Derived Data That Drive Results
By Richard Pace — Feb 08 - 05:40 AM
Many sellers of Intra-week expiry implied volatility versus buying 16-17 Feb
Implied volatility sales typical when FX is quiet and vice versa
These trades would benefit from near term quiet before volatility increases
Date of long vol trades match that of new BoJ gov announcement next week
Market already guessing FX reactions with Yamaguchi set to fuel the biggest
Further out and focus still with March and especially April BoJ meetings
Options also flag U.S. CPI as another big volatility risk for USD FX Tues
For more click on FXBUZ
Source:
Refinitiv IFR Research/Market Commentary
