Wednesday, February 21, 2018
Banner Top
USD/JPY risk reversals drop to lowest since Oct. 17
Banner Content
  • Risk reversals slide.
  • USD/JPY sell-off strengthens the demand for JPY calls.

The USD/JPY one-month 25 delta risk reversals gauge fell to -1.275; the lowest level since Oct. 17. The slide from -0.975 (Jan, 22 levels) to -1.275 highlights rising demand for JPY bullish (calls) bets.

It also indicates investors likely are not worried about a rebound in USD/JPY and hence are not seek upside protection (USD calls/JPY puts) against short USD/JPY position in the spot.

Risk reversals

 

Banner Content

0 Comments

Leave a Comment

Jimmy BUY LICENSE 1 out of 5 agents online CHANNELSAGENTS Add agent Add communication channels: Chat on site Telegram Mobile SDK Facebook Viber Email WhatsApp xtreamacademy.com SETTINGS ARCHIVES STATISTICS ASSIGN AGENTS Jimmy JivoChat code is not installed on this site INSTALL CODE xtreamacademy.com SETTINGS ARCHIVES STATISTICS ASSIGN AGENTS Jimmy JivoChat code is not installed on this site INSTALL CODE Install Code on xtreamacademy.com Installation Send instructions to my webmaster Install the following code on every page of your site right before the closing tag, or use one of the CMS plugins below: COPY TO CLIPBOARD Or select and install one of following plugins OPEN SITE SETTINGS Download the agent's app: For Windows & MacAndroidiPhoneBrowser-based Support License Agreement JivoChat Inc. © 2011-2018. All rights reserved