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Dec 09 - 05:00 AM
USD/JPY - Options Warn Of U.S Tariff Threat And Deeper Decline
First appeared on eFXplus on Dec 09 - 02:55 AM
  • Implied vols which measure volatility risk to USD/JPY are higher

  • Especially true of 1-week - now gets Dec. 15 U.S/China tariff deadline

  • It's a 2-month high, 6.0 from 4.0 early Dec. Straddle break-even 75 pips

  • Captures Fed meeting too, but that's seen as low risk nL1N28F06D

  • Risk reversals added JPY call vs put vol premium last week, now 1.1 vs 0.6

  • That shows growing fear of deeper USD/JPY setback toward/though 108.00




USDJPY 1-week implied vol: Click here

USDJPY risk reversals: Click here

Source:
Refinitiv IFR Research/Market Commentary

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