Derived Data That Drive Results
By Richard Pace — Apr 21 - 06:45 AM
1-week USD/JPY expiry now includes next Friday's BoJ policy anouncement
A big jump in 1-week USD/JPY volatility and downside strike option premium
Market still clearly wary of any tweak to, or mention of policy tightening
Dealers report interest to buy 2-month expiry strikes this week
2-month expiry captured the June 16 BoJ policy announcement from Tuesday
BoJ worries said to be adding some weight to USD/JPY Friday
Talk of cash sellers looking for any return towards 135 pre BoJ
Related comment nL1N36O0GQ
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USD/JPY 1-week expiry 25 delta risk reversal Click here
USD/JPY - week expiry implied volatility Click here
Source:
Refinitiv IFR Research/Market Commentary
