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AUDNZD

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Reuters - 1 day ago

FX options wrap - FX stability and risk appetite hit premium

BUZZ-FX options wrap - FX stability and risk appetite hit premium No surprise to see FX option implied volatility under broad based pressure as risk appetite and a weaker USD leave FX subdued within well worn ranges. U.S. holiday-thinned markets played their part, as did the passing of Friday's U.S. NFP data close to expectations. GBP/USD benefits from the weaker USD with negligible support from the landslide win for the Labour party in the UK election, which had been widely expected .
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Reuters - 2 days ago

Stand-out FX option strike expiries for the week ahead

REFILE-BUZZ-COMMENT-Stand-out FX option strike expiries for the week ahead Adds link for July 5 FXO expiries to line 3 July 5 (Reuters) - The cash hedging of soon-to-expire FX option strikes can have a magnetic effect on FX price action and add to nearby support/resistance. There are some large strikes worth noting for Friday, July 5 , and for the week ahead.
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Reuters - 2 days ago

FX options wrap - AUD/USD 0.7000, JPY clues, UK election, cheap NFP

BUZZ-FX options wrap - AUD/USD 0.7000, JPY clues, UK election, cheap NFP The U.S. July 4 Independence Day holiday when combined with improved risk sentiment and the weaker dollar, has kept pressure on implied volatility on Thursday. Additional FX volatility premium for Friday's U.S. NFP data appears to be on the low side when comparing current overnight expiry implied volatility with prior levels, especially in EUR/USD .
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Reuters - 3 days ago

Societe Generale advocates topside AUD/USD option calls

BUZZ-COMMENT-Societe Generale advocates topside AUD/USD option calls July 4 (Reuters) - Societe Generale recommends buying a 3-month expiry AUD call/USD spread via foreign exchange options with strikes at 0.6900 and 0.7000. Designed to be held until expiry, the option can return five times the premium paid if AUD/USD is above 0.7000. SocGen FX derivatives strategist Olivier Korber's rationale is that the Australian dollar may be the most resilient in the face of U.S.
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Reuters - 3 days ago

FX options wrap - FX outlook, French risk, ZAR gains, yuan bets

BUZZ-FX options wrap - FX outlook, French risk, ZAR gains, yuan bets Implied volatility is under pressure in most of the major G10 currency pairs, which is consistent with low realised volatility within familiar FX ranges. The impending U.S. Thanksgiving holiday and better risk appetite/USD losses, are playing their part . Euro-related FX option premiums have almost fully retraced the significant gains that were made in the wake of the French election call in mid-June.
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Reuters - 4 days ago

FX options wrap - Elections risk, billions, JPY hedge, yuan

BUZZ-FX options wrap - Elections risk, billions, JPY hedge, yuan While French election risk premiums have eased and UK election risk premiums are small, there's been a pick up in demand for USD call options since last weeks U.S. Presidential debate helped Trump's ratings. Euro related options have seen their volatility and EUR put over call premiums lowered since the first round of French election results.
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Reuters - 5 days ago

FX options wrap - Election pricing, JPY fears, ZAR risk

BUZZ-FX options wrap - Election pricing, JPY fears, ZAR risk French elections have driven euro-related implied volatility to new long-term highs alongside EUR puts over call premiums on risk reversals, but there's been some relief selling after the first-round results. EUR/USD 1-month expiry implied volatility is back at 5.9 from 6.5 on Friday and a long-term peak at 7.75 in mid June.
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Reuters - 1 week ago

FX options wrap - Elections, intervention and data risks ahead

BUZZ-FX options wrap - Elections, intervention and data risks ahead Overnight expiry euro related options have seen their FX volatility risk premiums increase since expiry now includes the first round results of the impending French elections. The premium/break-even for overnight EUR/USD opened in London around 70 USD pips - a new 2024 peak . There's a clear preference to own EUR/USD downside strikes as reflected by risk reversals - their EUR put over call implied volatility premiums saw a signi
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Reuters - 1 week ago

Australia dollar saved by rate hike bets, bonds hammered

Australia dollar saved by rate hike bets, bonds hammered By Stella Qiu SYDNEY, June 27 (Reuters) - The Australian dollar fell back against a strong U.S. dollar on Thursday but held at 17-year highs on the battered yen, while domestic bonds were hammered by risks of a rate hike this year. The Aussie also jumped on the kiwi to the highest in a month as the rate outlook for their respective central banks diverged.
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Reuters - 1 week ago

FX options wrap - euro direction, JPY hedges, month-end, CNH

BUZZ-FX options wrap - euro direction, JPY hedges, month-end, CNH The USD is broadly higher on Wednesday and has supported most G10 FX option implied volatility curves. Month-end FX hedge rebalancing flows can add to volatility - models signal a mild need to sell the USD and buy EUR for June. Implied volatility in euro options expiring after the French election is well supported and euro puts retain a substantial premium to EUR calls since the election was announced, albeit now off their highs.
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Reuters - 2 weeks ago

