Tag: Canadian dollar

  • Futures gain ground in G10 FX pricing

    Futures gain ground in G10 FX pricing


    A growing number of market-makers and traders say price discovery for several key G10 currencies has already shifted to CME’s foreign exchange futures markets and away from primary venues for certain pairs.

    In particular, some senior figures say futures contracts have become the primary pricing reference point for the Commonwealth currencies – Australian dollar, Canadian dollar, sterling and the New Zealand dollar – instead of the over-the-counter spot market on the London Stock Exchange Group’s

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  • Funds tap options on FX vol amid tariff disruptions

    Funds tap options on FX vol amid tariff disruptions















































    Funds tap options on FX vol amid tariff disruptions – FX Markets






    Dealers say vanillas, digitals and knockouts on realised vol increasingly used to navigate Trump news flow


    FX-volatility-Getty-1484494449

    Hedge funds are increasingly taking out complex options structures that speculate on pricing of foreign exchange volatility levels across several currencies linked to US president Donald Trump’s tariffs.

    Investors have increasingly looked to incorporate vol-linked knockouts in vanilla FX options to cheapen them up and avoid crowded barrier zones. Others have looked at options directly on realised volatility, including spread trades across multiple currencies.

    “We continue to see a very inverted

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