FX Options Insights 06/09/24The significance of the Non-Farm payrolls number to the Federal Reserve's rate path was underscored by the fact that the U.S. jobs FX volatility risk premium reached...
FX Options Insights 04/09/24
FX Options Insights 04/09/24 The JPY call over put skew and JPY-related implied volatility are being driven higher by risk aversion and JPY increases. This week's USD/JPY 1-month expiration...
Institutional Insights - Goldman Sachs USD
Institutional Insights - Goldman Sachs USDUSD: Markets or macro. Investors have been asking whether the wild swings relative to small data surprises over the past few weeks was the market catching up...
FX Options Insights 19/08/24
FX Options Insights 19/08/24Most of the significant increase in implied volatility that followed the July NFP data has been reversed due to risk aversion. But as most of them get closer to their...
FX Options Insights 06/08/24
FX Options Insights 06/08/24Significant EUR/USD options may hold the market. Monday saw a peak of 1.1009 EUR/USD, which finished at 1.0952. Tuesday's market was offered as volatility somewhat...
Institutional Insights: UBS Equity Positioning
Institutional Insights: UBS Equity PositioningUS Equity Positioning – Three ObservationsAnalysts at UBS note that 'US equity market price action underneath the surface has been violent since the...
FX Options Insights 01/08/24
FX Options Insights 01/08/24 FX and volatility are mostly driven by changing interest rates and expectations, and this week has seen some notable changes in both areas.A lower-than-expected Australian...
FX Options Insights 31/07/24
FX Options Insights 31/07/24JPY-related options surged following Wednesday's BoJ tightening, with gamma demand driving 1-week USD/JPY implied volatility to 16.25 and 1-month to 11.5, the highest...
FX Options Insights 30/07/24
FX Options Insights 30/07/24BoJ Fear Gauge and FX VolatilityThe anticipation surrounding Wednesday's Bank of Japan (BoJ) policy announcement has heightened FX volatility risk premiums, with...
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