So a few charts that I'm watching at the moment 1st is EURUSD vs 1Y implied yield. Recent movements have caused the market (not just 1Y, but fwd starters and x-ccy bs to widen in the USD's favour as shown) This is nominal yield, and doesn't show the ...

Cross Market Analysis

- my point is that they don't really care about trading profits or losses. They care about their final profit/loss which comes from selling their product/service. Hence why they hedge and don't care in the slightest if the EUR drops 3% against their ...

Is anyone here an institutional trader?

when their is corporate flow, (around 10% at our desk) they don't care about MTM p/l, hence they don't feel squezzed if the trade goes against them because presumably its a hedge and the p/l is netted out with higher sales (or whatever it is that ...

Is anyone here an institutional trader?

Furthermore, Realized vol (1m EUR close-close) is lowest on record. well below 1sd from the mean (which is 9!)... so we are under 1/2 the normal volatility that we've seen over the past 30+ years

Forex Volatility is Dead?

Implied volatilty is extremely low, and as low as I can remember. This is a model for Implieds that I built. It contains VIX/MOVE/1M EUR and JPY ATM vols That is to say, Expected volatility is lowest as per my chart across interest rates / equity / ...

Forex Volatility is Dead?