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  • Squawk / 3 hours ago
    FX Options Dealer / Saxo Bank
    Denmark
    FX Options - AUDUSD: AUDUSD spot has moved to new lows since 2009 and trading heavy. 1m AUDUSD vols are up from 12.3 on friday to 13.3 now. Interesting to watch if spot can hold below 0.7500.
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  • Squawk / 3 hours ago
    FX Options Dealer / Saxo Bank
    Denmark
    FX Options: Vols overall opened a lot higher on the market opening. 1m EURUSD was paid at 14.75 early on vs. 12.5 on Friday. Similar for rest of the market. However vol are now moving lower again with 1m EURUSD currently trading 13.5/14.0.
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  • Squawk / Friday at 10:39 GMT
    FX options trader / Saxo Bank
    Denmark
    FX Options: EURUSD vols are having a bid tone, despite no moves in spot so far. Feels like Market is trying to scrab together some vol protection ahead of the Greek election this weekend before is too late with US closed today. 1 Month EURUSD atm is now 12.5% vs 12.25% this morning.
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    2d
    fxtime fxtime
    I can imagine risk officers were horrified at the size of gap open from last weekend as it would have been beyond the normal parameters on VaR...
  • 2d
    Mads Koefoed Mads Koefoed
    Spanish services PMI declined to 56.1 in June vs. 58.4 expected and prior. The composite PMI declined to 55.8 vs. 57.8 expected and 58.3 prior.
    Q2 GDP growth...
    2d
    Mads Koefoed Mads Koefoed
    Italian services PMI rose more than expected last month at 53.4 vs. 52.3 expected and 52.5 prior. The composite PMI climbed 0.3 points to 54 vs. 53.3...
    2d
    dominom dominom
    Thank you very much for the additional info, much appreciated.
  • Squawk / Wednesday at 11:55 GMT
    Senior Options Trader / Saxo Bank a/s
    Denmark
    FX options flow: Big German name buying 2 m strike 1 in EURCHF, paying up to get a big amount in.
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  • 4d
    fxtime fxtime
    Agree on the illiquidity issue for the euro.....when volume returns lets hope it isn't a stampede as the move will be swift.
    4d
    Martin O'Rourke Martin O'Rourke
    It looks like Greek PM Alexis Tsipras might be about to capitulate on all bailout conditions, but as we've been here before, let's not jump the gun...
    4d
    fxtime fxtime
    Should he agree on the bailout.....how does the ECB/IMF find any trust that his political party will do as they say? History has shown that Greece is...
  • Squawk / Tuesday at 11:56 GMT
    Senior Options Trader / Saxo Bank a/s
    Denmark
    FX options: In spite of EUR (and EUR-crosses) are trading in relative narrow ranges, implied volatility is not getting sold off. Unclear situation in Greece is the reason. 1m EURUSD is trading around 14,1 and o/n EURUSD around 20 %. Good luck
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  • Squawk / Tuesday at 10:31 GMT
    FX Options: Volatilities slightly higher today 1m usdjpy traded 9,1 in 200 mio and 2m traded at 8,55 in 150 mio now trading slightly lower again. In general market more calm today and not that many interests. USDJPY 3m 25 delta riskreversal was paid at 0,2 favor downside (traded 0,1 favor upside last week)
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  • Article / Tuesday at 8:27 GMT

    From the Floor: Gimme shelter

    Consulting Editor / Saxo Bank
    Denmark
    From the Floor: Gimme shelter
    Shanghai markets might give traders whiplash, but the steady hand of the People's Bank of China is always poised to provide relief. Not so in Europe, however, where the breakdown of talks between Greece and its creditors has left investors struggling to find safe havens.
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