Risk reversals on Swiss Franc (CHF1MRR), a gauge of calls to puts, dropped to the lowest level in 17-months, indicating the investors are adding bets to position for a rise in the Swiss currency. The USD/CHF one-month 25 delta risk reversals fell to -1.41 – a level last seen in March 2018.
Read More »2019-08-26
USD/CHF: Value of CHF calls hits highest since March 2018
