Free Trial

Risk reversals continue to rise,........>

EURO-DOLLAR
EURO-DOLLAR: Risk reversals continue to rise, adding 0.06 on the 1-month measure
to touch the highest since early Feb and erasing the move seen following the vol
product/equity meltdown on February 5th. This elevated skew comes ahead of the
ECB meeting on Thursday, where upside protection is clearly in strong demand
after the EUR's recovery over the past fortnight amid continued firm data and
investor sentiment/positioning. Worth noting that EUR/USD 3m risk reversals
aren't too far from December 2017 highs, which touched the highest skew since
2009. 

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.