Institutional Insights - Goldman Sachs Flow of Funds Trump 2.0
GS Tactical Flow-of-Funds: Year-End Rally 2.0 According to the Goldman Sachs flow guru Scott Rubner, his note on Wednesday was the most replied to email that he has sent in the last 20 plus years,...
FX Options Insights 11/11/24
FX Options Insights 11/11/24FX options point to possible EUR/USD losses, although there is not much of a panic. Following Trump's victory, the risk premium for the US election was swiftly...
Institutional Insights Credit Agricole - Trump 2.0 & FX
USD: Trump 2.0 and Trump’s ‘impossible trinity’Ahead of Donald Trump’s second presidential term, we can draw severallessons from his first term: (1) fiscal stimulus could increase the chancesof a soft...
FX Options Insight 08/11/24
FX Options Insight 08/11/24Following the U.S. election, the currency markets have experienced a significant decrease in volatility, which has resulted in traders unwinding their wagers and tighter...
FX Options Insights 07/11/24
FX Options Insights 07/11/24Dealers utilise implied volatility as a stand-in for FX volatility, which is an unknown but important component of an FX option premium. Since Thursday's UK and US...
Institutional Insights: Goldman Sachs - Year End Flow Of Funds Update
Goldman Sachs Tactical Flow-of-Funds: GS Year-End Risk Clearing Checklist Mechanical rebalance flows to create an institutional “FOMO” feedback loop into the best seasonals of the year. ESA Index...
FX Options Insights 06/11/24
FX Options Insights 06/11/24Ahead of the U.S. election, forward-looking FX options were bracing for heightened FX volatility, reflected in elevated risk premiums. However, post-election, these...
Institutional Insights: Goldman Sachs US Election Results & SP500 Reaction
Institutional Insights: Goldman Sachs US Election Results & SP500 ReactionELECTION REACTION FUNCTIONS FICC and Equities"It's not the voting that's democracy; it's the...
FX Options Insight 05/11/24
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...
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