BRAZIL: BCB Governor Campos Neto Attends Public Event
Aug-12 11:37
- Central bank President Roberto Campos Neto attends public event in Brasilia during the morning. He will grant lecture during a crypto event hosted by Figueiredo & Velloso Advogados Associados scheduled at 9:30am local time.
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OPTIONS: Larger FX Option Pipeline
Jul-13 11:14
- EUR/USD: Jul14 $1.0190-00(E1.0bln); Jul15 $1.0200(E1.1bln)
- USD/JPY: Jul14 Y135.70($1.1bln), Y139.00($1.5bln)
- AUD/USD: Jul15 $0.6900($1.0bln)
- NZD/USD: Jul14 $0.6120(A$1.3bln)
- USD/CAD: Jul15 C$1.3000($1.1bln)
- USD/CNY: Jul15 Cny6.6500($1.8bln)
US EURODLR FUTURES: Post-LIBOR Settle Update: Ignoring New 3M High
Jul-13 11:07
Lead quarterly EDU2 trades steady to +0.005 at 96.685 after latest 3M LIBOR set' new 3Y high of 2.51200% +0.02900 (+0.08900/wk).
- Forward Fed hike expectations steady after moderating slightly since last Fri's strong jobs data, balance of Whites through Golds (EDZ2-EDM7) +0.025-0.015. Markets await this morning June CPI read for direction.
- Front end inversion at recent lows: Dec'22/Mar'23 at -0.130. Most inverted calendar spds: EDZ2/EDZ3 at -0.635, EDH3/EDH4 at -0.620. Inversion starts to flatten out in latter half of Greens w/ EDH5/EDM5 trading flat (97.220).
- Second consecutive session of limited option volume Tuesday, flow mildly bullish with put unwinds and call buys with underlying futures trading higher, 30YY falling to 3.0833% low before climbing back to 3.1240% after the bell.
- Highlight Eurodollar trade includes put skew sale with 5,000 Dec 96.00 puts 6.0 over 96.25/96.75 call spreads. Midcurve call buyer paid 40.5 for 5,000 Green Dec 97.25 calls vs. 97.185/0.45%.
- Limited SOFR trade had paper buying 7,000 SFRZ2 96.50/97.00/98.00 broken call flys.
US MBA: REFIS +2% SA; PURCH INDEX -4% SA THRU JULY 8 WK
Jul-13 11:00
- US MBA: REFIS +2% SA; PURCH INDEX -4% SA THRU JULY 8 WK
- US MBA: UNADJ PURCHASE INDEX -18% VS YEAR-EARLIER LEVEL
- US MBA: 30-YR CONFORMING MORTGAGE RATE REMAINED AT 5.74%
