FX Options Insights 20/11/24EURUSD: Significant cash-related hedging flows are being drawn to the impending expiration of major FX option strikes, which may help to contain volatility and keep the...
Institutional Insights - BofA Client Survey
Institutional Insights - BofA Client SurveyAccelerating equity inflows • Biggest inflows in 8 weeks: Last week (S&P 500 -2.1%), BofA Securities clients were net buyers of US equities (+$4.9B) for...
FX Options Insight 19/11/24
FX Options Insight 19/11/24After a slight decline in demand for the US dollar and US dollar calls, FX option implied volatility received a renewed boost on Tuesday due to the inclusion of major...
FX Options Insights 18/11/24
FX Options Insights 18/11/24The upcoming week's EUR/USD trading is likely to be dominated by large FX option strike expiries and their related FX hedging flows, as there is little significant...
FX Options Insights 15/11/24
The EUR/USD has now entered a pivotal price zone that is approximately 1.0600-1.0450, which was the low point in the previous 1-2 years. Strong demand has fuelled a rebound since Thursday's...
Institutional Insights - Credit Agricole USD: 2025 not a 2018-Redux
Credit Agricole - USD: 2025 not a 2018-redux Donald Trump’s victory at the 5 November US elections has revived the theme of USD exceptionalism. In particular, the mix of fiscal stimulus and trade...
Institutional Insights - Goldman Sachs SP500 CPI Scenario AnalysisGS Research: We expect a 0.31% increase in October core CPI (vs. 0.3% consensus), corresponding to a year-over-year rate of 3.30% (vs....
FX Options Insights 13/11/24
FX Options Insights 13/11/24Wednesday's U.S. CPI data is now included in overnight/next day expiry FX options, and their premium adjustments serve as a predictor of the expected FX response....
FX Options Insights 12/11/24
FX Options Insights 12/11/24USDCNH - spot hits fresh highs not seen since August, the market is reportedly substantially long on the currency. Volumes of FX options have increased, especially for...
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