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US dollar hits nine-week high; China yuan, euro down

FOREX-US dollar hits nine-week high; China yuan, euro down Recasts, adds new comment, FX table, updates prices; changes dateline, previous SINGAPORE/LONDON Euro falls ahead of ECB meeting, rate cut expected China's fiscal stimulus briefing disappoints investors Bitcoin and ether hit two-week highs By Gertrude Chavez-Dreyfuss, Medha Singh NEW YORK/LONDON, Oct 14 (Reuters) - The U.S.
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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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Dollar hovers near highs as investors parse China's stimulus plans; euro slips

FOREX-Dollar hovers near highs as investors parse China's stimulus plans; euro slips Updates at 1120 GMT Euro falls ahead of ECB meeting, rate cut expected China's fiscal stimulus briefing disappoints investors Bitcoin and ether hit two-week highs By Medha Singh, Vidya Ranganathan SINGAPORE/LONDON, Oct 14 (Reuters) - The dollar hovered near recent highs on Monday as investors digested China's weekend stimulus announcements that some found disappointing, while the euro extended its fall ahead of
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Dollar holds near highs as investors parse China's stimulus plans; euro dips

FOREX-Dollar holds near highs as investors parse China's stimulus plans; euro dips Updates at 0757 GMT By Vidya Ranganathan and Medha Singh SINGAPORE/LONDON, Oct 14 (Reuters) - The dollar hovered near recent highs on Monday as investors digested China's somewhat disappointing weekend stimulus announcements, while the euro extended its fall ahead of a central bank meeting this week.
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Dollar holds gains while investors parse China's stimulus plans

FOREX-Dollar holds gains while investors parse China's stimulus plans Updates prices By Vidya Ranganathan SINGAPORE, Oct 14 (Reuters) - The dollar held onto its gains and even extended some in Asian trading on Monday as a holiday in Japan sapped liquidity, leaving China's somewhat disappointing weekend stimulus announcements the focus of market attention.
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Dollar extends gains while investors parse China's stimulus plans

FOREX-Dollar extends gains while investors parse China's stimulus plans By Vidya Ranganathan SINGAPORE, Oct 14 (Reuters) - The dollar extended its gains in early Monday trades in Asia as a holiday in Japan sapped liquidity, leaving China's somewhat disappointing weekend stimulus announcements the focus of market attention. The euro was down 0.13% at $1.0922 EUR=EBS and the pound nearly 0.2% lower at $1.3043 GBP=D3 .
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US recap: EUR/USD pauses slide as dollar stalls after US data

BUZZ-COMMENT-US recap: EUR/USD pauses slide as dollar stalls after US data Oct 11 (Reuters) - The dollar index eased Friday amid profit-taking after a nine-day advance and lower short-term Treasury yields following a batch of soft U.S. data. U.S. producer prices were unchanged in September on a monthly basis and the University of Michigan consumer sentiment index for October unexpectedly fell.
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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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Are options under-pricing US election risk to USD/JPY?

BUZZ-COMMENT-Are options under-pricing US election risk to USD/JPY? Oct 11 (Reuters) - When comparing FX option volatility risk premiums with their fair value measures for expiry dates, which include the U.S. election on November 5, USD/JPY stands out as being potentially under-priced. FX volatility is a key, yet unknown parameter of an FX option premium, so dealers use implied volatility as a stand in.
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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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US recap: EUR/USD softens as dollar rises for eighth day

BUZZ-COMMENT-US recap: EUR/USD softens as dollar rises for eighth day Oct 9 (Reuters) - The dollar index rose for an eighth day Wednesday as investor optimism propelled the S&P to a new record and lifted Treasury yields ahead of a U.S. consumer inflation report. The minutes of the latest U.S. Federal Reserve meeting showed a "substantial majority" of officials supported an outsized half-point rate cut, but the initial move would not commit the central bank to any particular pace of rate reductio
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US recap: EUR/USD holds firm as oil slides, shares gain

BUZZ-COMMENT-US recap: EUR/USD holds firm as oil slides, shares gain Oct 8 (Reuters) - The dollar index was little changed Tuesday as U.S. shares surged amid slumping oil prices and lower Treasury 2-year yields ahead of consumer inflation data Thursday. The Norwegian krone lagged its G-10 counterparts as crude prices sank 4% after a Hezbollah leader signaled support for a negotiated ceasefire.
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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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Dollar consolidates after strongest week in two years

FOREX-Dollar consolidates after strongest week in two years Updates as of 1526 EDT By Chibuike Oguh and Alden Bentley NEW YORK, Oct 7 (Reuters) - The U.S. dollar stalled near a seven-week high on Monday as investors reassessed their positions after last week's strong U.S. jobs data and as fears that Middle East tensions would spill into a wider conflict drove bids for safe havens.
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US recap: EUR/USD soft as havens rise amid Middle East conflict

BUZZ-COMMENT-US recap: EUR/USD soft as havens rise amid Middle East conflict Oct 7 (Reuters) - The dollar traded mixed against its G-10 peers as concerns about an escalating conflict in the Middle East weighed on risk appetite and lifted haven currencies. Hezbollah fired rockets at Israel's third largest city Haifa on Monday as Israeli forces looked poised to expand ground raids into south Lebanon.
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Dollar bobs near 7-week high after strongest week in two years

FOREX-Dollar bobs near 7-week high after strongest week in two years New throughout, adds analyst comments By Chibuike Oguh NEW YORK, Oct 7 (Reuters) - The U.S. dollar hovered near a seven-week high on Monday as investors reassessed their positions following Friday's strong U.S. jobs data and amid rising tensions in the Middle East. The closely-watched jobs report for September showed the biggest jump in payrolls for six months, a drop in the unemployment rate and solid wage rises, prompting mar
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FX options wrap - A firmer USD trade is lacking conviction

BUZZ-FX options wrap - A firmer USD trade is lacking conviction Oct 7 (Reuters) - The USD has recovered more ground since Friday's U.S. payroll data beat, and although FX options are primed for further USD gains, they lack the conviction for an extended move. Banks note USD demand on dips, especially EUR/USD in the mid 1.09s , which is also attracting huge FX option strike expiry hedging.
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Dollar close to 7-week high after strongest week since 2022

FOREX-Dollar close to 7-week high after strongest week since 2022 Recasts, adds comments background By Stefano Rebaudo Oct 7 (Reuters) - The U.S. dollar was just off its highest level in seven weeks on Monday after a rally sparked by Friday's strong U.S. jobs data and an escalation in the Middle East conflict. The dollar's gains followed a U.S. jobs report that showed the biggest jump in six months in September, a drop in the unemployment rate and solid wage rises, all pointing to a resilient ec
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Larger FX option strike expiries this week

BUZZ-COMMENT-Larger FX option strike expiries this week Oct 7 (Reuters) - The cash hedging of soon-to-expire FX option strikes can add to any nearby support and resistance levels, whilst also having a magnetic effect on FX price action, and there are plenty on Monday and the rest of this week. Stand out EUR/USD strikes in the current vicinity are on Monday between 1.0950-60 on 3.1 billion euros and 1.0990-1.1000 on 1.6 billion euros.
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