EURIBOR OPTIONS: Ratio Put Condor

Jan-14 13:40

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0RH6 98.00/97.93/97.87/97.62p condor 2x1x3x2, bought for 3.75 in 8k x 4k x 12k x 8k....

Historical bullets

US TSYS: Post-Empire Mfg React

Dec-15 13:38
  • Treasuries bounce back near late overnight highs after Empire Mfg data came out lower than expected - Mar'26 10Y contract trades 112-13 to -13.5 (+7.5-8), 10Y yield -.0234 at 4.1606%.
  • A bearish theme in Treasuries remains intact and short-term gains appear corrective. The rally last Thursday topped out at 112-23, meaning resistance at the 20-day EMA, currently at 112-21, remains intact. A continuation lower would refocus attention on key short-term support at 111-29, the Dec 10 low.
  • Clearance of this level would confirm a resumption of the bear leg and signal scope for an extension towards 111-19, a Fibonacci projection.

CANADIAN NOV CPI UNCHANGED AT 2.2% YOY VS FORECAST 2.3%

Dec-15 13:30
  • CANADIAN NOV CPI UNCHANGED AT 2.2% YOY VS FORECAST 2.3%
  • CANADA NOV TRIM AND MEDIAN CORE CPI BOTH SLOW TO 2.8% FROM 3%
  • CANADA NOV CPI EX FOOD & ENERGY -0.4% MOM; 2.4% YOY

MNI: CANADIAN OCT MANUFACTURING SALES -1.0% MOM

Dec-15 13:30
  • MNI: CANADIAN OCT MANUFACTURING SALES -1.0% MOM
  • CANADA OCT FACTORY INVENTORIES -0.7%; INVENTORY-SALES RATIO 1.7