{"id":81208,"date":"2022-04-07T00:09:20","date_gmt":"2022-04-07T04:09:20","guid":{"rendered":"https:\/\/www.hedgeco.net\/news\/?p=81208"},"modified":"2022-04-07T00:10:14","modified_gmt":"2022-04-07T04:10:14","slug":"volatility-surge-causes-liquidity-strain-in-rate-options-market-as-fed-tightens","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/04\/2022\/volatility-surge-causes-liquidity-strain-in-rate-options-market-as-fed-tightens.html","title":{"rendered":"Volatility surge causes liquidity strain in rate options market as Fed tightens"},"content":{"rendered":"\n<p>(Reuters) A surge in hedging to protect against aggressive Federal Reserve tightening has caused liquidity problems in the interest rate options sector, reflecting a trend that has been going on in some parts of the bond market. Strong demand has hoisted volatility on so-called swaptions, or options on interest rate swaps, which give the buyer the right to enter into a contract in the future at a pre-determined price. <\/p>\n\n\n\n<p><a href=\"https:\/\/www.reuters.com\/business\/volatility-surge-causes-liquidity-strain-rate-options-market-fed-tightens-2022-04-06\/\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Reuters) A surge in hedging to protect against aggressive Federal Reserve tightening has caused liquidity problems in the interest rate options sector, reflecting a trend that has been going on in some parts of the bond market. Strong demand has [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-81208","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/81208","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=81208"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/81208\/revisions"}],"predecessor-version":[{"id":81209,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/81208\/revisions\/81209"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=81208"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=81208"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=81208"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}