US TSY FUTURES: Late Mar/Jun Tsy Roll Update
Feb-17 19:14
Decent second half volumes as Tsy quarterly futures roll from Mar'23 to Jun'23 continues. First notice date of Tuesday, February 28. Current markets:
- TUH/TUM 89,000 from -10.00 to -8.25, -10.0 last, appr 7% complete
- FVH/FVM 115,300 from -14.75 to -14.0, -14.5 last, appr 8% complete
- TYH/TYM 78,500 from -16.00 to -15.25, -16.00 last, appr 6% complete
- UXYH/UXYM 19,600 from 1.25 to 1.75, 1.75 last, appr 2% complete
- USH/USM 16,600 from -1-02.75 to -30, -1-02.25 last, 4% complete
- WNH/WNM under 18,800 from -20.0 to -19.25, -19.5 last, 8% complete
- Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 22, 2s and 5s on March 31.
Want to read more?
Find more articles and bullets on these widgets:
Historical bullets
US: State Department Press Conference Underway Shortly
Jan-18 19:04
State Department Spokesperson Ned Price is shortly due to brief the press from the Department of State.
- Livestream: https://www.state.gov/todays-briefing-schedule/
- Price will update on a hectic week of diplomacy surrounding the war in Ukraine and an ongoing meeting between Secretary of State Antony Blinken and Turkish Foreign Minister Mevlut Cavusoglu.
US TSY OPTIONS: 30Y Put Spd
Jan-18 19:00
- 5,000 USM3 129/130 put spds, 21 ref 113-11
EURGBP TECHS: Pierces The 50-Day EMA
Jan-18 19:00
- RES 4: 0.8992 61.8% Retracement of the Sep 26 - Dec 1 bear leg
- RES 3: 0.8980 High Sep 29
- RES 2: 0.8907 50.0% retracement of the Sep 26 - Dec 1 bear leg
- RES 1: 0.8897 High Jan 13 and the bull trigger
- PRICE: 0.8754 @ 16:46 GMT Jan 18
- SUP 1: 0.8735 Low Jan 18
- SUP 2: 0.8691 Low Dec 19
- SUP 3: 0.8646 High Dec 8
- SUP 4: 0.8593 Low Dec 15
EURGBP traded lower Wednesday, extending Tuesday’s bearish session. The cross has traded below the 50-day EMA, at 0.8756. This represents a key short-term support and a clear break of it would undermine the recent bull phase and signal scope for a deeper retracement. This would open 0.8691 initially, the Dec 19 low. On the upside, key short-term resistance has been defined at 0.8897, the Jan 13 high.
