EMISSIONS: EUAs Options Implied Volatility Remains Stable
Jul-24 10:04
{EEUA Dec25 implied volatility as of 23 July was at 28.89%, remained stable compared with the 28.92% from the last trading session in the prior week, while EUAs Dec25 edged down by 0.76% during the same period, suggesting a stable to bearish sentiment while participants are expecting limited disruptions in the short-term.
- EUA Dec25 implied volatility stood below the 30-day average of 29.79% and remained well below the 34.86% in early April when the US tariff announcements shook the global markets.
- EUA Dec25 25 delta call-put volatility skew is at -2.87%, widened from the -2.63% on the last trading session in the prior week.
- EUA Dec25 options put/call open interest ratio rose marginally from the 0.79 in the prior week to 0.80. Put and call contracts remained stable at 130k and 163k contracts.
- The largest put open interest stood at 14.86k at the €60/ton CO2e strike, while call open interest sit at 30.59k at the €100/ton CO2e strike.
- EUA DEC 25 down 0.03% at 69.34 EUR/t CO2e
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EQUITIES: Estoxx Put Fly
Jun-24 10:03
SX5E (19th Sep) 5600/4800/4000p fly, sold at 236 in 5k.
MNI: UK JUN CBI INDUSTRIAL TRENDS TOTAL ORDERS -33
Jun-24 10:00
- MNI: UK JUN CBI INDUSTRIAL TRENDS TOTAL ORDERS -33
- UK CBI JUN PRICE INTENTIONS 19
BONDS: Tnotes/Bund spread breaks the June low
Jun-24 09:57
- The Tnotes/Bund spread falls below the June low, given the heavy pressure in German Bond futures following the German Finance Ministry's announcements.
- The 195bps level has provided some good resistance throughout the Month of April, May and June.
- Next Immediate support comes at 175.47bps, the 6th May low, but a better area of interest is seen further out, down to ~167.4bps.
(Chart source: Bloomberg Finance LP/MNI).
