Currency traders are betting that Donald Trump’s policy agenda is about to jumpstart volatility in the $7.5 trillion-a-day foreign exchange market.

While the implementation of a peg at 1.20 immediately limits the risk to EURCHF downside, implied volatility isn’t likely to fall much below 10, says Arindam Sandilya, an FX strategist at JPMorgan in ...

Surge in Yen Option Volatility Shows Markets Blindsided by Jump Two-week dollar-yen implied volatility touches four-month high That measure includes next BOJ policy decision on Dec. 19 ...

By 1994, the U.S. had a steep yield curve, and implied volatility had fallen to low levels. So, the Fed raised rates, flattening the yield curve in 1994 and 1995.

Currency volatility surges before U.S. election By Harry Robertson October 30, 20242:59 AM PDTUpdated October 30, 2024 ...

Implied volatility on an at-the-money options contract to buy or sell British pounds or euros versus U.S. dollars a year from now shows it is roughly 30% cheaper than two years ago, LSEG data showed.

Deutsche Bank's currency VIX, which measures implied volatility of the world's most traded currency pairs, is hovering around 7.68, down from 13.67 in 2022.