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Low Aussie/Yen Vol Fires FVA Idea
November 30, 2010
From
Derivatives Intelligence
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.
--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...
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