Australian, NZ dollars climb on yen, but lose ground to dollar SYDNEY, July 16 (Reuters) - The Australian and New Zealand dollars climbed on the yen on Tuesday after recent declines, although they lost further ground to the greenback as markets continued to digest the prospect of a Donald Trump victory in the White House. The Aussie strengthened 0.2% to 106.98 yen AUDJPY=R , rebounding for the first time in four sessions as the suspected intervention from Tokyo last week disrupted the popular ca

BUZZ-FX options wrap - billions, value, GBP call, intervention, ZAR Trader option data from DTCC shows 12.5 billion euros of EUR/USD FX options , most around 1.0900, expiring on Monday and Tuesday, so no surprise to see a limited EUR/USD spot range around this level. Quite a busy data week which includes a European central bank policy announcement could increase volatility and add value to shorter-dated expiry EUR/USD options , where 1-week expiry implied volatility is currently trading lows sin

Australia, NZ dollars fall as Trump shooting galvanises greenback SYDNEY, July 15 (Reuters) - The Australian and New Zealand dollars fell on Monday as the assassination attempt on former U.S. President Donald Trump boosted his re-election odds, lifting the greenback, while the soft Chinese data failed to provide any support. The Aussie AUD=D3 slipped 0.1% to $0.6772, having climbed 0.5% last week to a six-month top of $0.6798 thanks to favourable yield differentials.

BUZZ-FX options wrap - JPY success, big EUR, low FX volatility FX option implied volatility is at, or edging toward, long-term lows in the major currency pairs, reflecting broader risk appetite and a continued lack of FX volatility . Benchmark one-month expiry implied volatility trades three-year at 4.9 , while one-month GBP/USD is trading just above its post-Brexit lows of 5.5. Other currency pairs and maturity dates are following suit as markets head in to the traditional summer lull.

BUZZ-COMMENT-JPY volatility successfully quashed, options show July 12 (Reuters) - The price action in FX options since Thursday's U.S. CPI data reinforces expectations of official intervention, but also reflects its success in quashing related volatility and JPY weakness, at least for now. The FX volatility upon which FX options thrive is an unknown, but key part, of their premium, so dealers use implied volatility as a stand-in.