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💶🔻EUR Volatility Curve Un-Inverts: Cable FX Macro

**As seen in Macro Walk report 12/16/2022, subscribe at cablefxm.co.uk/reports


  • Options market volatility structure saw the curve inverted as we expected to hear from the ECB and receive major economic data

  • EUR 1w IV tenor stood at 14.45%, the 1m equivalent ticked at 10.26%, the inversion of about 420bps was among the largest in our tracking list. GBP/USD volatility curve saw a 1w-1m inversion of 494bps

  • While most FX structures remain inverted, the euro, yuan and dollar-cad curves are now back to normal

  • EUR/USD 1w IV stands at 8.28%, the 1m tenor ticks at 9.06%




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