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Oct 29 - 07:55 AM

USD/JPY - Derivatives Show Increased Hedging Around 102.00

By Richard Pace  —  Oct 29 - 06:10 AM
  • USD/JPY option users have been shifting attention/hedges toward 102.00

  • Options that would benefit/protect against lower levels over coming months

  • However, immediate focus remains on US election volatility

  • One-week implied volatility reflects that risk - big gains nL1N2HK0MB

  • Risk reversals charge higher premium for JPY calls over puts this week

  • Shows option market makers upping risk premium for downside protection

  • Option barriers reside 104.00-103.90 - adding n-t support to these levels

USDJPY risk reversals Click here

1-week implied volatility gets U.S election result Click here

Refinitiv IFR Research/Market Commentary


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