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AUDNZD


Новости

FX options wrap - USD gains lack essential FX volatility

BUZZ-FX options wrap - USD gains lack essential FX volatility Despite Tuesday's U.S. CPI beat enhancing the USD's appeal, it has failed to reignite the realised FX volatility (current and expected) upon which FX options thrive. Implied volatility has reacted accordingly - shorter-dated expiries fell after the CPI event risk premium was priced out, but there was some mild demand for 1-month expiry options due to their inclusion of March U.S.
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FX options wrap - Traders target U.S. data for more rate clues

BUZZ-FX options wrap - Traders target U.S. data for more rate clues Broader G10 FX option implied volatility had been probing new 2-year lows before Tuesday's U.S. CPI beat gave the USD a fresh boost and reignited some demand for options. Traders had been loath to waste premium while realised volatility was also trading at 2-year lows, as evidenced by the jump in overnight expiry implied volatility before U.S.
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FX options wrap - CPI preview, €25-bln, GBP risk, vulnerable AUD

BUZZ-FX options wrap - CPI preview, €25-bln, GBP risk, vulnerable AUD Asian market holidays further restricted FX trading, volumes and volatility, with FX realised and implied languishing at 2-year lows . Overnight expiry now includes Tuesday's eagerly awaited U.S. CPI data, but the potential for it to reignite FX volatility is perceived to be very low according to related implied volatility premiums.
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Low cost options to hedge vulnerable AUD/USD

BUZZ-COMMENT-Low cost options to hedge vulnerable AUD/USD Feb 12 (Reuters) - There could be a greater chance of AUD/USD extending its setback than regaining lost ground, which could reward those tempted to buy related FX options from current 2-year lows. A hawkish hold from the Reserve Bank Australia last week failed to boost the AUD and AUD/USD is still vulnerable to a stronger USD and risk aversion.
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Australia, NZ dlrs subdued in holiday thinned trade, Orr awaited

Australia, NZ dlrs subdued in holiday thinned trade, Orr awaited SYDNEY, Feb 12 (Reuters) - The Australian and kiwi dollars were subdued in holiday thinned trade on Monday, while traders looked ahead to a central bank speech in New Zealand that could make or break market bets for another hike given the huge shift in market pricing last week. Most of Asia including China, Hong Kong, Japan, South Korea, Singapore, Taiwan, Vietnam and Malaysia are closed for holidays.
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FX options wrap - Implied volatility is still falling

BUZZ-FX options wrap - Implied volatility is still falling The lack of FX realised volatility within limited and familiar ranges continues to take its toll on FX option premiums and volumes . Benchmark 1-month expiry FX implied volatility in most USD/G10 FX currency pairs is probing new 2-year lows. USD/CNH 1-month implied volatility smashed from 4.1 to 3.2 since Monday as a week long holiday lull impacts the market.
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RBNZ hike odds soar, upping ante for Governor Orr speech

BUZZ-COMMENT-RBNZ hike odds soar, upping ante for Governor Orr speech Feb 9 (Reuters) - A surge higher in rate hike expectations for the Reserve Bank of New Zealand has upped the ante – market sensitivity – towards next week's inflation expectations print (Feb. 13) and more importantly Governor Adrian Orr's speech due Feb. 15. The hawkish repricing in NZ rates stemmed from ANZ's call for two more 25 bps rate hikes at the February and April policy meetings to take the official cash rate to 6%
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FX options wrap - How many more ground hog days?

BUZZ-FX options wrap - How many more ground hog days? Another ground hog day for FX options with the lack of FX realised volatility keeping implied volatility, inspiration and trade volumes depressed. Traders are hoping that Tuesday's U.S. CPI data might reignite FX realised volatility, but are struggling to cover the daily time decay costs of holding options that expire in its wake.
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FX options wrap - Quest for FX volatility and directional catalysts

BUZZ-FX options wrap - Quest for FX volatility and directional catalysts Feb 7 (Reuters) - FX spot clings to limited and familiar ranges so it is no surprise to see FX option implied volatility languishing near 2-year lows , but small pockets of premium and demand highlight the potential catalysts for increased realised volatility . The recent USD demand has stalled for now, with bulls perhaps in need of encouragement from more strong U.S data.
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FX options wrap - CPI premium, Fed bid, BoJ quest, buy USD

BUZZ-FX options wrap - CPI premium, Fed bid, BoJ quest, buy USD The lack of realised volatility amid the USD's grind higher has reduced FX option trade volumes and kept implied volatility and subsequent premiums near long-term lows. That low premium and lack of volume make it easier to see where demand and prices are higher, with several areas currently standing out.
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FX options wrap - RBA risk, GBP 1.25, EUR grind, Yuan lull

BUZZ-FX options wrap - RBA risk, GBP 1.25, EUR grind, Yuan lull The FX options market wasn't expecting Friday's big NFP beat, so the typical post data/pre-weekend sales of shorter dated implied volatility were more limited. Implied volatility is only marginally higher on Monday, which could suggest that the current extension of recent USD gains is expected to remain slow and limited , at least for now.
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Are FX options underestimating RBA triggered Volatility?

