Trial now
US TSY FUTURES

BLOCK, 5Y

US 10YR FUTURE TECHS

(H2)‌‌ Shows Below 20-Day EMA

OPTIONS

Expiries for Dec09 NY cut 1000ET (Source DTCC)

US TSY OPTIONS

More 10Y Vol Sales

Global Data Calendar

--Rating: *** most market sensitive, * least market sensitive
     
Date   GMT /Local                                             Prior  Est.
-------------------------------------------------------------------------------
22-Sep 0645/0845 *** Q2     FR GDP (f) q/q                      0.5    --   %
22-Sep 0645/0845 *** Q2     FR GDP (f) y/y                      1.7    --   %
22-Sep 0700/0900 **  Sep    FR Markit Manufacturing PMI (p)    55.8    --
22-Sep 0700/0900 **  Sep    FR Markit Services PMI (p)         54.9    --
22-Sep 0730/0930 **  Sep    DE Markit Manufacturing PMI (p)    59.3  59.0
22-Sep 0730/0930 **  Sep    DE Markit Services PMI (p)         53.5  53.6
22-Sep 0800/1000 **  Sep    EU Markit Manufacturing PMI (p)    57.4  57.2
22-Sep 0800/1000 **  Sep    EU Markit Services PMI (p)         54.7  54.7
22-Sep 0800/1000 **  Sep    EU Markit Composite PMI (p)        55.7  55.6
22-Sep 1000/1100 **         UK CBI order books balance           13    --
22-Sep 1000/1100 **         UK CBI price intentions balance      --    --
22-Sep 1230/0830 *** Aug    CA Headline CPI m/m                 0.0  +0.2   %
22-Sep 1230/0830 *** Aug    CA Headline CPI y/y                +1.2  +1.5   %
22-Sep 1230/0830 *** Jul    CA Retail sales                    +0.1  +0.1   %
22-Sep 1230/0830 *** Jul    CA Retail sales ex autos           +0.7  +0.4   %
22-Sep 1300/1500 **  Sep    BE BNB Business Sentiment          -2.1    --
22-Sep 1345/0945 *** Sep    US Markit Mfg Index (flash)        52.8    --
22-Sep 1345/0945 *** Sep    US Markit Services Index (flash)   56.0    --
22-Sep 1400/1000 **  Sep    US Atlanta Fed inflation            1.9    --   %
22-Sep 1500/1100 **  Q3     US St. Louis Fed Real GDP Nowcast  2.60    --   %
22-Sep 1515/1115 **  Q3     US NY Fed GDP Nowcast              +1.3    --   %
22-Sep 1900/1500 *   Sep    US Treasury Allotments (p)           --    -- b USD
 
25-Sep 0600/0800 *   Jul    DE construction orders m/m          3.9    --   %
25-Sep 0700/0300 **  Aug    ES PPI m/m                          0.0    --   %
25-Sep 0700/0300 **  Aug    ES PPI y/y                          3.2    --   %
25-Sep 0800/1000 *** Sep    DE IFO Business Climate Index     115.9    --
25-Sep 1430/1030 **  Sep    US Dallas Fed manufacturing index  17.0    --
 
26-Sep 2245/1145 **  Aug    NZ Trade balance                    +85    -- m NZD
26-Sep 2330/0930 **  24-Sep AU ANZ-RM Consumer Confidence        --    --   %
26-Sep 0100/1400 *** Sep    NZ ANZ business confidence         18.3    --
26-Sep 0100/1400 *** Sep    NZ ANZ activity outlook            38.2    --
26-Sep 0645/0845 **  Sep    FR Manufacturing Sentiment        111.0    --
26-Sep 0645/0845 *   Sep    FR Business Climate Indicator     109.0    --
26-Sep 0645/0845 *   Sep    FR Services Sentiment             106.0    --
26-Sep 0830/0930 **         UK BBA new home loan approvals    41600    --
26-Sep 1230/0830 **  Sep    US Philadelphia Fed Nonmfg Index   31.8    --
26-Sep 1255/0855 **  23-Sep US Redbook retail sales m/m        +0.1    --   %
26-Sep 1300/0900 **  Jul    US Case-Shiller Home Price Index   +0.7    --
26-Sep 1400/1000 *** Aug    US new home sales                 0.571    -- m 
26-Sep 1400/1000 **  Sep    US Richmond Fed Mfg Index            14    --
26-Sep 1400/1000 *** Sep    US Conference Board confidence    122.9    --
26-Sep 1430/1030 **  Sep    US Dallas Fed services index       15.1    --
 
