--Eleni Himaras

   Mathieu ZaradzkiHedge funds have been buying up the five-year calls on the U.S. dollar against the yen in recent weeks with strikes around JPY115, according to Mathieu Zaradzki, an fx strategist for Barclays Capital in Paris. The trades were driven by the view that the U.S. dollar will appreciate over the long-term as investors move away from risk aversion, combined with longer term options being priced cheaper than shorter term options. ....


Access to this content is restriced for Derivatives Intelligence subscribers. 
To access the full service, please
log in, subscribe or take a free trial.

Subscribe

Start your Derivatives Intelligence service today for full access

Subscribe

Free Trial

Not ready to subscribe?
Register today for a free trial.

Free Trial