BUZZ-COMMENT-Are FX options underestimating RBA triggered Volatility? Feb 5 (Reuters) - The Reserve Bank Australia policy announcement is due on Tuesday, but AUD related option pricing appears to be ruling out the risk of related FX volatility. The RBA is expected to leave Australian rates unchanged at 4.35% but with inflation slowing to a two-year low in Q4 2023 and a sharp deceleration in core inflation, the central bank could soften its tightening bias.
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FX options wrap - NFP significance, JPY breakout, EUR slide

BUZZ-FX options wrap - NFP significance, JPY breakout, EUR slide Shorter-dated expiry, FX option-implied volatility remains underpinned after Wednesday's U.S. Federal Reserve rate decision with Chair Jerome Powell's remarks about strong labour markets boosting the significance of NFP and future jobs data on Friday. Increased volatility and potential USD weakness is now more likely to come from weaker U.S.
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FX options wrap - Fed reaction, GBP trade, EUR vol bid, BoJ

BUZZ-FX options wrap - Fed reaction, GBP trade, EUR vol bid, BoJ Overnight expiry includes Wednesday's U.S policy announcement, but tepid gains and a lack of demand for overnight expiry implied volatility would suggest that option traders aren't expecting an excessive FX reaction . Options which also include Friday's U.S. NFP data may provide better value given its potential to increase FX realised volatility.
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FX options wrap - Month-end, Fed focus, BoJ danger

BUZZ-FX options wrap - Month-end, Fed focus, BoJ danger Month-end FX rebalancing flows are said to be weighing on the USD and underpinning EUR and SEK, but FX volatility remains low to cap implied volatility going into Wednesday's U.S. rate decision. Overnight expiry will include the Fed and Bank of England from Wednesday and any related implied volatility gains will offer clues on the perceived real volatility risk from those events.
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FX options wrap - FED preview, USD calls, month-end, trade war risk

BUZZ-FX options wrap - FED preview, USD calls, month-end, trade war risk A busy week in terms of economic data and central bank policy announcements including the U.S. Fed and NFP, has underpinned shorter-dated expiry implied volatility, but the recent lack of FX realised volatility tempers demand and limits gains . The Fed isn't expected to cut U.S.
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FX options wrap - Risk premiums low despite Fed and NFP

BUZZ-FX options wrap - Risk premiums low despite Fed and NFP A lack of realised volatility within familiar FX ranges is not conducive to holding options, so it's no surprise to see front end implied volatility testing last years lows . Next week sees policy decisions from the U.S. and UK before U.S. NFP data on Friday and while 1-week implied volatility does recognise the potential for increased volatility, its gains have proved rather tepid since including those events .
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FX options wrap - Challenges for buyers and sellers toward Fed

BUZZ-FX options wrap - Challenges for buyers and sellers toward Fed There's plenty of near-term event risk on the horizon, but a continued lack of realised FX volatility creates mounting challenges for buyers and sellers of FX options. Option holders are struggling to capture enough FX realised volatility to cover their time decay costs, which is forcing many to lighten positions by selling in to already very low implied volatility levels.
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FX options wrap - Risk/reward enhanced by major event risks

BUZZ-FX options wrap - Risk/reward enhanced by major event risks Long term low FX option implied volatility appears justified when compared with low realised volatility, but the reward versus risk of owning options from lower levels is starting to entice buyers. Central Bank policy decisions and related data releases and elections (particularly the U.S in November) have the ability to reignite FX volatility, hopefully by enough to cover the lower premiums attributed to lower implied volatility.
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FX options wrap - Shifting risk premiums over key events

REFILE-BUZZ-FX options wrap - Shifting risk premiums over key events ECB decision Thursday Benchmark 1-month expiry implied volatility is trading near 2-year lows in most of the major G10 currency pairs, due to a lack of realised volatility. However, lower implied means less realised volatility is required to cover the option premium and that is making the current levels more attractive before key events.
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