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Market Insight

FX Options Insights 11/12/24

FX Options Insights 11/12/24U.S. CPI data aligned with expectations, but short-dated option implied volatility declines were slight, as there remains the possibility of heightened FX realized...

Institutional Insights: Goldman Sachs CPI Preview

GS: CPI PREVIEW FICC and Equities | 10 December 2024 |From GS Research: We expect a 0.28% increase in November core CPI (vs. 0.3% consensus), corresponding to a year-over-year rate of 3.27% (vs. 3.3%...

FX Options Insights 10/12/24

FX Options Insights 10/12/24Last week, broader implied volatility saw a notable decline, influenced by low FX realised volatility and traders reducing their positions in anticipation of the Christmas...

FX options Insights 09/12/24

FX options Insights 09/12/24Cash hedging of approaching FX option strikes can bolster nearby support and resistance levels while potentially drawing FX price movements toward the daily 10 a.m. New...

Institutional Insights: Deutsche Bank, Investor Flows & Positioning

Grinding Higher On Robust InflowsAfter jumping sharply following the US presidential election, our measure of aggregate equity positioning has gone largely sideways over the last three weeks, clearly...

Institutional Insights: JPMorgan NFP Scenario Analysis

JPMorgan NFP scenario AnalysisNFP SCENARIO ANALYSIS"We aimed to convey a clear message that we would support the labor market if it continued to weaken. The economy is robust, even stronger than...

FX Options Insights 06/12/24

FX Options Insights 06/12/24EUR/USD options are slated to expire at Friday’s New York cut, coinciding with payroll data that could heighten market volatility. These expirations involve significant...

Institutional Insights: Goldman Sachs Tactical Flow-of-Funds: Year-End FOMO

GS Tactical Flow-of-Funds: Year-End FOMO There are 18.5 days left to trade in 2024. The US equity market has hit 55 new ATH’s on pace for 56 this morning and higher in 10 out of the last 11 trading...

FX Options Insights 05/12/24

FX Options Insights 05/12/24The upcoming NFP and ECB events have set EUR/USD FX options for volatility. Implied volatility reflects the actual risk of volatility, which is a crucial component of...