EGB OPTIONS: Bund Put Fly Buyer
Nov-30 12:39
Earlier:
- RXH3 137/132/127 put fly bought for 72 in 1.175k
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US STOCKS: Monday Q3 Earnings Roundup
Oct-31 12:30
- Announced:
- XPO Logistics Inc (XPO) beat: $1.45 vs. $1.348 est
- Emerson Electric Co (EMR) beat: $1.53 vs. $1.381 est
- Howmet Aerospace Inc (HWM) in-line: $0.36 vs. $0.359 est
- Altra Industrial Motion Corp (AIMC) miss: $0.80 vs. $0.814 est
- ON Semiconductor Corp (ON) beat: $1.45 vs. $1.315 est
- Ahead the open:
- Stryker Corp (SYK): $2.232 est
- After the close:
- Avis Budget Group Inc (CAR): $14.718 est
- American Water Works (AWK): $1.513 est
- Goodyear Tire & Rubber (GT) $0.557 est
- SBA Communications (SBAC): $2.636 est
- Vornado Realty Trust (VNO): $0.739 est
- Williams Cos Inc (WMB): $0.439 est
US EURODLR FUTURES: Post-LIBOR Settle Update: New 3M High, FOMC Focus
Oct-31 12:26
Lead quarterly Dec'22 (EDZ2) at 94.91 (-0.025) after latest 3M LIBOR set' climbs +0.02072 to new 14 year high of 4.46029% (+0.04029 total last wk).
- A 75bp hike at Wed's FOMC fully priced, eager for year-end guidance - another 75bp hike in Dec in question, 50bp "step-down" debated. Reminder, latest employment report covering Oct out this Friday.
- Balance of Whites (EDH3-EDU3) trade -0.045-0.070, Reds (EDZ3-EDU4) -0.080-0.060, Greens through Golds (EDZ4-EDU7) -0.050-0.010 with Golds outperforming.
- Deferred calendar spds rebound from last Fri's cycle lows: Mar'23/Jun'23 -0.045 vs. -0.095; Dec'22/Red Dec'23 at -0.300 vs. -0.415, Mar'23/Red Mar'24 at -0.675 vs. -0.725. Inversion flattens out in front half of Blues.
- Thursday FI option trade: Decent volume on sporadic trade Friday, call trade two-way while puts structures saw better buying as underlying rates sold off ahead next Wednesday's FOMC policy annc. Salient trade.
OPTIONS: Larger FX Option Pipeline
Oct-31 12:23
- EUR/USD: Nov01 $0.9700(E1.1bln), $0.9800(E1.5bln), $0.9950(E1.9bln), $1.0000(E1.1bln); Nov02 $1.0000(E1.6bln); Nov03 $0.9900-05(E1.7bln)
- USD/JPY: Nov02 Y150.00($1.0bln); Nov03 Y144.00-25($1.6bln)
- AUD/USD: Nov02 $0.6720(A$1.2bln)
- AUD/NZD: Nov01 N$1.1300(A$1.3bln)
- USD/CNY: Nov03 Cny7.0000($1.6bln)
