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USD-CHF risk reversal

  • Regular
  • FX Market
  • 2 months ago
  • 77

The USD/CHF one-month 25 delta risk reversals (CHF1MRR) are trading at -0.673 in favor of put options, levels which were recorded last on September 24.

The risk reversals remained firm at -0.338 on November 12, meaning that the demand for put options has been on the rise within the last 2 to 5 weeks.

Data shows investors are positioning themselves for additional weak spots in the pair which is currently trading at 0.9959 down 1.67% from the highs of 1.01285 on November 13.

 

 

 

Source: Smart Trend Team