Islington Associates Zurich Switzerland: These Five Currencies Are Most Exposed to Emerging-Market Rout

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Derivative traders are hedging their bets on five emerging markets where they see the greatest probability of declines in the next month.

Submitted: July 01, 2018

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Submitted: July 01, 2018

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Derivative traders are hedging their bets on five emerging markets where they see the greatest probability of declines in the next month.

 
 

The currencies of Turkey, Brazil, Mexico, Russia and South Africa are seeing the world’s biggest increases in their implied volatility gauges this quarter, amid the worst period for developing-nation currencies since China’s shock devaluation in the third quarter of 2015.

 
 
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Options traders’ expectations for swings in emerging-market currencies have risen to the highest level since March 2017, sending a volatility gauge by JPMorgan Chase & Co. to its worst first half since 2013. Most of the increase has come from currencies in Latin America, Emerging Europe, the Middle East and Africa.


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