EURIBOR OPTIONS: Large call fly vs call ladder
Dec-12 10:24
ERJ5 98.12/98.37/98.62c fly vs ERG5 97.87/98.00/98.12c ladder, sold the fly at 2.25 in 23k.
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EQUITIES: US and EU Option expiries on Friday
Nov-12 10:19
Friday will be Equities Option expiries, in Notional term, looking vs what was seen at the 18th October expiry:
- SPX: $1.42T vs $1.47T in Oct.
- NDX: $4.68bn vs $4.61bn.
- Amazon: $11.26bn vs $11.20bn.
- Apple: $16.83bn vs 17.51bn.
- SX5E: €124.35bn vs €125.15bn.
- SX7E: €2.76bn vs €3.74bn.
- DAX: €20.43bn vs €17.74bn.
- CAC: €1.17bn vs €1.21bn.
- FTSE: £9.76bn vs £9.42bn.
EQUITIES: Emini is extending small losses
Nov-12 10:15
- US Emini continues to unwind from Yesterday's new record high, as the contract stayed in overbought territory since the US Election result.
- Overall the move is still tiny, Yesterday saw a very tight 40 points range in ESZ4, and it is looking to test Yesterday's low at 6013.50, while initial support is seen towards 5990.50.
FOREX: USD Higher Again as Firmer Yields Underpin Currency Markets
Nov-12 10:10
- The greenback is firmer once again early Tuesday, with the USD Index adding to recent gains, with the re-opening of US rates after yesterday's holiday allowing US yields to drift higher and underpin the greenback once again.
- GBP failed to find support from this morning's wages numbers, which came in ahead of expectations, allowing EUR/GBP to continue to straddle the 0.83 handle - a key long-term level. Should the cross recover off these lows, GBP/USD could come under further pressure, prompting markets to consider medium-term support. Today's spot weakness has pressed GBP/USD below the 200-dma on an intraday basis for the first time since May, after the level held well as support in August. 1.2799 undercuts as modest support, but seen stronger into 1.2665.
- German's ZEW investor sentiment data came in well below forecast, with sentiment heavily weighed upon by both the US Presidential election and the collapse of the German governing coalition
- AUD is the poorest performer in G10, pressing AUD/USD back below the $0.6550 mark,
- The NFIB Small Business Optimism data is followed by the NY Fed's latest inflation expectations release. The speaker slate will likely be of more interest, with Fed's Waller, Barkin, Harker and Kashkari all set to make appearances. Waller and Barkin should prove the most consequential.
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