OPTIONS: Sizeable Call Structures Cross Again, Including Euribor CFly
Feb-10 17:52
Tuesday's Europe rates/bond options flow included:
- DUH6 106.90/107.00cs 1x2, bought for 1 in 2.4k
- OEH6 116.75/117.5/117.75/119.25 call condor v 116/115.25 put spread, sells the condor at 15-13.5 in 14.9k
- ERH6 98.00/98.0625/98.12c fly, bought for 0.25 in 20k
- SFIM6 96.65/96.75/96.85/96.95c condor, bought for 2.75 in 5k
- SFIU6 96.75/0/96.50ps 1x2, sold at 6.5 in 19.5k (19.5kx39k)
- SFIZ6 96.60 puts 12K sold at 10.0
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AUSSIE 3-YEAR TECHS: (H6) Recovery Mode
Jan-10 22:45
- RES 3: 97.796 - 1.618 proj of the Sep 3 - 12 - 15 price swing
- RES 2: 96.780 - High Jun 26 (cont)
- RES 1: 96.700 - High Sep 12
- PRICE: 95.890 @ 16:40 GMT Jan 9
- SUP 1: 95.740 - Low Dec 22
- SUP 2: 95.480 - Low 1st Nov ‘23
- SUP 3: 94.932 - 1.0% 10-dma envelope
Prices bounced again Thursday, supported by strength in global bond markets and a smoother inflation picture at the December CPI print. As such, prices edged further away from recent lows. Nonetheless, slower pricing for additional RBA easing - and partial pricing for a return to rate hikes in 2026 - should keep the front-end of the curve under pressure. This keeps prices well below prior resistance at 96.615, the Sep 12 high, and refocuses attention on 95.480 as the next major support.
MNI: MNI TEST 02, Please Ignore
Jan-09 23:36
Test Test TEST
MNI: MNI Test, Please Ignore
Jan-09 23:30
Test, ignore
