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EURCHF

市场新闻

FX options wrap - Nowhere fast, election bid, USD hedge

BUZZ-FX options wrap - Nowhere fast, election bid, USD hedge Shorter term expiry FX option implied volatility remains depressed to highlight a lack of short-term realised volatility expectations, with overnight/next day expiry option premiums hitting their lowest levels since July . Premium/break-even prices taken from overnight expiry implied volatility in EUR/USD, GBP/USD and AUD/USD, were at/below 25 USD pips on Monday's U.S.
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FX options wrap - Balancing current FX with impending risks

BUZZ-FX options wrap - Balancing current FX with impending risks The FX volatility upon which FX options thrive has been lacking and leaves dealers to manage time decay costs whilst retaining protection from impending risks. This scenario is reflected in FX option premium and trade flows. The USD has staged a recovery from its late September lows as the extent of the U.S.
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Stand out G10 FX option strike expiries next week

BUZZ-COMMENT-Stand out G10 FX option strike expiries next week Oct 11 (Reuters) - The cash hedging of soon-to-expire FX option strikes can bolster nearby support and resistance levels, whilst having a magnetic effect on FX price action, and there are plenty to note on Friday and the week ahead. The biggest nearby EUR/USD strikes on Monday are at 1.0945-50 on 1.5 billion euros, Tuesday at 1.1000 on 3.3 billion euros, Wednesday at 1.0950-55 on 2.7 billion euros and on Thursday between 1.0975-90 on
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FX options wrap - Falling FX volatility precedes a resurgence

BUZZ-FX options wrap - Falling FX volatility precedes a resurgence Price action in FX options suggests traders are anticipating a period of lower FX volatility before a resurgence in early November. Implied volatility for options expiring through the end of October is relatively low and sellers have been dominating the fairly limited trade flows. However, benchmark 1-month expiry options include the U.S.
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FX options wrap - USD path, RBNZ, U.S. election and Fed risks

BUZZ-FX options wrap - USD path, RBNZ, U.S. election and Fed risks FX option implied volatility is broadly heavy as the USD consolidates its recent recovery and leaves G10 FX spot within familiar ranges without any real break-out catalysts. There has been an increase in FX volatility risk premium for USD call options as shown by near dated risk reversals in most of the major pairings, but those gains have since stalled.
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