MNI BRIEF: Canada Feb Teranet Home Price Index Record -11% YOY

MNI China Daily Summary: Friday, March 17

MNI BRIEF: PBOC Cuts RRR By 25bp To Boost Economy, Liquidity

MNI DATA FORECASTS: Fed, BOE To Lead

Fed Watch

MNI: US FEB INDUSTRIAL PROD +0.0%; CAP UTIL 78.0%

MNI BRIEF: Fed, Treasury, FDIC-Big Banks Back First Republic

MNI BRIEF: Trudeau Justified Using Emergency Act, Judge Finds

MNI: Canada Boosting Health Spending CAD46.2B Over 10 Years

© 1982-2023 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial
EURJPY TECHS

Corrective Bounce

US

US Voters Support Bank Rescue Measures But Consider It A "Bailout"

USDJPY TECHS

Short-Term Trend Needle Points South

US

Inflation Developments Since Feb 1 FOMC [2/2]

US

Inflation Developments Since Feb 1 FOMC [1/2]

US TSYS

Late SOFR/Treasury Option Roundup

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 Access
Trending Top 5
Market News Topics

Sizeable Thursday Expiries Could Help Define EUR/USD Range

OPTIONS
Homepagemarkets-real-timeBulletMarketsFixed Income NewsForeign Exchange News
  • Front-end implied vols across G10 FX are at the upper-end of the recent range ahead of the Fed, ECB and BoE this week. EUR/USD 1w vols added close to 3 points late last week as contract captured the fallout from the Fed and ECB.
  • The vol premium added this week is relatively muted compared to the moves ahead of December's Fed/ECB - (ahead of which EURUSD 1w vols crossed as high as 15 points) signalling markets expect more muted prices moves at the end of this week - reflected in the solid pricing of 25bps and 50bps hikes from the Fed and ECB respectively.
  • The first post-ECB NY cut shows sizeable expiries layered between 1.0750-1.08 ($1.5bln) and decent interest at 1.1150 ($744mln) that could help define the range across this week's CB schedule.
131 words

To read the full story

Why Subscribe to

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.
  • Front-end implied vols across G10 FX are at the upper-end of the recent range ahead of the Fed, ECB and BoE this week. EUR/USD 1w vols added close to 3 points late last week as contract captured the fallout from the Fed and ECB.
  • The vol premium added this week is relatively muted compared to the moves ahead of December's Fed/ECB - (ahead of which EURUSD 1w vols crossed as high as 15 points) signalling markets expect more muted prices moves at the end of this week - reflected in the solid pricing of 25bps and 50bps hikes from the Fed and ECB respectively.
  • The first post-ECB NY cut shows sizeable expiries layered between 1.0750-1.08 ($1.5bln) and decent interest at 1.1150 ($744mln) that could help define the range across this week's CB schedule.