FOREX: FX OPTION EXPIRY
Feb-06 10:20
Of Note:
EURUSD 8.15bn between 1.0300/1.0400.
GBPUSD 1.41bn at 1.2455.
USDJPY 1.1bn at 152.50.
EURUSD 1.53bn at 1.0400 (fri).
USDCAD 6.84bn between 1.4310/1.4400 (fri).
EURUSD 1.63bn at 1.0400 (mon).
- EURUSD: 1.0300 (1.06bn), 1.0310 (300mln), 1.0315 (581mln), 1.0320 (509mln), 1.0325 (1.12bn), 1.0330 (229mln), 1.0350 (997mln), 1.0370 (655mn), 1.0375 (230mln), 1.0380 (826mln), 1.0400 (1.64bn).
- EURGBP: 0.8360 (456mln).
- GBPUSD: 1.2455 (1.41bn).
- USDJPY: 152.50 (1.1bn).
- USDCAD: 1.4370 (465mln).
- AUDUSD: 0.6275 (520mln).
- AUDNZD: 1.1075 (690mln).
- USDCNY: 7.3000 (524mln).
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Historical bullets
EUROZONE DATA: Unrounded Core CPI Closely Centred Around 2.7% Y/Y
Jan-07 10:15
- Eurozone headline CPI inflation was close to rounding higher to 2.5% with a 2.44% Y/Y reading in Dec (cons 2.4), up from 2.24% in Nov.
- Core CPI however was very much in line, at 2.71% Y/Y in Dec (cons 2.7) after 2.72% in Nov.
- See table below of unrounded Eurozone CPI figures:
EGB SYNDICATION: Slovenia 30-year: Guidance update
Jan-07 10:13
- Guidance: MS+135bps area (was MS+140bps area)
- Size: EUR Benchmark (MNI expects E1.0-1.5bln)
- Books in excess of E2.7bln (inc E505mln JLM interest)
- Maturity Date: 14 April 2055
- Settlement Date: 14 January 2025 (T+5)
- Joint Bookrunners: Deutsche Bank, Erste Group, Goldman Sachs Bank Europe SE, HSBC, J.P. Morgan (B&D) and OTP Banka Slovenia
- ISIN: SI0002104873
- Timing: Books remain open, today’s business
From market source
STIR: Modest Dovish Move On European CPI Data, 101.5bp Of '25 ECB Cuts Priced
Jan-07 10:11
A light dovish reaction for EUR STIRs following this morning’s national and Eurozone CPI readings.
- 101.5bp of ECB cuts now priced through ’25 vs. ~100bp early today. 24.5bp of easing priced for this month’s meeting.
- Euribor futures flat to +4.0
- To recap the data, softer-than-expected French prints lessened the upside risks to the Eurozone readings (countering the impact of Monday’s German CPI data).
- The Eurozone readings then matched the median expectations from the BBG surveys.
ECB Meeting | €STR ECB-Dated OIS (%) | Difference Vs. Current Effective €STR Rate (bp) |
Jan-25 | 2.673 | -24.4 |
Mar-25 | 2.403 | -51.4 |
Apr-25 | 2.214 | -70.3 |
Jun-25 | 2.079 | -83.8 |
Jul-25 | 2.027 | -89.0 |
Sep-25 | 1.957 | -96.0 |
Oct-25 | 1.923 | -99.4 |
Dec-25 | 1.903 | -101.4 |
