based on 25 delta risk reversals there is more demand for puts, therefore options traders are expecting a move lower.

EURUSD

EURUSD overnight vol trading at 14, down from 18 pre ECB, implying an 80 pip move tomorrow (14 vol = 40 pip premium) USDJPY vols are more interesting at 24 vol points! expecting a >1% move on a outside 1 Standard deviation move from median (SD =17, ...

EURUSD

lol, who would use ATR as a measure of volatility when its expressed in pips? This is just too funny. Do people not understand that you could not even remotely compare the ATR of EURGBP with GBPNZD!!! people need to go and some maths lesson

Which pairs are least volatile?

if you are looking to trade EU Sov bonds cash then you could look at Saxo, the only way you are gonna get interest on the bonds with futures is by the carry/roll aspect but that being said DO NOT BUY bonds at these levels, the MTM loss of a 10yr ...

Let's Trade Options

For anyone that uses twitter you HAVE to follow - url He has some great sell-side information and tweets very important levels in the markets, if you use twitter you have to follow him! In other news, Looking forward to NFP, general consensus if ...

EURUSD

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Best Twitter Feeds for Trading

some yen vol info - Implieds are higher across the board as the market readies for a busy week data/event week and delivery remains consistent despite the holidays last week. Bear in mind that there are some date issues in the front end of the ...

USD/JPY Discussion

Here ya go, thank PT for the quote as otherwise I'd have never of known An hourly chart of the last few weeks, correlation is very strong.

EurAnalysis

A visual representation.

EurAnalysis

look at ATM 1w vol, if you consider that now we are within a week of the news, its not surprising to see the spike in sw vols n.b. 1w = spot week

EurAnalysis

in terms of the Vol markets - Spot week - 1 month spread has moved up 2.8 vol points and inverted to a 1.4 vol point level this compares to about a 3 vol point move in week prior to Fed Sep FOMC meeting and a 2.3 vol point move prior to the ECB ...

EurAnalysis

Depends on which markets we consider. But a 250K+ NFP will change things, you can guarantee that. The next 6 months will be mainly run by the USD aspect as opposed to the EUR side.

EurAnalysis

considering this is the most important NFP in the last 5 year, I somewhat disagree. This NFP basically decides if we have tapering in December, or March. Which then decides the steepness of the tightening cycle. We saw the Aug print at 169k which ...

EurAnalysis

these aren't from research notes, these are from traders on spot desks. so yes, they will be doing what they say.

AUD/USD

Soc gen In AUD/USD the 0.9050 level held very well overnight and that will be the key support level for the day ahead. As such, our strategy remains the same; sell rallies into 0.9150 and 0.9180 with a s/l at 0.9210 for a test back towards 0.9050 ...

AUD/USD

Summation of Goldmans and Bank of americas "Trades of 2014" url enjoy

EURUSD

No it won't.

EURUSD

I would have thought the bird would be the obvious go to here, but oh well.

EURUSD

prior to jan 1st 1999 there was no actual Euro, it was agreed upon bascially after 1992, and then formalized in 95. but before 1999 there was no Euro. when we see charts prior to that, it is just a weighted value of the old EMU nations currencies ...

EURUSD

the Euro was introduced in 1999 for banks and financial transactions, then in 2001 is became a proper currency for the masses.

EURUSD