BarCap: relentless volatility in 2009
LONDON & PARIS - Volatility in the FX market is expected to remain high despite efforts by global central banks and governments to aid the financial markets, according to analysts at Barclays Capital.
In the bank's 2009 global FX outlook report, Mathieu Zaradzki, chief FX option strategist at BarCap in Paris, and his team said risk reversals in key currency pairs such as the yen crosses remain extremely negative, signalling expectations of high volatility.
Risk reversals on one-month 25 delta
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