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Global FX: FX volatility bumpy, but capped in H2
At Any Rate
Exploring Opportunities in the Yen Volatility Market
The yen volatility market offers opportunities in the second half of the year due to factors such as narrowing rate differentials, potential intervention in the forex market, unwinding of carry trade positions, and the impact of the U.S. presidential elections. Long vol trades are not costly, and the yen vol market is behaving orderly with little risk premium. Expressing a view on a stronger yen can be done through pure volatility formats or directional structures leveraging correlation patterns across currency pairs to reduce costs and capitalize on potential movements.
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