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Forex News: Forex Options Markets Warn of Euro, US Dollar Volatility

June 30th, 2010 Posted in Market Comments

Recent forex market moves have led to a sharp advance in forex options market volatility expectations, making short-term forecasts especially difficult and warning of large US Dollar moves ahead. Shifts in FX Options risk reversals have been especially dramatic in fast-moving pairs such as the British Pound/US Dollar and US Dollar/Swiss Franc.

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