Sell GBP 5y5y Swaption Straddles vs EUR, USD: Societe Generale
Source: BFW (Bloomberg First Word)
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Adam Kurpiel (Societe Generale SA)
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UUID: 7947283
(Bloomberg) -- Idiosyncratic premium on GBP rates volatility no longer justified, Societe Generale strategist Adam Kurpiel writes in client note.
Alert: HALISTER1- More than ever, central banks are set to keep rates low for longer, which implies potential for the convergence of both GBP and USD rates volatility toward lower EUR rates vol
- Sell GBP 5y5y vol vs EUR and USD, vega and FX-weighted
Source: BFW (Bloomberg First Word)
People
Adam Kurpiel (Societe Generale SA)
To de-activate this alert, click here
UUID: 7947283