US TSY FUTURES: Late Mar/Jun Tsy Roll Update
Feb-16 19:21
Late session quarterly futures roll from Mar'23 to Jun'23 expiry update, short end volumes leading ahead First notice date of Tue, February 28. Current markets:
- TUH/TUM 74,000 from -9.62 to -9.0, -9.25 last, appr 4% complete
- FVH/FVM 91,000 from -15.0 to -14.5, -14.5 last, appr 6% complete
- TYH/TYM 38,800 from -17.0 to -16.0, -16.5 last, appr 4% complete
- UXYH/UXYM 11,000 from 1.0 to 1.5, 1.25 last, appr 1% complete
- USH/USM 13,000 from -1-05.75 to -100.25, -1-01.5 last, 3% complete
- WNH/WNM 18,400 from -19.75 to -19.0, -19.75 last, 5% complete
- Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 22, 2s and 5s on March 31.
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STIR: BLOCK: SOFR White Pack
Jan-17 19:05
- 4,000 SOFR White packs (SFRH3-SFRZ3) +0.020 at 1400:27ET, 17k appr total on day
US TSY OPTIONS: Recent 10Y Put Spd, 5Y Puts
Jan-17 19:00
- 2,700 TYG 113/114 put spds, 15 ref 114-20.5
- 3,000 FVG 109.5 puts, 29.5 ref 109-12.5
EURGBP TECHS: Slips into Close, But Bulls Remain In Driver's Seat
Jan-17 19:00
- RES 4: 0.8992 61.8% Retracement of the Sep 26 - Dec 1 bear leg
- RES 3: 0.8980 High Sep 29
- RES 2: 0.8907 50.0% retracement of the Sep 26 - Dec 1 bear leg
- RES 1: 0.8897 High Jan 13
- PRICE: 0.8799 @ 16:12 GMT Jan 17
- SUP 1: 0.8769 Low Jan 9
- SUP 2: 0.8755 50-day EMA
- SUP 3: 0.8691 Low Dec 19
- SUP 4: 0.8646 High Dec 8
EURGBP drifted lower into the Tuesday close, but the short-term condition remains bullish for now. Last week's gains confirmed a resumption of the bull cycle and has maintained a bullish price sequence of higher highs and higher lows. The focus is on 0.8907, a Fibonacci retracement point. Moving average studies continue to highlight a bullish backdrop, reinforcing the current trend direction. Initial firm support is seen at 0.8755, the 50-day EMA. A clear break of the EMA would be bearish.
