Derivatives

Low Aussie/Yen Vol Fires FVA Idea

Low volatility levels on the Australian dollar/yen cross could foster medium-term forward volatility agreements plays within the next week, according to Greg Anderson, fx strategist at Citigroup in New York.

  • 30 Nov 2010

--Mike Kentz

Low volatility levels on the Australian dollar/yen cross could foster medium-term forward volatility agreements plays within the next week, according to Greg Anderson, fx strategist at Citigroup in New York.

One-year AUD/JPY volatility settled around 19% at midday New Yorktoday, which is cheap for the pair relative ...

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All International Bonds

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5 HSBC 93,290.22 369 6.07%

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Bookrunners of all EMEA ECM Issuance

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1 Bank of America Merrill Lynch 3,682.08 19 7.83%
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5 Goldman Sachs 3,366.07 22 7.16%