Fade Inversion in EUR Rates Vol Term Structures: Commerzbank
Source: BFW (Bloomberg First Word)
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Markus Koch (Commerzbank AG)
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UUID: 7947283
(Bloomberg) -- Short-gamma implied vols in EUR ultra-long tails still seem rich compared to medium-term expiries, Commerzbank strategist Markus Koch writes in client note.
Alert: HALISTER1- Fade currently inverted term structures through a long calendar trade
- Sell 3-mo. EUR straddles vs vega-neutral buying 6-mo. expiries in EUR 30y tails
- Look for the curve ratio to drop from currently 104% into double digit territory
- Volatility delivered by ultra-long EUR IRS is going to level off with major event risks out of the room and the Fed unlikely to provide tangible guidance for now
- Other risks, for example Italian banks, still justify a normally sloped delivered term structure (derived from IRS forwards) with no quick fix at hand
Source: BFW (Bloomberg First Word)
People
Markus Koch (Commerzbank AG)
To de-activate this alert, click here
UUID: 7947283