The day began quietly with nearby positions consolidating a little higher before some mid-session selling emerged to bring us back to unchanged levels. With news continuing to be this on the ground most of the activity was being generated by smaller specs and algo involvement, and they combined to push prices up in two waves during the afternoon, eventually reaching highs of 10.47 (K20) and 10.60 (N20). This ensured that we remained within the confines of the recent range with a smattering of selling at the higher levels enough to keep the rally in check. Spreads too saw only moderate volume as we ended a slow week on a mildly positive footing, though with further range bound action seeming the likely route.
No.11 Futures