Dollar/Yen Option Flows Idle As Players See Uncertainty

01 Feb 2008

One-year implied volatility on the U.S. dollar and yen cross fell last week to around 9.8% Thursday from 11.1% at the start of the week, as some investors hugged the sidelines waiting to see if the uncertain market conditions will push the yen higher.

One-year implied volatility on the U.S. dollar and yen cross fell last week to around 9.8% Thursday from 11.1% at the start of the week, as some investors hugged the sidelines waiting to see if the uncertain market conditions will push the yen higher. In a quiet market ...

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