EQUITIES: Triple Witching next week

Sep-13 11:26

EQUITY ROLL PACE: This will pick up next Week ahead of Triple Witching next Friday.

  • S&P: 13%.
  • NQA: 14%.
  • DOW: 10%.
  • VGA: 13%.
  • DAX: 7%.
  • FTSE: 13%.

Historical bullets

OUTLOOK: Price Signal Summary - Trend Structure In Bunds Remains Bullish

Aug-14 11:15
  • In the FI space, a bull cycle in Bund futures remains in play and recent gains reinforce the trend condition. 133.21, the Jun 14 high, was cleared on Jul 29, confirming a resumption of the uptrend. Sights are on 136.45, 76.4% of the Dec 27 - May 31 downleg (cont). The contract remains below the Aug 5 high, a pullback has allowed an overbought condition to unwind. A firm support to watch is 133.75, 20-day EMA.
  • The trend condition in Gilt futures remains bullish and the latest pullback appears to have been a correction. Recent gains confirmed a resumption of the uptrend that started May 29. Resistance at 99.23, the Jun 21 peak, has been cleared and scope is seen for a climb towards 101.78, the 2.236 projection of the May 29 - Jun 4 - 10 price swing. Initial key support lies at 99.26, the 20-day EMA.

SONIA: SONIA FIX - 14/08/24

Aug-14 11:06

SONIA FIX - ICE/Bloomberg

  • TISONI1M 4.9569 0.0008
  • TISONI3M 4.8971 -0.0164
  • TISONI6M 4.7388 -0.0416
  • TISONI1Y 4.4386 -0.0770

US MBA: REFIS +35% SA; PURCH INDEX +3% SA THRU AUG 9 WK

Aug-14 11:00



  • US MBA: REFIS +35% SA; PURCH INDEX +3% SA THRU AUG 9 WK
  • US MBA: UNADJ PURCHASE INDEX -8% VS YEAR-EARLIER LEVEL
  • US MBA: 30-YR CONFORMING MORTGAGE RATE 6.54% VS 6.55% PREV