US TSY OPTIONS: 10Y Vol Buyers

Mar-13 13:33
  • +3,000 TYJ5 110.5 straddles, 54 ref 110-15 (appr vol 6.34%) exp 3/21
  • +2,000 TYK5 108/112.5 strangles, 32 ref 110-15.5 (appr vol 6.49%), still bid
  • 2,000 TUM5 103/103.5 put spds ref 103-14.12

Historical bullets

GILTS: Longs Reset In Futures On Monday

Feb-11 13:32

OI data points to ~4K fresh net longs being added in gilt futures on Monday.

  • The previous two sessions had seen a cumulative ~18K of net long cover, which followed a period of net long setting seen across late January and early February.

MNI: CANADIAN DEC BUILDING PERMITS +11.0% MOM

Feb-11 13:30
  • MNI: CANADIAN DEC BUILDING PERMITS +11.0% MOM
  • CANADA RESIDENTIAL BUILDING PERMITS +21.2%; NON-RESIDENTIAL -5.9%

EQUITIES: Fresh record highs for European Indices

Feb-11 13:28
  • A fresh record high in Cash SX5E, seems to be helping the futures (VGH5) through the overnight high, and a new record high here too.
  • VGH5 is breaking the MNI Tech projection that was at 5381.13, and most Investors will now be watching for any potential test towards the Psychological 5400.00.
  • Stoxx600 is now also edging to a new record, with a 546.68 high.