OPTIONS: Larger FX Option Pipeline
Apr-20 16:17
- EUR/USD: Apr22 $1.0900(E1.3bln)
- USD/JPY: Apr26 Y125.00($1.2bln), Y126.00-20($1.2bln)
- AUD/USD: Apr26 $0.7350-70(A$1.1bln)
- USD/CAD: Apr22 C$1.2540-60($1.2bln); Apr26 $1.0800-05(E1.0bln)
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US TSY FUTURES: BLOCK, 2Y Buy
Mar-21 16:02
- +8,226 TUM2 106-12.62 (-3.88), buy through 106-12.12 post-time offer at 1154:36, 106-12.37 last. Curves remain mixed as futures inch off late morning lows.
US EURODLR OPTIONS: BLOCK, 2Y Midcurve Vol Package
Mar-21 15:57
- +10,000 Green Sep 98.25 straddles 38.0 over Green Dec 97.37/97.87 strangles at 1125:30ET
CANADA: USDCAD Tests Bear Trigger On Improved Risk Sentiment
Mar-21 15:53
- A combination of broader USD weakness and higher oil prices sees USDCAD continue to test the near-term bear trigger of 1.2587, the post-invasion low from Mar 3.
- Having earlier touched 1.2583, a clear break could open 1.2552, the 76.4% retracement of the Jan19-Feb24 rally, whilst resistance is seen at the 20-day EMA of 1.2723.
- The broad improvement in risk sentiment has more than outweighed a more negative front-end Can-US yield differential as Tsys underperform GoCs on a larger pricing in of Fed hikes.
- CFTC net specs had CAD net longs increase solidly with data up to Mar 15.
Source: Bloomberg
