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Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
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EM Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
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G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
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Emerging Markets
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Credit
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Data
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Global Macro
Global Macro
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
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About Us
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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.
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessHighlights from this week's JPMorgan........>
OPTIONS: Highlights from this week's JPMorgan options screener:
- CAD, PLN, HUF, AUD and JPY vs. USD are the top five long vol opportunities.
ZAR, HUF, PLN, AUD, NZD, CAD and SEK skews offer good value based on a betas vs
skews cross-sectional analysis.
- Based on underlying rates vols/correlations within G10, NOK 1y vol is 2.8 vols
rich; CAD, EUR, CHF, JPY vols are below fair value, with their model now finding
the average G10 FX USD vol as overvalued by 1.8 vols.
- After rising to all-time highs at the peak of the COVID crisis, implied vol of
vol parameters across G10/EM pairs tightened sharply over the past few weeks.
- Normalization of FX vol market since mid-March implies fewer dislocations. NOK
vol is overvalued vs other G10 vols; AUD and NZD vols are also rich vs EUR, JPY,
CHF, CAD and EM vols.
- In EM, Latam is rich vs CEEMEA and Asian vols. Long PLN, HUF vols vs. short
KRW is supported. In Asia, KRW vol is rich vs. SGD and CNH vols.
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
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.