FX options wrap - Intervention and election bets, expiries

BUZZ-FX options wrap - Intervention and election bets, expiries A lack of FX realised volatility is keeping a lid on implied volatility again on Tuesday, but sellers prefer dates before the impending French election risks in euro related pairs. Short-term FX risk comes from Australian CPI data on Wednesday, but a lack of additional FX volatility premium for overnight AUD/USD options suggests the data possess little risk of breaking the pair out of familiar shackles .
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Reuters - 2 weeks ago

Stand-out FX option strike expiries to watch this week

REFILE-BUZZ-COMMENT-Stand-out FX option strike expiries to watch this week Adds link to Tuesday's strikes June 25 (Reuters) - The cash hedging of soon-to-expire FX option strikes can have a magnetic effect on FX price action and add to nearby support/resistance. There are large ones worth noting for today , with the bigger strikes due to expire from Wednesday.
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Reuters - 2 weeks ago

Australian dollar hits 16-1/2-year top on yen, kiwi pares gains after GDP

Australian dollar hits 16-1/2-year top on yen, kiwi pares gains after GDP By Stella Qiu SYDNEY, June 20 (Reuters) - The Australian dollar climbed to a 16-1/2-year peak on the low-yielding yen on Thursday, bolstered by expectations policy will remain tight at home, while the kiwi found the uptick in economic growth underwhelming. Markets continued to pare back the probability of a rate cut from the Reserve Bank of Australia this year, following a hawkish-sounding policy presentation on Tuesday.
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Reuters - 3 weeks ago

FX options wrap - Fear premium, intervention shun, GBP downside

BUZZ-FX options wrap - Fear premium, intervention shun, GBP downside European politics were the main driving force behind FX option markets over the last week, with EUR related pairings leading the way since the French snap election announcement. EUR related implied volatility and its downside strike premiums reach new long term highs, but that election fear premium takes it well above historic volatility and might appear enticing from a short volatility perspective.
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Reuters - 3 weeks ago

FX options wrap - Euro risk surge, rich GBP, RBA bets

BUZZ-FX options wrap - Euro risk surge, rich GBP, RBA bets Short covering of euro-related FX volatility and put strikes since the announcement of the snap French election has driven related FX option volumes and prices to long-term highs. Mild supply saw a slight price easing on Monday, but implied volatility setbacks are minimal and benchmark one-month expiry contracts will remain a bellwether for election-related euro risk .
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Reuters - 3 weeks ago

Stand-out FX option strike expiries for the week ahead

BUZZ-COMMENT-Stand-out FX option strike expiries for the week ahead June 17 (Reuters) - The cash hedging of soon-to-expire FX option strikes can have a magnetic effect on FX price action and add to nearby support/resistance. There are large ones worth noting for today and for the week ahead. Standout EUR/USD strikes for Tuesday are at 1.0670-75 on 2.3 billion euros, 1.0700 on 1.1 billion euros, 1.0725-30 on 1.4 billion, 1.0750-60 on 1.1 billion and 1.0775 on 1 billion euros.
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Reuters - 3 weeks ago

FX options wrap - Risks glare amid the FX status-quo

BUZZ-FX options wrap - Risks glare amid the FX status-quo June 13 (Reuters) - FX was left mostly range-bound after Wednesday's bouts of post-U.S. CPI and Fed- driven volatility, weighing back on implied volatility as a consequence of a return to the prior FX status quo . However, there are some impending events where the FX volatility risk premium is still elevated as demonstrated by particular option expiry dates and their implied volatilities.
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Reuters - 3 weeks ago

FX options wrap - Weak USD volatility pressure tamed by euro risk

BUZZ-FX options wrap - Weak USD volatility pressure tamed by euro risk Below-forecast U.S. CPI data reignited U.S. rate cut bets and weakened the USD as it allows the Fed more room to lean dovish on Wednesday. Overnight expiry implied volatility has been slow to ease from higher levels and highlights the potential for more FX volatility around the time of the Fed announcement at 1800 GMT.
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Reuters - 4 weeks ago

FX options wrap - Euro vols surge again; U.S. CPI risk underpriced

BUZZ-FX options wrap - Euro vols surge again; U.S. CPI risk underpriced The euro has been under broad-based pressure since France announced a snap election, with the benchmark 1-month expiry euro based FX option implied volatility becoming the bellwether for related FX realised volatility and directional risk . EUR/USD 1-month expiry implied volatility reached 6.6 on Tuesday after initial gains from 5.1 to 6.0 Friday-Monday .
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Reuters - 4 weeks ago

FX options wrap - Euro related FX risk premiums surge higher

BUZZ-FX options wrap - Euro related FX risk premiums surge higher France calls a snap election which hurts EUR and raises the cost of related options to cover the increased risk of volatility and EUR weakness . The benchmark 1-month expiry on July 10 is working as a French election fear gauge for euro-related currency pairs as it includes both rounds of voting on June 30 and July 7. One-month expiry EUR/USD implied volatility reached 6.0 on Monday from 5.2 on Friday and 1-month risk reversals sa
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