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FX Options Volatility Set to Rise as Currencies Wobble?

FX Options Volatility Set to Rise as Currencies Wobble?

The calm in currency options despite the political headwinds in Europe, from Brexit to Merkel’s shaky coalition and Italy’s left-right government could be stirred into heighted volatility by the weakening of emerging market currencies from China to Brazil and Russia. CME Group Senior Economist, Erik Norland explores how FX options could react in emerging market currencies.

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