Free Trial

Healthy hedging volumes so far with the.....>

OPTIONS
OPTIONS: Healthy hedging volumes so far with the Fed decision now out of the
way. EUR/USD, USD/JPY and USD/CNY all seeing above average flows for this time
of day. EUR/NOK options are in firm demand, with the put/call ratio leaning in
favour of puts. Longer-dated puts are the most popular trades by notional today,
with trades not due to roll-off until end-Q1 next year and even as far out as
November 2019.
-Implied vol markets are generally mixed, with little firm direction post-Fed.
-Recoveries in EUR/USD vols are shallow, with the 1m tenor still well below 7
vol points at present. 
MNI London Bureau | +44 203-865-3809 | edward.hardy@marketnews.com
MNI London Bureau | +44 203-865-3809 | edward.hardy@marketnews.com

To read the full story

Close

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.