EQUITIES: EU Bank stock put spread

Feb-10 11:01

SX7E 105/97ps, bought for 0.70 in 6k

Historical bullets

EURIBOR OPTIONS: Put condor buyer

Jan-11 11:01

ERH3 97.12/97.00/96.875/96.75 p condor bought for 8 in 6k

OUTLOOK: Price Signal Summary - Gilt Futures Trend Needle Points North

Jan-11 10:58
  • In the FI space, Bund futures remain in an uptrend following last week’s gains and despite pulling back from its recent highs. Price has traded through the 20-day EMA and short-term signals suggest scope for a continuation higher near-term. Sights are on 137.76 next, 50.0% retracement of the Dec 7 - Jan 3 bear leg. Initial firm support is at 135.08, Jan 4 low.
  • Gilt futures remain in a short-term uptrend following the recovery from 99.18, Dec 28 low. The contract has breached the 20-day EMA and sights are set on 103.12, 50.0% retracement of the Nov 24 - Dec 28 low. On the downside, initial firm support lies at 101.02, the Jan 4 low.

OPTIONS: Expiries for Jan11 NY cut 1000ET (Source DTCC)

Jan-11 10:54
  • EUR/USD: $1.0750(E1.4bln), $1.0780-00(E510mln)
  • USD/JPY: Y131.50-70($910mln), Y132.00-03($1.0bln), Y132.50($1.1bln), Y132.70-84($5448mln), Y133.50($1.4bln)
  • GBP/USD: $1.1600(Gbp606mln)
  • AUD/USD: $0.6900(A$585mln), $0.6950(A$870mln), $0.6990(A$1.8bln)
  • USD/CAD: C$1.3200($800mln), C$1.3400($1.1bln)
  • USD/CNY: Cny6.7000($600mln), Cny6.8000($610mln), Cny6.9000($675mln)