EQUITIES: Latest Estoxx Options

Feb-15 10:41
  • SX5E (16th Feb) 4700p, bought for 3.2 in 13.75k.
  • SX5E (19th April) 4100/3700ps 1x2, bought for 0.70 in 10k.

Historical bullets

US TSY FUTURES: UXY Blocked

Jan-16 10:42

Latest block trade lodged at 10:16:45 London/05:16:45 NY. UXYH4 2,143 lots blocked at 116-17, looks like a seller. DV01 ~$223K.

OPTIONS: Expiries for Jan16 NY cut 1000ET (Source DTCC)

Jan-16 10:38
  • EUR/USD: $1.0800(E1.5bln), $1.0922-25(E1.1bln), $1.0965-75(E968mln), $1.1015-25(E863mln), $1.1075-85(E1.5bln)
  • USD/JPY: Y144.00($585mln), Y144.25-50($759mln), Y146.80-00($1.5bln), Y147.50($629mln)
  • AUD/USD: $0.6455(A$1.0bln), $0.6840-45(A$2.0bln)
  • USD/CNY: Cny7.1700($530mln)

OUTLOOK: Price Signal Summary - EUROSTOXX50 Futures Pierce Key Support

Jan-16 10:38
  • In the equity space, S&P E-Minis continue to trade above the Jan 5 low. Key resistance and the bull trigger is unchanged at 4841.50, the Dec 28 high. A break of this level would resume the uptrend and open 4854.75, the 1.00 projection of Nov 10 - Dec 1 - 7 price swing. Support at the 20-day EMA of 4770.92 has recently been pierced. A clear break of this average would strengthen a short-term bearish threat and open the 50-day EMA, at 4679.50.
  • EUROSTOXX 50 futures have today pierced the Jan 5 low of 4444.0. The primary trend direction is up and the recent move lower is considered corrective. MA studies are in a bull-mode position, signalling a rising trend cycle. However, a clear break of 4444.00 and 4450.00, the 50-day EMA, would undermine a bullish theme. This would open 4370.00, the Nov 28 low. For bulls, the trigger for a resumption of the uptrend is 4634.00, the Dec 14 high.