OPTIONS: Larger FX Option Pipeline
Mar-30 11:14
- EUR/USD: Mar31 $1.0600(E2.2bln), $1.0700(E1.6bln), $1.0800(E1.7bln), $1.0950(E1.1bln); Apr04 $1.0795-00(E1.0bln), $1.0950(E1.0bln)
- USD/JPY: Mar31 Y131.00($1.0bln), Y136.00-20($1.3bln); Apr03 Y128.00($1.5bln); Apr04 Y127.00($1.4bln)
- USD/CAD: Mar31 C$1.3600($1.5bln), C$1.3900($1.2bln); Apr04 C$1.3600($1.5bln)
- USD/CNY: Apr04 Cny6.9000($1.5bln), Cny6.9500($1.3bln)
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LOOK AHEAD: Tuesday Data Calendar: Adv Goods, Wholesale Inv, MNI Chicago PMI
Feb-28 11:07
- US Data/Speaker Calendar (prior, estimate)
- Feb-28 0830 Advance Goods Trade Balance (-$89.7B rev, -$91.0B)
- Feb-28 0830 Wholesale Inventories MoM (0.1%, 0.1%); Retail MoM (0.5%, 0.1%)
- Feb-28 0900 House Price Purchase Index QoQ (0.1%, --)
- Feb-28 0900 FHFA House Price Index MoM (-0.1%, -0.2%)
- Feb-28 0900 S&P CoreLogic CS 20-City MoM SA (-0.54%, -0.40%)
- Feb-28 0900 S&P CoreLogic CS 20-City YoY NSA (6.77%, 4.75%)
- Feb-28 0945 MNI Chicago PMI (44.3, 45.5)
- Feb-28 1000 Richmond Fed Mfg. Index (-11, -5), Business Cond (-10, --)
- Feb-28 1000 Conf. Board Consumer Confidence (107.1, 108.5)
- Feb-28 1030 Dallas Fed Services Activity (-15, --)
- Feb-28 1430 Chicago Fed pres Goolsbee, Ivy Tech Comm College, text, no Q&A
OPTIONS: Expiries for Feb28 NY cut 1000ET (Source DTCC)
Feb-28 11:04
- EUR/USD: $1.0500(E1.3bln), $1.0520-30(E656mln), $1.0625-35(E559mln),
- USD/JPY: Y134.50-60($600mln), Y136.00($592mln), Y137.50($850mln)
- GBP/USD: $1.1850(Gbp854mln)
- AUD/USD: $0.7000-05(A$1.1bln)
- USD/CAD: C$1.3250($830mln), C$1.3415-25($650mln)
CROSS ASSET: Equities are back to pre CPI levels
Feb-28 11:01
- Govies unwind some of the early sell off, with the bounce led by Equities.
- Indices are back to pre French CPI level.
- Schatz has been bought in 15k cumulative volume post the Auction.
- The move in Equities could limit some of the USD gains, while the Pound continues to extend gains, Cable is is next immediate resistance at 1.2101 50-day EMA, with next resistance seen at 1.2147 High Feb 21.
- EURGBP has broken the intraday low, and supports are seen at 0.8762 Low Jan 30 and 0.8762 Low Jan 30.
