SONIA: Latest Sonia Options
Apr-25 10:27
- SFIZ4 95.25/95.50cs vs 95.00/94.75ps, bought the cs for 4.5 in 1k.
- SFIZ4 94.90/94.80/94.70/94.60p condor bought for 1.5 in 2k.
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OPTIONS: Expiries for Mar26 NY cut 1000ET (Source DTCC)
Mar-26 10:22
- EUR/USD: $1.0785-00(E2.0bln), $1.0860-70(E4.1bln), $1.0925-35(E2.9bln)
- USD/JPY: Y151.00($529mln), Y151.25($632mln)
- GBP/USD: $1.2685-00(Gbp983mln)
- AUD/USD: $0.6500(A$726mln), $0.6545-60(A$3.2bln)
- AUD/NZD: N$1.0825(A$639mln)
- NZD/USD: $0.6170(N$695mln)
US 10YR FUTURE TECHS: (M4) Resistance Remains Intact
Mar-26 10:19
- RES 4: 112-04+ High Mar 8 and bull trigger
- RES 3: 111-24 High Mar 12
- RES 2: 110-31+ 50-day EMA
- RES 1: 110-30+ High Mar 21 & 22
- PRICE: 110-19+ @ 10:07 GMT Mar 26
- SUP 1: 110-08+/109-24+ Low Mar 21 / 18 and the bear trigger
- SUP 2: 109-14+ Low Nov 28
- SUP 3: 109-12+ 1.764 proj of Dec 27 - Jan 19 - Feb 1 price swing
- SUP 4: 108-25+ 2.00 proj of Dec 27 - Jan 19 - Feb 1 price swing
Treasuries maintain a softer tone and the latest move higher appears to be a correction. Key short-term resistance to watch is 110-31+, the 50-day EMA. A clear break of this average is required to suggest scope for a stronger recovery. Moving average studies remain in a bear-mode position and this continues to highlight a downtrend. On the downside, the bear trigger is unchanged at 109-24+.
USD: Some selling emerging
Mar-26 10:18
- The Aussie takes its cue from the Risk On tone and test session high against the USD, EUR, JPY.
- Immediate resistance in AUDUSD is at 0.6567 (50 day EMA).
- Also worth noting that there is 3.17bn worth of option expiry at 0.6545/0.6560 for today.
- The Dollar is now testing wider lows, all Equity led.
