EUR Swaption Fat Tails Signal Higher Rates Unlikely: Commerzbank
Source: BFW (Bloomberg First Word)
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Markus Koch (Commerzbank AG)
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UUID: 7947283
(Bloomberg) -- Shrinking fat tails in EUR payers vs receivers indicate that materially higher IRS 10y and/or 30y become less likely, Commerzbank strategist Markus Koch writes in client note.
Alert: HALISTER1- OTM receiver and payer vols and especially the change thereof give a better handle on the probabilities for a specific rate scenario currently priced into gamma and even vega expiries
- For instance, if a risk reversal is printing negative readings, implicit probabilities for (exceptionally) large upward moves in underlying IRS (payers) are perceived as larger than with receivers
- OTM volatility is thus skewed in favor of payers (fatter tails) which are more bid relative to receivers
- Comparing recent 30y IRS trends with the same period in 2015 reveals a strikingly similar pattern while vol skew patterns look less straight forward
Source: BFW (Bloomberg First Word)
People
Markus Koch (Commerzbank AG)
To de-activate this alert, click here
UUID: 7947283