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AUDNZD


Новости

FX options wrap - PCE risk, JPY 150, BoE Bets, euro low

BUZZ-FX options wrap - PCE risk, JPY 150, BoE Bets, euro low A busier week for FX with the closing of short JPY positions being the main driver before next week's central bank meetings . However, JPY demand and broader FX option implied volatility has peaked for now. U.S. PCE inflation data can offer more clues on next week's U.S. policy decision and the U.S.
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Technically, there could be value in the Aussie

BUZZ-COMMENT-Technically, there could be value in the Aussie July 26 (Reuters) - Looking for a turn in trends can be a dangerous game but recent price action in the Australian dollar suggests there might be scope for a direction change. AUD/USD and AUD/JPY, falling sharply since July 12, could, at the least, be about to correct higher. False support breaks and the formation of potential trend reversal signals on the daily chart suggest there might be value in the Aussie at current levels.
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Stand-out FX option strike expiries for the week ahead

BUZZ-COMMENT-Stand-out FX option strike expiries for the week ahead July 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 some large strikes worth noting for Friday, July 26 , and for the week ahead. Stand-out EUR/USD strikes on Monday are at 1.0700-05 on 1.4 billion euros, 1.0800 on 610 million euros, 1.0825-35 on 1.4 billion euros and 1.0885-1.0900 on 1.6 billion euros.
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FX options wrap - JPY and CNH surge, central banks on radar

BUZZ-FX options wrap - JPY and CNH surge, central banks on radar The big movers in FX and options on Thursday are JPY and CNH, with risk aversion and the unwinding of large short positions the main drivers. USD/JPY extended its recent decline to test below 152.00, which saw 1-month implied volatility trade new highs since early May at 10.75 and remain firm amid the rebound to 154.00 after US GDP data.
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FX options wrap - JPY at the fore; here come the central banks

BUZZ-FX options wrap - JPY at the fore; here come the central banks Mild risk aversion underpinned the USD and provided an extra tailwind for a surging Japanese yen and its related FX option implied volatility on Wednesday. JPY short paring is driving the JPY surge to new highs against the USD since the early May intervention, with benchmark 1-month USD/JPY implied volatility following suit to new highs since May 3 at 10.6. One-month expiry risk reversals have also regained longer term highs for
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FX options wrap - Yuan bids, EUR outlook, JPY hedge, expiries

BUZZ-FX options wrap - Yuan bids, EUR outlook, JPY hedge, expiries There's been some demand for six-month expiry USD/CNH implied volatility in the low 5's - the date covers the U.S. election and China's yuan is the currency most likely to be affected by related trade policy. EUR/USD FX option implied volatility languishes at long-term lows and reflects the lack of actual/expected volatility .
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FX options wrap - U.S politics ignored, CB policy drives

BUZZ-FX options wrap - U.S politics ignored, CB policy drives Little reaction in the FX options market to news that U.S. President Joe Biden wont run for another term. If anything, volatility premiums around the U.S. election are marginally lower, but a broader lack of FX realised volatility is still weighing on option premium into the typical summer doldrums.
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FX options wrap - JPY aside, it's mostly the FX status quo

BUZZ-FX options wrap - JPY aside, it's mostly the FX status quo Risk aversion reared its head to underpin near-dated G10 FX option implied volatility this week, with USD/JPY at the fore amid its wider intraday ranges/losses. However, JPY aside, FX realised volatility remains limited and that's keeping implied volatility near long-term lows in the major pairings.
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Stand-out FX option strike expiries for the week ahead

BUZZ-COMMENT-Stand-out FX option strike expiries for the week ahead July 19 (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 19 , and for the week ahead. EUR/USD strike expiries are on Monday at 1.0845-50 on 1.1 billion euros, 1.0950 on 1 billion euros and 1.0975-80 on 1.5 billion euros.
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The critical importance of FX option strike expiries

BUZZ-COMMENT-The critical importance of FX option strike expiries July 19 (Reuters) - While it's not an exact science, larger impending FX option strikes can often have an effect on the FX spot market as their expiries draw closer. Here's why. While there are many types of traders and investors influencing the FX markets, perhaps the most important when it comes to options are the many institutions that supply and manage liquidity.
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FX options wrap - GBP target, EUR/USD clues, JPY call demand

BUZZ-FX options wrap - GBP target, EUR/USD clues, JPY call demand After increasing earlier in the week, broader G10 FX option implied volatility looks to have peaked for now, even JPY-related pairings, which spiked significantly higher as USD/JPY fell on Wednesday. Bank of Japan balance sheet data suggests Wednesday's USD/JPY drop wasn't intervention .
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FX options wrap - Intervention? USD puts, ECB risk, vol gains

