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Apr 22 - 08:55 AM

EUR/USD - 1.2000 Reinforced By Huge Pre Fed FX Option Hedges

By Richard Pace  —  Apr 22 - 06:48 AM
  • EUR/USD 1.2000 former option barrier level now seen as support

  • Since breaking above 1.20 Mon, setbacks met demand 1.1999

  • Huge vanilla option expiries here next week - the bulk on Wednesday

  • 2.5-billion 1.2000, another EUR 2-billion 1.1980-85 Wed's

  • Related delta hedging can reinforce level before FOMC policy announcement

  • Option implied volatility off highs - but 1-week flags Fed risk nL1N2MF0RO

For more click on FXBUZ


EUR/USD FX option expiries Click here

Source:
Refinitiv IFR Research/Market Commentary

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