Bank Of Japan's Week Of Bond Market Meddling Spikes Global Yields
Market Depth
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The Volatility of the Options on Yen Futures
There's basically about 2.2 billion notional in monthly options set to expire for friday's last trade date and puts and calls Open interest are outstanding are pretty much like dead even in terms of a ratio Calls have sort of like these 1000 lot increments that are just lattered upwards per strike And then the puts Had there's just basically two large strikes just below the seven level Where the bulk of the open interest is kind of concentrated in But if you just recall last month virtually the same as x setup where at the seven support level You know coinciding with monthly x-pery and still a significant amount of short positioning that can squeeze to the upside i.e. pole spot dollar yen
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