27-Sep 0645/0845 **  Sep    FR Consumer Sentiment             103.0    --
27-Sep 0800/1000 **  Aug    EU M3 y/y                           4.5    --   %
27-Sep 0800/1000 **  Aug    EU M3 3m. average                   4.8    --   %
27-Sep 0800/1000 **  Sep    IT ISTAT Business Confidence      107.0    --
27-Sep 0800/1000 **  Sep    IT ISTAT Consumer Confidence      110.8    --
27-Sep 1100/0700 **  22-Sep US MBA Mortgage Applications       -9.7    --   %
27-Sep 1230/0830 **  Aug    US durable goods new orders        -6.8    --   %
27-Sep 1230/0830 **  Aug    US durable new orders ex            0.6    --   %
                                 transport
27-Sep 1400/1000 *   Aug    US bldg permits revision             --    -- m 
27-Sep 1400/1000 **  Aug    US NAR pending home sales index   109.1    --
27-Sep 1430/1030 **  22-Sep US crude oil stocks ex. SPR w/w   +4.59    -- m bbl
 
28-Sep 2100/1000 ***        NZ RBNZ OCR decision               1.75  1.75   %
28-Sep 2301/0001 *   Sep    UK XpertHR median pay award 3m      2.0    --   %
28-Sep 0130/1130 *   Qtrly  AU Job vacancies q/q                 --    --   %
28-Sep 0600/0800 *   Sep    DE GFK Consumer Climate            10.9    --
28-Sep 0645/0845 *   Aug    FR housing starts 3M y/y           -4.8    --   %
28-Sep 0645/0845 *   Aug    FR housing permits 3M y/y           2.7    --   %
28-Sep 0700/0300 *   Aug    ES retail sales y/y wda             1.1    --   %
28-Sep 0700/0300 *** Sep    ES HICP (p) m/m                     0.2    --   %
28-Sep 0700/0300 *** Sep    ES HICP (p) y/y                     2.0    --   %
28-Sep 0800/1000 *   Aug    DE VDMA machine orders y/y         10.0    --   %
28-Sep 0900/1100 **  Sep    EU Economic Sentiment Indicator   111.9    --
28-Sep 0900/1100 *   Sep    EU Consumer Confidence             -1.5    --
28-Sep 0900/1100 *   Sep    EU Industrial Sentiment             5.1    --
28-Sep 0900/1100 *   Sep    EU Business Climate Indicator      1.09    --
28-Sep 1000/1100 **         UK CBI sales reported balance        --    --
28-Sep 1000/1100 **         UK CBI sales expected balance        --    --
28-Sep 1200/1400 *** Sep    DE HICP (p) m/m                     0.2    --   %
28-Sep 1200/1400 *** Sep    DE HICP (p) y/y                     1.8    --   %
28-Sep 1230/0830 **  23-Sep US jobless claims                   259    -- k 
28-Sep 1230/0830 *** Q2     US GDP (3rd)                        3.0    --   %
28-Sep 1230/0830 *** Q2     US GDP Price Index                  1.0    --   %
28-Sep 1230/0830 **  Aug    US advance goods trade gap        -65.1    -- b USD
28-Sep 1230/0830 **  Aug    US advance wholesale inventories   +0.6    --   %
28-Sep 1230/0830 **  Aug    US advance retail inventories      -0.2    --   %
28-Sep 1230/0830 *   Jul    CA Payroll employment             +79.7    -- k 
28-Sep 1230/0830 *   Jul    CA Average weekly earnings y/y     +1.8    --   %
28-Sep 1345/0945 *   24-Sep US Bloomberg comfort index           --    --
28-Sep 1430/1030 **  22-Sep US natural gas stocks w/w           +97    --   Bcf
28-Sep 1500/1100 **  Sep    US Kansas City Fed Mfg Index         16    --
28-Sep 1900/1500 *   Aug    US farm prices                     -2.9    --   %
28-Sep 2030/1630 **  27-Sep US Fed weekly securities holdings    --    -- t USD
 
