CVOL Insights: Correlations Between Treasury Yields and Dollar Demand

Ahead of next week’s CPI release and the December FOMC meeting, FX calls and puts are trading at similar volatilities. Craig Bewick with CME Group and Scott Bauer with Prosper Trading Academy use CVOL Indexes to identify volatility trends in the foreign currency options market.

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Learn More:

https://www.cmegroup.com/market-data/cme-group-benchmark-administration/cme-group-volatility-indexes.html

Source: CME Group