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May 05 - 07:55 AM

AUD/USD - Massive AUD/USD 4-Billion Downside Listed Option Trade

By Richard Pace  —  May 05 - 05:43 AM
  • Reports of a massive A$ 4-billion 0.6600 AUD put/USD call trade on the CME

  • 4-month expiry with a premium of $7.5-pips - a buyer

  • Trade may have been behind a pick up in AUD/USD OTC option flow Wed's

  • 3-month AUD/USD traded 9.15 implied vol, 2-month on A$350mln at 8.95

  • 1-month AUD/USD implied volatility trades 8.75 (8.4 recent/pandemic low)




For more click on FXBUZ


AUD=D3 Click here

AUD/USD 1-3-month implied volatility near pandemic lows Click here

Source:
Refinitiv IFR Research/Market Commentary

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