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Apr 24 - 05:55 AM

EUR/USD - Multi Billion FX Options Continue To Dominate EUR/USD Trade

By Richard Pace  —  Apr 24 - 03:35 AM
  • A well touted 40-billion euros of option strikes reside between 1.09-1.11

  • Due to expire through end of April and are having a big effect on EUR/USD

  • Related hedging flows help contain FX and dampen volatility

  • Implied volatility gauges actual volatility - trades lowest levels in a year

  • Market already lacking inspiration and conviction before May 3-4 Fed and ECB

  • 2-week implied vol added mild risk premium when capturing those CB meetings

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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