Analysis of the financial reports has become quite popular among intraday traders. The fact that in many cases we may see increased volatility on the indexes (S&P 500, Russell 2000, Nasdaq 100, DJI, and etc) has attracted futures and options traders. Simple trading strategy of placing options spreads bet before an economic report release helps to achieve desired result.
In order to properly make a call (place a trade) a trader needs several things: a) history of the index behavior during previous similar economic reports; b) expected economic data for coming reports; c: real time index charts with volume. You need to watch volume on the indexes as increase in volume would confirm volatile trading in response on report's release.
Sunday, April 10, 2011
Saturday, May 22, 2010
GDP Reports
Key economic data for the last week of May 2010 starting May 24th, 2010.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior | |
| 05/24/10 10:00 AM | Existing Home Sales | Apr | 5.65M | 5.4M | |
| 05/25/10 9:00 AM | Case-Shiller 20-city Index | Mar | 2.8% | 0.6% | |
| 05/25/10 10:00 AM | Consumer Confidence | May | 58.3 | 57.9 | |
| 05/25/10 10:00 AM | FHFA Housing Price Index | Mar | NA | -0.2% | |
| 05/26/10 8:30 AM | Durable Orders | Apr | 1.4% | -0.3% | |
| 05/26/10 8:30 AM | Durable Orders ex Transportation | Apr | 0.5% | 3.5% | |
| 05/26/10 10:00 AM | New Home Sales | Apr | 425 | 411 | |
| 05/26/10 10:30 AM | Crude Inventories | 05/22 | NA | 0.162M | |
| 05/27/10 8:30 AM | GDP - Second Estimate | Q1 | 3.3% | 3.2% | |
| 05/27/10 8:30 AM | GDP Deflator - Second Estimate | Q1 | 0.9% | 0.9% | |
| 05/27/10 8:30 AM | Initial Claims | 05/22 | 455K | NA | |
| 05/27/10 8:30 AM | Continuing Claims | 05/22 | 4600K | NA | |
| 05/28/10 8:30 AM | Personal Income | Apr | 0.4% | 0.3% | |
| 05/28/10 8:30 AM | Personal Spending | Apr | 0.3% | 0.6% | |
| 05/28/10 8:30 AM | PCE Prices - Core | Apr | 0.1% | 0.1% | |
| 05/28/10 9:45 AM | Chicago PMI | May | 60.0 | 63.8 | |
| 05/28/10 9:55 AM | U. Michigan Consumer Sentiment | May | 73.7 | 73.3 |
Calendar key:
Actual refers to the actual figures after t
Saturday, May 15, 2010
Options Expiration
Key economic data for the third week of May 2010 starting April 17th, 2010. The coming week is an options expiration week. As a rule, during options expiration higher volatility could be expected.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 05/17/10 9:00 AM | Net Long-Term TIC Flows | Feb | 40.0 | 47.1 |
| 05/18/10 8:30 AM | Building Permits | Apr | 680K | 680K |
| 05/18/10 8:30 AM | Core PPI | Apr | 0.1% | 0.1% |
| 05/18/10 8:30 AM | Housing Starts | Apr | 656K | 626K |
| 05/18/10 8:30 AM | PPI | Apr | 0.1% | 0.7% |
| 05/19/10 8:30 AM | Core CPI | Apr | 0.0% | 0.0% |
| 05/19/10 8:30 AM | CPI | Apr | 0.1% | 0.1% |
| 05/19/10 10:30 AM | Crude Inventories | 05/15 | NA | 1.95M |
| 05/20/10 8:30 AM | Continuing Claims | 05/15 | 4600K | 4627K |
| 05/20/10 8:30 AM | Initial Claims | 05/15 | 440K | 444K |
| 05/20/10 10:00 AM | Leading Indicators | Apr | 0.2% | 1.4% |
| 05/20/10 10:00 AM | Philadelphia Fed | May | 21.3 | 20.2 |
Calendar key:
Actual refers to the actual figures after their release.
