OPTIONS: Multiple Call Structures And Outrights Bought Thursday
Apr-24 16:52
Thursday's Europe rates/bond options flow included:
- DUM5 107.80/108.10cs vs 107.00p, bought the cs for 4.25 in 4.6k
- OEM5 118.50/117.50ps sold at 11.5 and 10.5 in 15k
- RXM5 130.50/129ps 1x2, bought for 12 in 2k
- ERM5 98.12/98.25cs, bought for 1 in 8k
- ERM5 98.125 calls paper paid 1.75 & 2 on 35K
- SFIK5 96.20/96.30cs, bought for 1 in 10k
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US 10YR FUTURE TECHS: (M5) Strong Bounce Off Lows
Mar-25 16:50
- RES 4: 113-01+ 2.0% 10-dma envelope
- RES 3: 112-13 1.500 proj of the Jan 13 - Feb 7 - Feb 12 price swing
- RES 2: 112-01/02 High Mar 4 / 1.382 proj of Jan 13-Feb 7-12 swing
- RES 1: 111-17+/25 High Mar 20 / 11
- PRICE: 110-26 @ 16:35 GMT Mar 25
- SUP 1: 110-05+ 50-day EMA
- SUP 2: 110-00 High Feb 7 and a key support
- SUP 3: 109-13+ Low Feb 24
- SUP 4: 109-03 Low Feb 21
Treasury futures bounced well off pullback lows Tuesday, rallying to narrow the gap with first resistance at 112-01. Moving average studies continue to highlight a dominant uptrend - they remain in a bull-mode position. Recent gains have resulted in a print above 111-22+, the Dec 3 ‘24 high. A clear breach of this level would open 112-02 and 112-13, Fibonacci projections. Firm support is unchanged at 110-00, the Feb 7 high.
US TSYS/SUPPLY: WI 2Y
Mar-25 16:47
- WI recedes to 3.985% from 3.990%, 18.4bp rich to last month's stop: 4.169% high yield vs. 4.179% WI.
FED: US TSY 2Y AUCTION: NON-COMP BIDS $415 MLN FROM $69.000 BLN TOTAL
Mar-25 16:45
- US TSY 2Y AUCTION: NON-COMP BIDS $415 MLN FROM $69.000 BLN TOTAL
