

RATES: Buy Signal in U.S. Rates Via TY Options, CS Says

(Bloomberg) -- “Put-heavy trading in TY options” yday was “sufficient to push our Option Sentiment Indicator to a buy signal,” Credit Suisse strategist William Marshall said in March 1 report.
  • Last time OSI reached a buy signal was on Dec. 3 and 10s “rallied 9bp over the subsequent two days”
  • Historically, 10Y yield rallied 63.6% of the time in 2 days after OSI moved to buy, richening by 7.4bps on average
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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William Marshall (Credit Suisse Holdings USA Inc)

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