29-Sep 2245/1145 *   Jul    NZ Building consents m/m           -0.7    --   %
29-Sep 2301/0001 **  Sep    UK Gfk Consumer Conf                -10    --
29-Sep 2330/0830 **  Aug    JP Household spending y/y          -0.2    --   %
29-Sep 2330/0830 *** Aug    JP Core national CPI y/y           +0.5    --   %
29-Sep 2330/0830 **  Sep    JP Core central Tokyo CPI y/y      +0.4    --   %
29-Sep 2350/0850 **  Aug    JP Industrial production m/m       -0.8    --   %
29-Sep 2350/0850 *   Aug    JP Retail sales y/y                +1.8    --   %
29-Sep 0130/1130 **  Aug    AU RBA pvt sector credit m/m       +0.5    --   %
29-Sep 0600/0800 **  Aug    DE Import Price Index m/m          -0.4    --   %
29-Sep 0600/0800 **  Aug    DE Import Price Index y/y           1.9    --   %
29-Sep 0600/0800 **  Aug    DE Export Price Index m/m          -0.1    --   %
29-Sep 0600/0800 **  Aug    DE Export Price Index y/y           1.5    --   %
29-Sep 0600/0800 **  Aug    DE ILO employment change             42    -- k 
29-Sep 0600/0800 **  Aug    DE retail sales m/m                -1.2    --   %
29-Sep 0600/0800 **  Aug    DE retail sales y/y                 2.7    --   %
29-Sep 0645/0845 **  Aug    FR Consumer spending m/m            0.7    --   %
29-Sep 0645/0845 **  Aug    FR Consumer Spending  y/y           2.1    --   %
29-Sep 0645/0845 *** Sep    FR HICP m/m (p)                     0.6    --   %
29-Sep 0645/0845 *** Sep    FR HICP y/y (p)                     1.0    --   %
29-Sep 0700/0900 *   Sep    CH KOF Economic Barometer         104.1    --
29-Sep 0755/0955 **  Sep    DE unemployment rate                5.7    --   %
29-Sep 0755/0955 **  Sep    DE unemployment change m/m           -5    -- k 
29-Sep 0800/1000 *** Sep    IT HICP (p) m/m                     0.1    --   %
29-Sep 0800/1000 *** Sep    IT HICP (p) y/y                     1.4    --   %
29-Sep 0830/0930 **  Q2     UK GDP (3rd)  q/q                    --    --   %
29-Sep 0830/0930 **  Q2     UK GDP (3rd)  y/y                    --    --   %
29-Sep 0830/0930 **  Aug    UK Index of Services m/m             --    --   %
29-Sep 0830/0930 **  Aug    UK Index of Services 3m/3m           --    --   %
29-Sep 0830/0930 *          UK current account balance           --    -- b GBP
29-Sep 0830/0930 **         UK M4 money supply m/m               --    --   %
29-Sep 0830/0930 **         UK M4 money supply y/y              0.5    --   %
29-Sep 0830/0930 **         UK M4 ex-intermediate m/m            --    --   %
29-Sep 0830/0930 **         UK M4 ex-intermediate y/y            --    --   %
29-Sep 0830/0930 **         UK mortgage approvals (BOE)          --    --
29-Sep 0830/0930 **         UK net lending on dwellings          --    -- b GBP
29-Sep 0830/0930 **         UK net consumer credit (BOE)         --    -- b GBP
29-Sep 0900/1100 *** Sep    EU HICP (p) 'core' y/y              1.2    --   %
--MNI Washington Bureau; +1 202-371-2121; email: holly.stokes@marketnews.com
[TOPICS: MTABLE]