Saturday, May 8, 2010
Export/Import
Key economic data for the second week of May 2010 starting May 11th, 2010. There are no economic reports on Monday May 10, 2010
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 05/11/10 10:00 AM | Wholesale Inventories | Mar | 0.5% | 0.6% |
| 05/12/10 2:00 PM | Treasury Budget | Apr | -$20.0B | -$20.9B |
| 05/12/10 8:30 AM | Trade Balance | Mar | -$40.0B | -$39.7B |
| 05/12/10 10:30 AM | Crude Inventories | 05/08 | NA | 2.75M |
| 05/13/10 8:30 AM | Continuing Claims | 05/08 | 4590K | 4594K |
| 05/13/10 8:30 AM | Initial Claims | 05/08 | 440K | 444K |
| 05/13/10 8:30 AM | Export Prices ex-ag. | Apr | NA | 0.6% |
| 05/13/10 8:30 AM | Import Prices ex-oil | Apr | NA | 0.2% |
| 05/14/10 8:30 AM | Retail Sales | Apr | 0.2% | 1.9% |
| 05/14/10 8:30 AM | Retail Sales ex-auto | Apr | 0.5% | 0.9% |
| 05/14/10 9:15 AM | Capacity Utilization | Apr | 73.8% | 73.2% |
| 05/14/10 9:15 AM | Industrial Production | Apr | 0.6% | 0.1% |
| 05/14/10 9:55 AM | Mich Sentiment | May | 73.5 | 72.2 |
| 05/14/10 10:00 AM | Business Inventories | Mar | 0.4% | 0.5% |
Saturday, May 1, 2010
Auto and Truck Sales Report on Monday
Key economic data for the First week of May 2010 starting may 3rd, 2010.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 05/03/10 2:00 PM | Auto Sales | Apr | 4.2M | 4.3M |
| 05/03/10 2:00 PM | Truck Sales | Apr | 4.6M | 4.8M |
| 05/03/10 8:30 AM | Personal Income | Mar | 0.3% | 0.0% |
| 05/03/10 8:30 AM | Personal Spending | Mar | 0.6% | 0.3% |
| 05/03/10 10:00 AM | Construction Spending | Mar | -0.3% | -1.3% |
| 05/03/10 10:00 AM | ISM Index | Apr | 60.0 | 59.6 |
| 05/04/10 10:00 AM | Factory Orders | Mar | -0.2% | 0.6% |
| 05/04/10 10:00 AM | Pending Home Sales | Mar | 5.0% | 8.2% |
| 05/05/10 8:15 AM | ADP Employment Change | Apr | 30K | -23K |
| 05/05/10 10:00 AM | ISM Services | Apr | 56.1 | 55.4 |
| 05/05/10 10:30 AM | Crude Inventories | 05/01 | NA | 1.96M |
| 05/06/10 8:30 AM | Continuing Claims | 05/01 | 4600K | 4645K |
| 05/06/10 8:30 AM | Initial Claims | 05/01 | 440K | 448K |
| 05/06/10 8:30 AM | Productivity-Prel | Q1 | 2.4% | 6.9% |
| 05/07/10 3:00 PM | Consumer Credit | Mar | -$3.9B | -$11.5B |
| 05/07/10 8:30 AM | Unemployment Rate | Apr | 9.7% | 9.7% |
| 05/07/10 8:30 AM | Nonfarm Payrolls | Apr | 187K | 162K |
| 05/07/10 8:30 AM | Average Workweek | Apr | 34.0 | 34.0 |
| 05/07/10 8:30 AM | Hourly Earnings | Apr | 0.1% | -0.1% |
Saturday, April 24, 2010
Consumer Confidence
Key economic data for the last week of April 2010 starting April 27th, 2010. There are no economic reports on April 26th, 2010.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 04/27/10 9:00 AM | Case-Shiller 20-city Index (y/y) | Feb | 1.1% | -0.7% |
| 04/27/10 10:00 AM | Consumer Confidence | Apr | 53.7 | 52.5 |
| 04/28/10 2:15 PM | FOMC Rate Decision | 4/28 | 0.25% | 0.25% |
| 04/28/10 10:30 AM | Crude Inventories | 04/24 | NA | 1.89M |
| 04/29/10 8:30 AM | Continuing Claims | 04/17 | 4625K | 4646K |
| 04/29/10 8:30 AM | Initial Claims | 04/24 | 440K | 456K |
| 04/30/10 8:30 AM | GDP-Adv. | Q1 | 3.2% | 5.6% |
| 04/30/10 8:30 AM | Chain Deflator-Adv. | Q1 | 0.9% | 0.5% |
| 04/30/10 8:30 AM | Employment Cost Index | Q1 | 0.5% | 0.5% |
| 04/30/10 9:45 AM | Chicago PMI | Apr | 59.8 | 58.8 |
| 04/30/10 9:55 AM | Mich Sentiment | Apr | 71.5 | 69.5 |
Saturday, April 17, 2010
New Home Sales
Key economic data for the third week of April 2010 starting April 19th, 2010. The coming week is not rich on economic reports.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 04/19/10 10:00 AM | Leading Indicators | Mar | 1.0% | 0.1% |
| 04/21/10 10:30 AM | Crude Inventories | 04/17 | NA | -2.20M |
| 04/22/10 8:30 AM | Initial Claims | 04/17 | 455K | 484K |
| 04/22/10 8:30 AM | Continuing Claims | 04/10 | 4600K | 4639K |
| 04/22/10 8:30 AM | PPI | Mar | 0.5% | -0.6% |
| 04/22/10 8:30 AM | Core PPI | Mar | 0.1% | 0.1% |
| 04/22/10 10:00 AM | Existing Home Sales | Mar | 5.30M | 5.02M |
