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Nov 01 - 03:55 AM

AUD/USD - Warnings Of Highest AUD/USD FX Risk Since March Over RBA And Fed

By Richard Pace  —  Nov 01 - 03:00 AM
  • Reserve Bank Australia rate decision Tuesday and options flag high FX risk

  • Overnight expiry implied volatility gauges actual volatility risk over RBA

  • Highs since March around 17.0 in Asia Monday - up from recent 10.0 average

  • Straddle break-even now $53-pips, from $31-pips in either direction

  • 1-week expiry up 2.0 to 11.0 since Fed and U.S. NFP capture - hi since March

  • Benchmark 1-month implied volatility is 1.0 above its recent 8.5 lows

  • RBA to change guidance with YCC policy under fire nL4N2RS08M

For more click on FXBUZ


AUD/USD 1-week and 1-month FX option implied volatility Click here

Overnight expiry AUD/USD option implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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