BUZZ-FX options wrap - Intervention? USD puts, ECB risk, vol gains The Japanese yen was at the fore again on Wednesday amid another suspected bout of intervention , although it may have just been broad USD weakness and thin liquidity tripping stops. Implied volatility was higher across the board but it was JPY pairings which posted the biggest gains .
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FX options wrap - NZ tops UK CPI risk; Cheap; Fund favourites

BUZZ-FX options wrap - NZ tops UK CPI risk; Cheap; Fund favourites Overnight option expiry now includes CPI data that could prove key for impending rate decisions for New Zealand and the UK, with NZD demanding much more additional volatility risk premium than GBP . Implied volatility remains close to long term lows in many currency pairs and expiry dates and reflects the lack of realised volatility - current and expected.
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Australian, NZ dollars climb on yen, but lose ground to dollar

Australian, NZ dollars climb on yen, but lose ground to dollar SYDNEY, July 16 (Reuters) - The Australian and New Zealand dollars climbed on the yen on Tuesday after recent declines, although they lost further ground to the greenback as markets continued to digest the prospect of a Donald Trump victory in the White House. The Aussie strengthened 0.2% to 106.98 yen AUDJPY=R , rebounding for the first time in four sessions as the suspected intervention from Tokyo last week disrupted the popular ca
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FX options wrap - billions, value, GBP call, intervention, ZAR

BUZZ-FX options wrap - billions, value, GBP call, intervention, ZAR Trader option data from DTCC shows 12.5 billion euros of EUR/USD FX options , most around 1.0900, expiring on Monday and Tuesday, so no surprise to see a limited EUR/USD spot range around this level. Quite a busy data week which includes a European central bank policy announcement could increase volatility and add value to shorter-dated expiry EUR/USD options , where 1-week expiry implied volatility is currently trading lows sin
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FX options wrap - JPY success, big EUR, low FX volatility

BUZZ-FX options wrap - JPY success, big EUR, low FX volatility FX option implied volatility is at, or edging toward, long-term lows in the major currency pairs, reflecting broader risk appetite and a continued lack of FX volatility . Benchmark one-month expiry implied volatility trades three-year at 4.9 , while one-month GBP/USD is trading just above its post-Brexit lows of 5.5. Other currency pairs and maturity dates are following suit as markets head in to the traditional summer lull.
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Stand-out FX option expiries for the week ahead

BUZZ-COMMENT-Stand-out FX option expiries for the week ahead July 12 (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 huge strikes worth noting for Friday, July 12 , and for the week ahead. Stand-out EUR/USD strike expiries are on Monday at 1.0800 on 2.1 billion euros, between 1.0815-30 on 3.5 billion euros, 1.0850 on 1.1 billion euros, 1.0895-1.0900 on 4.6 billion euros and between
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Australian dollar sails to six-month top as kiwi sinks

Australian dollar sails to six-month top as kiwi sinks By Wayne Cole SYDNEY, July 12 (Reuters) - The Australian dollar held near six-month peaks on Friday as markets sharply narrowed the odds on U.S. rate cuts, while the New Zealand dollar was sunk by bets on even steeper cuts at home. The Aussie stood at $0.6762 AUD=D3 , after touching a top of $0.6799 overnight.
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Asia Morning Call-Global Markets

UPDATE 1-Asia Morning Call-Global Markets July 12 (Reuters) - Stock Markets Net Chng Stock Markets Net Chng S&P/ASX 200** 7,889.60 72.80 NZX 50** 12,058.29 114.96 DJIA 39,748.69 38.24 NIKKEI** 42,224.02 392.03 Nasdaq 18,283.407 -364.04 FTSE** 8,223.34 29.83 S&P 500 5,584.16 -49.75 Hang Seng** 17,832.33 360.66 SPI 200 Fut 7,914.00 45.00 STI** 3,475.06 15.13 SSEC** 2,970.39 31.02 KOSPI** 2,891.35 23.36 ---------------------------------------------------------------------------------------- Bonds B
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Asia Morning Call-Global Markets

Asia Morning Call-Global Markets July 12 (Reuters) - Stock Markets Net Chng Stock Markets Net Chng S&P/ASX 200** 7,889.60 72.80 NZX 50** 12,058.29 114.96 DJIA 39,780.24 58.88 NIKKEI** 42,224.02 392.03 Nasdaq 18,276.243 -371.21 FTSE** 8,223.34 29.83 S&P 500 18,353.50 -293.95 Hang Seng** 17,832.33 360.66 SPI 200 Fut 7,911.00 42.00 STI** 3,475.06 15.13 SSEC** 2,970.39 31.02 KOSPI** 2,891.35 23.36 ---------------------------------------------------------------------------------------- Bonds Bonds JP
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