| 04/22/10 10:00 AM | FHFA Home Price Index | Feb | -0.2% | -0.6% |
| 04/23/10 8:30 AM | Durable Orders | Mar | 0.2% | 0.9% |
| 04/23/10 8:30 AM | Durable Orders ex auto | Mar | 0.6% | 1.4% |
| 04/23/10 10:00 AM | New Home Sales | Mar | 325K | 308K |
Saturday, April 10, 2010
Beige Book
Key economic data for the second week of April 2010 starting April 12th, 2010. The coming week is not rich on economic reports. Next week is an options expiration week.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 04/12/10 2:00 PM | Treasury Budget | Mar | $67.5B | -$191.6B |
| 04/13/10 8:30 AM | Export Prices ex-ag. | Mar | NA | -0.2% |
| 04/13/10 8:30 AM | Import Prices ex-oil | Mar | NA | 0.2% |
| 04/13/10 8:30 AM | Trade Balance | Feb | -$39.0B | -$37.3B |
| 04/14/10 2:00 PM | Fed's Beige Book | Apr | NA | NA |
| 04/14/10 8:30 AM | CPI | Mar | 0.1% | 0.0% |
| 04/14/10 8:30 AM | Core CPI | Mar | 0.1% | 0.1% |
| 04/14/10 8:30 AM | Retail Sales | Mar | 1.1% | 0.3% |
| 04/14/10 8:30 AM | Retail Sales ex-auto | Mar | 0.5% | 0.8% |
| 04/14/10 10:00 AM | Business Inventories | Feb | 0.3% | 0.0% |
| 04/14/10 10:30 AM | Crude Inventories | 04/10 | NA | 1.98M |
| 04/15/10 8:30 AM | Continuing Claims | 04/03 | 4600K | 4550K |
| 04/15/10 8:30 AM | Initial Claims | 04/10 | 440K | 460K |
| 04/15/10 9:00 AM | Net Long-Term TIC Flows | Jan | NA | $19.1B |
| 04/15/10 9:15 AM | Capacity Utilization | Mar | 73.3% | 72.7% |
| 04/15/10 9:15 AM | Industrial Production | Mar | 0.7% | 0.1% |
| 04/15/10 10:00 AM | Philadelphia Fed | Apr | 20.0 | 18.9 |
| 04/16/10 8:30 AM | Building Permits | Mar | 626K | 637K |
| 04/16/10 8:30 AM | Housing Starts | Mar | 610K | 575K |
| 04/16/10 9:55 AM | Mich Sentiment | Apr | 75.0 | 73.6 |
Friday, April 2, 2010
FOMC Meeting
Key economic data for the first week week of April 2010 starting April 5th, 2010. The coming week is not rich on economic reports.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 04/05/10 10:00 AM | ISM Services | Mar | 53.6 | 50.0 |
| 04/05/10 10:00 AM | Pending Home Sales | Feb | -1.0% | -7.6% |
| 04/06/10 2:00 PM | Minutes of FOMC Meeting | |||
| 04/07/10 3:00 PM | Consumer Credit | Feb | $1.6B | $5.0B |
| 04/07/10 10:30 AM | Crude Inventories | 04/03 | NA | 2.93M |
| 04/08/10 8:30 AM | Continuing Claims | 03/27 | NA | 4662K |
| 04/08/10 8:30 AM | Initial Claims | 04/03 | 433K | 439K |
| 04/09/10 10:00 AM | Wholesale Inventories | Feb | 0.3% | -0.1% |
Sunday, March 28, 2010
Income, Emplyment and consumer Confidence
Key economic data for the last week of March and first week of April 2010 starting March 29th, 2010.
Economic Calendar key:
Consensus represents the market consensus estimate for each indicator.
Prior represents the last actual for each indicator.
| Date | Release | For | Consensus | Prior |
| 03/29/10 8:30 AM | Personal Income | Feb | 0.1% | 0.1% |
| 03/29/10 8:30 AM | Personal Spending | Feb | 0.3% | 0.5% |
| 03/29/10 8:30 AM | PCE Prices - Core | Feb | 0.1% | 0.0% |
| 03/30/10 9:00 AM | Case-Shiller 20-city Index | Jan | -0.6% | -3.1% |
| 03/30/10 10:00 AM | Consumer Confidence | Mar | 50.0 | 46.0 |
| 03/31/10 8:15 AM | ADP Employment Change | Mar | 40K | -20K |
| 03/31/10 9:45 AM | Chicago PMI | Mar | 61.0 | 62.6 |
| 03/31/10 10:00 AM | Factory Orders | Feb | 0.5% | 1.7% |
| 03/31/10 10:30 AM | Crude Inventories | 03/27 | NA | 7.25M |
| 04/01/10 2:00 PM | Auto Sales | Mar | NA | 3.7M |
| 04/01/10 2:00 PM | Truck Sales | Mar | NA | 4.2M |
| 04/01/10 8:30 AM | Continuing Claims | 03/20 | 4600K | 4648K |
| 04/01/10 8:30 AM | Initial Claims | 03/27 | 440K | 442K |
| 04/01/10 10:00 AM | Construction Spending | Feb | -1.0% | -0.6% |
| 04/01/10 10:00 AM | ISM Index | Mar | 57.0 | 56.5 |
| 04/02/10 8:30 AM | Nonfarm Payrolls | Mar | 190K | -36K |
| 04/02/10 8:30 AM | Unemployment Rate | Mar | 9.7% | 9.7% |
| 04/02/10 8:30 AM | Average Workweek | Mar | 33.9 | 33.8 |
| 04/02/10 8:30 AM | Hourly Earnings | Mar | 0.2% | 0.1% |
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