US TSYS: Late SOFR/Treasury Option Roundup: Implied Vol Recedes
Mar-14 19:01
Option desks reported robust two-way volumes in SOFR and Treasury option wings Friday, implied vol p...
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MNI: US JAN TREASURY BUDGET -$128.6B
Feb-12 19:00
- MNI: US JAN TREASURY BUDGET -$128.6B
EURGBP TECHS: Pivot Resistance Remains Intact
Feb-12 19:00
- RES 4: 0.8474 High Jan 20 and a key resistance
- RES 3: 0.8420 76.4% retracement of the Jan 20 - Feb 3 bear leg
- RES 2: 0.8388 61.8% retracement of the Jan 20 - Feb 3 bear leg
- RES 1: 0.8378 High Jan 6
- PRICE: 0.8342 @ 16:05 GMT Feb 12
- SUP 1: 0.8297/8248 Low Feb 4 / 3 and a bear trigger
- SUP 2: 0.8223 Low Dec 19 and a key support
- SUP 3: 0.8203 Low Mar 7 ‘22 and a lowest point of a multi-year range
- SUP 4: 0.8163 123.6% retracement of the Dec 19 - Jan 20 bull leg
EURGBP is in consolidation mode. Gains last week appear to have undermined a recent bearish threat, however, the pullback from the Feb 6 high does highlight a developing bearish threat. 0.8378, the Jan 6 high, has been defined as a ley short-term resistance. Clearance of it would strengthen a bullish condition and signal scope for a stronger recovery. For bears, a continuation lower would open 0.8248, the Feb 3 low and bear trigger.
LOOK AHEAD: Thursday Data Calendar
Feb-12 18:59
- US Data/Speaker Calendar (prior, estimate)
- 13-Feb 0830 Annual Revisions: PPI
- 13-Feb 0830 PPI Final Demand MoM (0.2%, 0.3%), YoY (3.3%, 3.3%)
- 13-Feb 0830 Initial Jobless Claims (219k, 216k)
- 13-Feb 0830 Continuing Claims (1.886M, 1.885M
- 13-Feb 1130 US Tsy $90B 4W, $85B 8W Bill auctions
- 13-Feb 1300 US Tsy $25B 30Y Bond auction (912810UH9)
