FX Options Insight 05/11/24The overnight options expire at 10 a.m. on November 6. The outcome of the U.S. election is now included in New York time, which causes their premiums and break-evens to rise...
FX Options Insights 04/01/11
FX Options Insights 04/01/11 The exceptionally high FX option premiums surrounding the U.S. election suggest a severe and widespread FX volatility response. Dealers utilise implied volatility as a...
Institutional Insights - Citi US Election Cheatsheet
Institutional Insights - Citi US Election CheatsheetMind the markets. Our FX trader warns if initial results indicate Harris doing better than expected, there will likely be a panicky unwind of USD...
THOUGHTS ON JOBS PRINT FICC and Equities "Doubt whom you will, but never yourself." -Christian Nestell Bovee Yesterday’s ADP jobs report was strong: +233K (vs. the Street +111K and vs....
FX Options Insight 31/10/24
FX Options Insight 31/10/24Options become more influential when the market is quiet, and the EUR/USD pair is undoubtedly quiet, as seen by the fact that this year's range is inside last...
Institutional Insights Barclays FX Views
Institutional Insights Barclays FX ViewsUS election: How to hedgeThe binary nature of next week’s contest implies significant FX moves after the event. In G10, SEK and GBP options offer relatively...
Institutional Insights - Credit Agricole October Month End Model
Institutional Insights - Credit Agricole October Month End ModelNeutral month-end & corporate EUR buyingGlobal equity markets were somewhat mixed in October. In FX, the USD has outperformed across...
Institutional Insights: Goldman Sachs Flow of Funds (FOMO)
Institutional Insights: Goldman Sachs Flow of Funds (FOMO)GS.Tactical.Flow of Funds November FOMO Watch I had the largest number of incoming questions this weekend in 2024. This is the final stretch,...
FX Options Insight 29/10/24
FX Options Insight 29/10/24The influence of EUR/USD options is growing, with many options expiring at 1.0800. The EUR/USD pair continues to trade within well-established ranges, and without the...
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