Free Trial

Lighter hedging volumes again despite BoJ...>

OPTIONS
OPTIONS: Lighter hedging volumes again despite BoJ decision overnight (USD/JPY
options volumes broadly inline with average for this time of day) with USD/CNY
trades particularly light. Implied vols are generally trending lower (led by
USD/JPY: 1w implied vols down around 2.5 vol points to levels not seen since
mid-July. Shorter-dated calls in strong demand following the BoJ decision, with
options traded with strikes as high as Y112.85 expiring at end-August.
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.