Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Refinitiv
Sep 24 - 11:55 AM

USD/JPY - 1-Week Vol Looks Cheap Into Tuesday's Presidential Debate

By Randolph Donney  —  Sep 24 - 09:45 AM
  • One-week USD/JPY vols at 5.9 seem cheap given Tuesday's Presidential debate

  • One-week vols are well below June, July and August highs near 8

  • Lots of risk-off flows tied to the U.S. election, fiscal relief delay

  • USD/JPY's back up to middle of August-September range at 105.53 nL2N2GL0HO

  • Market expecting that range to hold, with upside limited near 106

  • But a one-sided debate outcome to Tuesday's could test that view

    For more click on FXBUZ

Chart Click here

Source:
Refinitiv IFR Research/Market Commentary

Subscription

  • eFXplus
  • End-user license agreement (EULA)

About

  • About
  • Contact Us

Legal

  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2020 eFXdata · All Rights Reserved
!