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Global FX: FX volatility bumpy, but capped in H2
Jun 28, 2024
Arindam Sandilya, Lorenzo Ravagli, Ladislav Jankovic, and Juan Duran-Vara discuss FX Derivatives outlook for H2 2024, including forex market volatility, US elections pricing, Euro risk premium, Yen movements, and defensive relative value strategies.
21:34
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Quick takeaways
- FX volatility expected to remain stable in H2 due to global growth and PMI strength.
- Yen volatility provides trading opportunities based on rate differentials, intervention risks, and carry trade unwinds.
Deep dives
Outlook on FX Volatility in the Second Half of the Year
The FX volatility landscape is expected to maintain a sideways pattern with limited changes in H2. Factors like global growth firmness and PMI strength suggest a lack of significant volatility spikes. The anticipation for the US election and its potential impact on FX markets is noted, with markets already pricing in the event. Strategies include owning local noise or gamma given the election uncertainty.
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