Achat de put (24/9/2008)

Catégorie [ Contat Euribor ]

Editorial,

Précédemment,  nous indiquions que les positions de vente à découvert présentaient des risques sur les actions / indices. Dans un premier temps, ce n’est pas le cas sur les contrats de financial futures. Les cours du contrat Eurodollar à 3 mois et Euribor semblent pouvoir baisser fortement dans un proche avenir. L’achat de put est donc envisageable.

 

Contrat 3 mois Euribor.

Long term: bearish

 

 

On a monthly basis, the status for our 7 / 23 months moving averages is a bearish A type crossover. Stochastic and MACD are overbought. Like a bearish parallels pattern is in progress.

Idea: lower for some months.

 

Medium term: bearish ATDMF pattern?

On a weekly basis, the status for our 7 / 23 moving averages is a bearish non-crossover. Our MACD could be overbought next week. The spread UW / LW is very thin. With a close below LW, a strong dynamic for each Bollinger band will develop. Within two weeks, a bearish ATDMF pattern will develop.

Idea: more bearish than Eurodollar contract.

 

Short term: bearish

On a daily basis, the dynamic for our Bollinger bands is very strong. A bearish non-crossover is the status for our 7 / 23 days moving averages. Below LW (94.572), a collapse is likely.

Idea: too early to be short but…

 Conclusion: very bearish on a medium term basis if LW (94.572) fails as a support.