Source: Bloomberg
Source: Bloomberg
Asia UnhedgedReal-time intel on what moves markets

Asian currency volatility continues to fall

The risk has fallen in parallel with strong performance of equity markets

March 24, 2017 12:00 AM (UTC+8)

The implied volatility of 3-month options on Asian currency exchange rates vs. the US dollar rose sharply at the start of the year as investors hedged against a surge in the US dollar, but fell sharply during February and March as China and its periphery showed strong economic growth.

Falling currency risk went in parallel with strong equity market performance throughout the region.

Comments