OPTIONS: Euribor, Sonia Put Structures Largely Bought To End Week
Aug-29 16:52
Friday's Europe rates/bond options flow included:
- ERZ5 98.00/97.87 put spread vs ERZ5 98.62/98.75 call spread, bought ps for 3.0 in 5k
- ERH6 97.87/97.75ps, bought for half in 6k
- ERU6 98.0625/97.9375/97.8125p fly, bought for 3 in 2.5k
- SFIV5 96.25/96.35cs vs 96.05p, bought the cs for 0.75 in 4k
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LOOK AHEAD: Thursday Data Calendar: Weekly Claims, Core PCE, Chicago PMI
Jul-30 16:37
- US Data/Speaker Calendar (prior, estimate)
- 07/31 0730 Challenger Job Cuts YoY (-1.6%, --)
- 07/31 0830 Initial Jobless Claims (217k, 223k)
- 07/31 0830 Continuing Claims (1.955M, 1.953M)
- 07/31 0830 Personal Income (-0.4%, 0.2%), Spending (-0.1%, 0.4%)
- 07/31 0830 Real Personal Spending (-0.3%, 0.1%)
- 07/31 0830 PCE Price Index MoM (0.1%, 0.3%), YoY (2.3%, 2.5%)
- 07/31 0830 Core PCE Price Index MoM (0.2%, 0.3%), YoY (2.7%, 2.7%)
- 07/31 0830 Employment Cost Index (0.9%, 0.8%)
- 07/31 0945 MNI Chicago PMI (40.4, 42.0)
- 07/31 1130 US Tsy $95B 4W & $85B 8W bill auctions
- Source: Bloomberg Finance L.P. / MNI
OPTIONS: Expiries for Jul31 NY cut 1000ET (Source DTCC)
Jul-30 16:35
- EUR/USD: $1.1475-90(E1.3bln), $1.1490(E986mln), $1.1600-10(E2.6bln), $1.1650-70(E2.0bln), $1.1745-50(E1.1bln), $1.1800(E2.0bln)
- USD/JPY: Y146.00-20($1.5bln), Y147.40-50($728mln), Y148.00($522mln)
- AUD/USD: $0.6465(A$1.0bln), $0.6600(A$1.4bln)
- NZD/USD: $0.5965(N$505mln)
- USD/CAD: C$1.3670-75($1.0bln), C$1.3740($602mln)
- USD/CNY: Cny7.0700($1.4bln), Cny7.1500($897mln)
FED: US TSY TO SELL $58.000 BLN 3Y NOTES AUG 05, SETTLE AUG 15
Jul-30 16:05
- US TSY TO SELL $58.000 BLN 3Y NOTES AUG 05, SETTLE AUG 15
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