GILTS: Block trades

Aug-15 13:45

Gilt Block trades, suggest sellers:

  • G U4 1.22k at 99.82.
  • G U4 906 at 99.78.

Historical bullets

SOY TECHS: (X4) Bear Cycle Extends

Jul-16 13:37
  • RES 4: $1230.50 - High May 7 and key resistance
  • RES 3: $1201.50 - High May 31
  • RES 2: $1136.69 - 50-day EMA
  • RES 1: $1133.75 - High Jul 5
  • PRICE: $1051.50 @ 13:44 BST Jul 16
  • SUP 1: $1037.50 - Intraday low
  • SUP 2: $1036.25 - 1.00 proj of Nov 21 ‘23 - Feb 26 - Jun 7 swing
  • SUP 3: $1000.00 - Psychological round number
  • SUP 4: $990.44 - 1.236 proj of Nov 21 ‘23 - Feb 26 - Jun 7 swing

Soybean futures remain in a downtrend and the sell-off last week confirmed a resumption of the medium-term downtrend. Price is again trading lower this week. Note that moving average studies are in a bear-mode set-up too and this continues to highlight a clear bearish cycle. Sights are on $1036.25, a Fibonacci projection. Initial firm resistance is at $1136.69, the 50-day EMA. Short-term gains would be considered corrective.

EGB OPTIONS: Bund U4 Package Trades

Jul-16 13:35

RXU4 133.00/134.00/135.50/139.50 call condor vs. 129.50/127.50 put spread, paper buys the call condor for 4.0 & 4.5 on 6.5K.

STIR FUTURES: Large Dec'24/Red Sep'25 SOFR Call Spread

Jul-16 13:29
  • +24,000 SFRZ4/SFRU5 spreads -0.865, appr DV01 $600,000. Dec'24 leads volume with over 405,000 at the moment, follows chunky post-data sales.