EMISSIONS: EUAs Options Implied Volatility Remains Stable
Aug-07 13:01
{EUEUA Dec25 implied volatility as of 6 Aug was at 28.47%, remained stable compared with the 28.34% from the last trading session in the prior week. EUAs Dec25 edged down by 0.07% w/w, while open interest in call contracts increased, suggesting growing expectations of upside potential, while participants foreseeing limited short-term disruptions.
- EUA Dec25 implied volatility stood below the 30-day average of 28.85% 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 -2.03%, narrowed slightly from the -2.50% on the last trading session in the prior week.
- EUA Dec25 options put/call open interest ratio declined marginally from the 0.77 in the prior week to 0.74. Put contracts declined from 130k contracts to 129k, while call contracts rose from 169k to 173k.
- The largest put open interest stood at 14.6k at the €60/ton CO2e strike, while call open interest sit at 30.59k at the €100/ton CO2e strike.
- EUA DEC 25 up 0.61% at 71.42 EUR/t CO2e
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MNI: RPT: Livestreamed MNI Connect VC with Fed Mary Daly On July 10
Jul-08 13:00
You are invited to listen to a Livestreamed MNI Connect Video Conference with the San Francisco Fed President Mary Daly.
Details below:
- Mary Daly joins us to discuss the ‘The US Economic Outlook and Challenges for Policymakers'
- DATE: Thursday, 10 July 2025
- TIME: 2:30 pm - 4 pm ET; 11:30am - 1pm PT; 7:30pm - 9pm London
- This event will be run as a Zoom Webinar and is a public, on-the-record event.
To register please go to: MNI Webcast Registration
MNI: US REDBOOK: JUL STORE SALES +5.1% V YR AGO MO
Jul-08 12:55
- MNI: US REDBOOK: JUL STORE SALES +5.1% V YR AGO MO
- US REDBOOK: STORE SALES +5.9% WK ENDED JUL 05 V YR AGO WK
US TSY FLOWS: Another round of selling goes through at the lows
Jul-08 12:50
- Some of the relief bounce in EGBs with the earlier supply out of the way are still limited.
- Bund is ticking back lower, this is led by a round of selling in Treasuries, albeit in limited volumes, TYA in 5k, FVA 3.7k, TUA 3k.
- The next level in the US 10yr Yield is at 4.45% = 110.18+.
- USDJPY is through another intraday high on the follow, and looking to challenge the immediate resistance right here at 146.77 76.4% retracement of the Jun 23 - Jul 1 bear leg.
