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Policy
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Real-time insight on key fixed income and fx markets.
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MNI Research
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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Free AccessImplied vols across DMFX sit generally......>
OPTIONS: Implied vols across DMFX sit generally higher (but only just) across
short-end tenors, with the largest moves seen in the AUD/USD and USD/CAD 1m
contracts. Overall hedging volumes sit slightly lower than recent averages, with
quieter USD/JPY, GBP/USD and EUR/GBP markets supressing activity. EUR/USD,
AUD/JPY and USD/CAD markets are bucking the trend somewhat, with total options
volumes higher.
-USD/CNY short-end vols have bumped higher Wednesday, with tenors out to 1m
seeing the most notable gains (although all these measures remain lower since
early last week) as markets anticipate a further deterioration in hopes of a
'phase one' trade deal being struck between the US and China before Christmas.
Nonetheless, CNY upside exposure remains popular, with today's hedging flows
seeing over $2 in USD/CNY puts trading for each $1 in calls. 7.01 and 6.95 put
strikes have drawn particular focus.
-Upside hedge demand in EUR/USD has been reflected in the buoyant risk reversals
curve this week (3m contract hit 15 month highs today) and today's session is no
different. 1.1055 and 1.11 call strikes have been in focus.
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Why MNI
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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.