SCANDIS: Weakness Through July Partly A Function Of Broader Dollar Correction

Jul-16 09:55

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Scandi currencies are once again underperforming the G10, with EURNOK and EURSEK each up 0.3% on the...

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EQUITIES: Option Expiries in Notional Term

Jun-16 09:53

Equity Option Expiry in Notional Term for Friday:

  • SPX: $3.41bn vs $3.31T last Wednesday.
  • NDX: $121.13bn vs $117.51bn.
  • Amazon: $20.72bn vs $19.66bn.
  • Apple: $24.99bn vs $24.26bn.
  • SX5E: €325.63bn vs €328.50bn.
  • SX7E: €21.19bn vs €21.16bn.
  • DAX: €85.30bn vs €83.88bn.
  • UKX: £26.71bn vs £26.25bn.

Adding:

  • CAC: €4.51bn.
  • Lloyds: £3.05bn.

AUD: FX Exchange traded Option

Jun-16 09:50

FX Exchange traded Option, covers the July and August RBA meeting, looking for AUD strength:

  • AUDUSD (5th Sep) b65.50c, bought for 1.32 in 1.2k.

SOFR: SFRM5 Sold

Jun-16 09:45

Recent trade in SFRM5 saw ~17.5K given at 95.6825/6800.