Futuro del peso mexicano 22-1

  • NAFTA talks commence Tuesday and risk provides fresh support to vols now
  • Market optimistic of an agreement, but options favoured to cover tail risk
  • 1wk 10.75 to 7.0 post BoC, now 8.0, 1mth vol down 1.0 to 6.9 but now 7.3
  • Implied premium to realised vol another indication of impending risk/events
  • Realised/actual vols measure fair value based on previous spot moves
530= 100 DMA
Futuro del peso mexicano 22-1
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