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Trade Ideas

  GBPCAD 6-Jan-2022 GBPCAD Call Hegdge GBPJPY 25-Jan-2021 GBPJPY Strangles GBPUSD 6-Jan-2020 GBPCAD Strangle USDCHF 7-Jan-2019 USDCHF Strangle EURUSD 10-Mar-2022 EUR Strangle USDCHF 1-Feb-2021 USDCHF Strangles CADJPY 13-Jan-2020 CADJPY Put Spread EURUSD 14-Jan-2019 EUR Strangle USDCHF 14-Jul-2022 USDCHF Calendar GBPUSD 8-Feb-2021 GBP Strangle GBPCAD 17-Feb-2020 GBPCAD Strangle USDCHF 1-Feb-2019 CHF Strangle AUDUSD 2-Jun-2022 AUD Call

Trade 2022

EURCAD 16-Mar-2018 EUR Call CAD Put EURCHF 9-Apr-2018 EURCHF Put Spread USDCAD 9-Apr-2018 CAD Butterfly EURGBP 15-Apr-2018 EURGBP Strangle USDMXN 30-Apr-2018 MXN Calendar AUDUSD 5-May-2018 AUD BackSpread EURUSD 3-Jun-2018 EUR Calendar USDMXN 11-Jun-2018 MXN Condor USDJPY 18-Jun-2018 JPY Strangle USDCHF 13-Aug-2018 CHF Strangle EURGBP 20-Aug-2018 EURGBP Strangle USDCHF 5-Nov-2018 CHF Put Spread EURUSD 28-Nov-2018 EUR

Recent FXVol Weekly Examples

The improvement in C$ Fundamentals and Technical indicators : http://conta.cc/2scnHLb http://conta.cc/2tBE8y0 Opportunities in Short Dated Options: http://conta.cc/2u4l8IR http://conta.cc/2tAvenV Calling the move in the AUD topside: http://conta.cc/2vr1ojk Calling the AUD top: http://conta.cc/2uwhWFC http://conta.cc/2eFTEa1 http://conta.cc/2xHuMqx  Break in the C$ Momentum downtrend: http://conta.cc/2hdW6Wg  Signs of the end of the MXP consolidation: http://conta.cc/2eOeGQQ  EURGBP Momentum breakdown: http://conta.cc/2eOeGQQ  and the

Recent Trade ideas

EUR Strangle 14 Jan 2019 https://conta.cc/2G5tGsl  CHF Put Spread 5 Nov 2018 https://conta.cc/2Ewv3iZ  MXP Calendar 30 April 2018 https://conta.cc/2SKOL2O  EURCAD Put 12 April 2018 https://conta.cc/2SMWIEv  CAD Condor 9-April 2018 https://conta.cc/2SGC3lq  EURCHF Put Spread  9-April 2018 https://conta.cc/2SGC3lq

Weekly FX Review – June 30, 2017

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Weekly FX Review – May 26, 2017

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Weekly FX Review – June 9, 2017

FxVol Research Weekly Weekly FX Review 9 June – 2017 Faster than anticipated, the market has already started to sell off the front end of the MXP risk reversal curve with the sharp decline in the one month and three-month periods. MXP puts are losing some of their premia primarily in the front end. The

Weekly FX Review – June 16, 2017

FxVol Research Weekly Weekly FX Review 16-June – 2017 As we mentioned last week, and the week prior, the tone of Canadian fundamental releases has turned an important corner & this change in sentiment is best reflected in the rise in both short and medium-term bond yields. The chart above is the 5YR Canadian Bond

Weekly FX Review – June 2, 2017

FxVol Research Weekly Weekly FX Review   June 2nd, 2017   Friday’s muted NFP did not change the big picture. Vol is still declining in most asset classes with few exceptions. In the chart above AUD implied volatility is falling faster than the actuals.  The AUD hourly chart above shows more clearly the muted response