OPTIONS: Expiries for Feb14 NY cut 1000ET (Source DTCC)
Feb-13 15:46
- EUR/USD: $1.0200(E1.6bln), $1.0220-25(E1.5bln), $1.0275-80(E1.9bln), $1.0300-20(E4.5bln), $1.0325(E1.6bln), $1.0400(E4.0bln), $1.0435(E1.0bln), $1.0475(E1.6bln), $1.0500(E1.4bln)
- USD/JPY: Y150.00($1.9bln), Y150.90-00($1.6bln), Y152.00($2.8bln), Y153.85($670mln), Y154.00($1.2bln), Y155.00($882mln), Y155.50($1.3bln), Y156.00($1.7bln)
- EUR/JPY: Y157.65(E1.7bln)
- GBP/USD: $1.2080-00(Gbp1.2bln), $1.2380-00(Gbp1.3bln), $1.2500-20(Gbp771mln)
- EUR/GBP: Gbp0.8420-30(E794mln)
- AUD/USD: $0.6200(A$1.3bln), $0.6250(A$610mln), $0.6280-00(A$1.4bln), $0.6350(A$523mln)
- USD/CAD: C$1.4185-00($2.1bln), C$1.4245-55($1.4bln), C$1.4300-20($1.3bln), C$1.4450($1.1bln)
- USD/CNY: Cny7.1500($3.3bln), Cny7.2000($2.6bln), Cny7.3000($2.2bln), Cny7.3400($2.4bln)
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Historical bullets
FOREX: EURGBP Matches Touted Resistance at 0.8448, Bull Cycle in Play
Jan-14 15:41
- The tightening of German-UK spreads has underpinned EURGBP outperformance on Tuesday, with the cross still up around half a percent on the session. The latest pop higher prompted EURGBP to match the touted resistance level of 0.8448 in recent trade, the Oct 31 high and a key reversal trigger point.
- The cross has edged ~15 pips lower following the technical hold, which potentially boosts its significance ahead of tomorrow’s inflation data release, particularly given the underlying bull cycle that is now in play.
- As noted, a breach would signal scope for a move towards 0.8494, the August 26 high. Separately, the August highs reside at 0.8625, which could garner attention should UK fiscal concerns/uncertainty deteriorate further. Both the 20-day and 50-day EMA’s represent initial support for the cross, currently intersecting around 0.8325.
STIR: Morning SOFR Option Update: Better Put Volume
Jan-14 15:36
Better SOFR put structure buying since the open, fading this morning's post-PPI rally with underlying futures scaling off of this morning's knee-jerk rally. Projected rate cuts through mid-2025 continue to retreat, current vs. late Friday levels* as follows: Jan'25 steady at -0.7bp, Mar'25 at -5.8bp (-4.9bp), May'25 -10.2bp (-9bp), Jun'25 -17.6bp (-16.5bp), Jul'25 at -20.4bp (-18.7bp).
- +3,000 SFRM5 95.81/95.93/96.18 2x3x1 call flys 3.0 ref 95.835
- +15,000 0QK5 94.75/95.00 put spds, 2.0 vs. 95.905/0.05%
- +10,000 SFRU5 95.50/95.75/96.00 put flys, 6.5
- +15,000 SFRZ5 95.37/95.62/95.87 put flys, 5.5-5.75 ref 95.895
- +5,000 SFRM5 95.87/96.31 call spds 8.0 ref 95.835
- +4,000 SFRG5 95.62/95.68/95.75 put flys 3.0 ref 95.74
- +5,000 SFRZ5 95.37/95.62/95.87 put flys 5.5 ref 95.875
SONIA: Latest Large SONIA Options
Jan-14 15:31
- SFIM5 95.75/96.00cs, bought for 6.75 in 24k.
- SFIM5 95.70/96.00cs, bought for 8.75 and 9 in 20.5k.
