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Feb 08 - 07:55 AM

USD/JPY - Strong Theme In Forward Looking USD/JPY Options

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

Refinitiv IFR Research/Market Commentary


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