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Expect extra volatility at the US open today due to the Quad Witching expiries.

The world of derivatives and spot prices meet today as traders and institutions jostle for price. The London open is starting off with the higher-yielding currencies strong, so it will be interesting to see how that develops as the expiries occur. Retail sales in the UK were down in August, while the EU's August consumer price index and construction output are set to be unveiled later in the day.


Market Brief

There are going to be a lot of talks today about the Quad Witching. Quadruple witching refers to a date on which derivatives of stock index futures, stock index options, stock options, and single stock futures expire, so there will be a lot of traders moving in and out of certain products into the next calendar date. Personally, I moved from the September contracts to the December in the US equity futures at the beginning of the week as the volume had already picked up and today, I will be aware that there could be some added volatility as options, etc. expire.


The London open has started with the risk-on assets in the green, so I am also looking for a move higher in assets like the DAX, FTSE100, and S&P500 but for the European equities their major expiries occur between 10:15 am and midday today, so I wouldn’t recommend getting involved with those just yet. For the US session, the US opening at 14:30 will be the busiest time for the likes of the US futures equity indices.

This morning I have made a video detailing how I see the NZDUSD and US dollar playing out with certain levels of interest to keep an eye on. If the US dollar does fall from an area of resistance today, the relative weakness should persist into the US session, and I would expect the Kiwi to get back into the recent range having swept the recent intraday lows. Asian markets traded mixed with positions being squared ahead of some closures next week and worries around the debt crisis looming from China because of Evergrande.


UK Retail sales this morning were weaker than expected coming in at -0.9% versus the expected 0.5%. The only silver lining is that this reading was much better than the previous months -2.8%.

The British pound had slipped below the weekly pivot that had been so strong before, but the selloff stalled at a previous market structure, so there is some hope for the pound bulls. A close above the weekly pivot today would be a bullish signal for the start of next week, with the opposite being true if that support has now turned to resistance. A lot will depend on the US dollar index and whether it falls back towards the $92.50 level today.


I shall also be keeping an eye on the Oil charts as we have not sold off aggressively from the recent resistance levels, so there is a real chance that we break through them, especially if the greenback weakens. WTI is currently up 3.83% for the week and Brent crude is just shy of that coming in at 3.36% for the week.

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