GILTS: Sell Off In Tsys Weighs

Apr-11 14:15

You are missing out on very valuable content.

The beta to Tsys continues to weigh on gilts, limiting any recoveries to shallow at best. * Still, ...

Historical bullets

FOREX: FX Exchange traded roll update

Mar-12 14:11

FX Exchange traded roll pace (updated).

  • EUR: 50%.
  • GBP: 38% (below pace).
  • JPY: 50%.
  • CHF: 36%.
  • CAD: 43% (below pace).
  • AUD: 45%.
  • NZD: 46% (above pace).
  • SEK: 54% (above pace).
  • NOK: 47%.

EURIBOR OPTIONS: Large call fly

Mar-12 14:01

ERM5 97.6878/97.75/97.875c fly, bought for -0.5 in 15k.

EQUITY TECHS: E-MINI S&P: (H5) Has Entered Oversold Territory

Mar-12 13:58
  • RES 4: 6178.75 High Dec 6 ‘24 and key resistance   
  • RES 3: 6166.50 High Jan 19
  • RES 2: 5963.30 50-day EMA
  • RES 1: 5757.75/5880.10 High Mar 10 / 20-day EMA                 
  • PRICE: 4618.50 @ 13:47 GMT Mar 13  
  • SUP 1: 5534.00 Low Mar 11                 
  • SUP 2: 5523.00 Low Sep 11 2024
  • SUP 3: 5499.25 Low Sep 9 2024
  • SUP 4: 5444.55 76.4% retracement of the Aug 5 - Dec 6 ‘24 bull leg          

A bear threat in S&P E-Minis remains present and fresh cycle lows this week reinforce current conditions. MA studies are in a bear-mode set-up and this highlights a dominant downtrend and bearish market sentiment. Sights are set on the next important support at 5499.25, the Sep 9 2024 low. Note that the short-term trend condition is oversold, a corrective bounce would allow this set-up to unwind. Firm resistance to watch is 5963.30, the 50-day EMA.