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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.
FOREX
1 Month Implied volatility in FX markets, measured using the JP Morgan G-10 Volatility Index, remains well within recent ranges after ticking away from cycle lows registered in mid-June.
- The index prints at 8.21%, having ticked away from month to date highs printed early this week at 8.39%. Cycle lows of 7.04% had been printed in mid-June.
- Implied FX Volatility remains stable despite the pressure on the USD seen in recent dealing after softer than forecast CPI, and terminal FOMC rate projections winding back in OIS markets.
Fig 1: JPMorgan G10 FX Volatility
Source: JP Morgan/Bloomberg/MNI
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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