In the podcast we discuss latest developments in FX options markets, touching on EUR and Yen positioning in FX options markets, Yen volatility surface backdrop, Brazil election pricing and European – LatAm relative value.
This podcast was recorded on September 12, 2022.
This communication is provided for information purposes only. Institutional clients can view the related report at www.jpmm.com/research/content/GPS-4203121-0 and www.jpmm.com/research/content/GPS-4204124-0 for more information; please visit www.jpmm.com/research/disclosures for important disclosures. © 2022 JPMorgan Chase & Co. All rights reserved.
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