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Term structure of USDZAR option volatility - Codera Analytics

Term structure of USDZAR option volatility

Post date July 25, 2022
Post categories In Chart of the day

The term structure of USDZAR option volatility has steepened, indicating that the options market expects higher ZAR volatility over the next year. Whereas the term structure is currently upward sloping, it has regularly been downward sloping since mid-June.

Tags #expectations, #FX

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