Institutional Insights: Goldman Sachs - Year End Flow Of Funds Update
Goldman Sachs Tactical Flow-of-Funds: GS Year-End Risk Clearing Checklist Mechanical rebalance flows to create an institutional “FOMO” feedback loop into the best seasonals of the year. ESA Index...
FX Options Insights 07/11/24
FX Options Insights 07/11/24Dealers utilise implied volatility as a stand-in for FX volatility, which is an unknown but important component of an FX option premium. Since Thursday's UK and US...
FX Options Insights 06/11/24
FX Options Insights 06/11/24Ahead of the U.S. election, forward-looking FX options were bracing for heightened FX volatility, reflected in elevated risk premiums. However, post-election, these...
Institutional Insights: Goldman Sachs US Election Results & SP500 Reaction
Institutional Insights: Goldman Sachs US Election Results & SP500 ReactionELECTION REACTION FUNCTIONS FICC and Equities"It's not the voting that's democracy; it's the...
FX Options Insight 05/11/24
FX Options Insight 05/11/24The overnight options expire at 10 a.m. on November 6. The outcome of the U.S. election is now included in New York time, which causes their premiums and break-evens to rise...
Institutional Insights - Citi US Election Cheatsheet
Institutional Insights - Citi US Election CheatsheetMind the markets. Our FX trader warns if initial results indicate Harris doing better than expected, there will likely be a panicky unwind of USD...
FX Options Insights 04/01/11
FX Options Insights 04/01/11 The exceptionally high FX option premiums surrounding the U.S. election suggest a severe and widespread FX volatility response. Dealers utilise implied volatility as a...
THOUGHTS ON JOBS PRINT FICC and Equities "Doubt whom you will, but never yourself." -Christian Nestell Bovee Yesterday’s ADP jobs report was strong: +233K (vs. the Street +111K and vs....
FX Options Insight 31/10/24
FX Options Insight 31/10/24Options become more influential when the market is quiet, and the EUR/USD pair is undoubtedly quiet, as seen by the fact that this year's range is inside last...
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