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  • 1y
    Saxo Groupy Saxo Groupy
    Very interesting wedinar. If i understand, us citizens can't sell deal in fx options, but is there a fx futures matket options they can deal...
  • Article / 26 July 2018 at 10:19 GMT

    FX Options Update: July 26, 2018

    Head of FX Trading / Saxo Bank
    Denmark
    FX Options Update: July 26, 2018
    Saxo Bank head of FX trading Dan Juhl-Larsen's latest report on the FX Options space is now live, with a look at at the Turkish lira in the aftermath of that country's rate decision as well as the impact of strong data and Nafta negotiations hopes on the Canadian dollar.
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  • Article / 24 July 2018 at 9:11 GMT

    FX Options Market Update: July 24, 2018

    Head of FX Trading / Saxo Bank
    Denmark
    FX Options Market Update: July 24, 2018
    Saxo Bank head of FX trading Dan Juhl-Larsen's latest report on the FX Options space is now live, with a look ahead to the Central Bank of the Republic of Turkey's rate decision later today, as well as the latest moves in USDJPY.
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  • Squawk / 14 June 2018 at 13:55 GMT
    Head of FX Trading / Saxo Bank
    Denmark
    FX Option Update:
    We are seeing a lot of interest in downside EURUSD strikes following the ECB meeting, but interesting it is mainly through spreads (buy near put, sell far put), or in outright touch options.
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  • Squawk / 30 May 2018 at 15:34 GMT
    Head of FX Trading / Saxo Bank
    Denmark
    ITALY'S 5-STAR CALLS FOR SAVONA TO WITHDRAW CANDIDACY FOR ECONOMY MINISTRY TO ALLOW GOVT TO BE FORMED
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  • Squawk / 30 May 2018 at 15:09 GMT
    Head of FX Trading / Saxo Bank
    Denmark
    FXO Update:
    EURUSD: Market is more calm now, but vol of vol remains high. 1 month atm started the day begin paid at 9.175%, but now back down at 8%.
    USDJPY: Today have sort of confirmed my squawk from yesterday. Market do not want to be too long gamma/vega, but at the same time its afraid of a move below 105. ATM vs 102.5 (S/B) has been a popular trade today. The expiry dates have varied from 3-9 month, but clearly no one wants to be short downside gamma/vega over the less liquid summer months.
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  • Squawk / 29 May 2018 at 19:36 GMT
    Head of FX Trading / Saxo Bank
    Denmark
    FXO Update. Risk collapsing, vols shooting up.
    In EURUSD vols has been climbing higher most of the way from 1.2200, but without much worry, but the sight of 1.1500 is making the market nervous.

    USDJPY, looks similar, but in a later state of the cycle.. Market has been long gamma in the 108 - 111 range, but with 105 edging closer, vols are beginning to pick up.. A move closer to 105 will likely do to USDJPY vol what we are seeing in EURUSD these days...

    EURJPY, AUDJPY etc, are simply these above mentioned pairs on steroids...

    Stay safe, short gamma cause liquidity issues... something that can be used to your advantage with well placed long strikes..
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