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Jun 21 - 03:55 AM

EUR/USD - Quieter Markets Will Intensify Pressure On EUR/USD

By Jeremy Boulton  —  Jun 21 - 02:10 AM
  • EUR/USD has traded ranges within 1.0349-1.0787 for over a month

  • Pair mostly within 1.04-1.07 in this period

  • Volatility has stopped rising with 10-10.5 capping benchmark vol

  • Following June Fed/ECB meetings there is a big int/rate divide

  • It pays to be short and costs to be long 21 pips per month, 280 per year

  • While EUR/USD hasn't moved this cost continues to creep higher


EURUSD, vol and forward swaps Click here

Source:
Refinitiv IFR Research/Market Commentary

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