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MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
FOREX
When it comes to broader DM FX volatility measures, we highlight that both the Deutsche Bank 1- & 3-Month FX volatility indices are struggling to break above their respective November peaks, even with the elevated geopolitical tension surrounding Russia & Ukraine becoming embedded in at least the shorter end of the vol. curve spectrum. Note that the broader repricing when it comes to market-assumed levels of monetary policy tightening across the DM central bank space has supported implied vol. since the turn of the calendar year.
Fig.1: Deutsche Bank 1- & 3-Month Implied FX Volatility Indices
Source: MNI - Market News/Deutsche Bank/Bloomberg
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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