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PragueHFTGroup's Blog

EUR 1.4 bn option, significant stop losses on EURUSD

PragueHFTGroup Posted 17 Nov. in #Forex #Volatility #Institutions #Orders #EUR/USD #Option #Stop Loss

Monday, November 17, 2014

significant institutional €1.4 bn option at 1.24 price level
significant institutional €1.25 bn option at 1.25 price level
all options expiry on Monday at 10:00 ET
medium pending orders coming to the market above today's Asian high (1.2580)
significant stop losses located under important psychological level 1.24

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BIG BOYS orders: USD/JPY institutional stop losses hold

PragueHFTGroup Posted 13 Nov. in #Forex #USD/JPY #Volatility #Institutional #Stop Loss

Thursday, September 13, 2014

strong USD/JPY selling institutional pressure during previous days recognized
significant institutional stop losses hold as USD/JPY did not break 7 year maximum
actual volatility: 46,2%
40-day volatility average: 103 pips
expected volatility: high due to economic news and FED/FOMC speaks (without significant options expiration)

More info: www.PragueHFTGroup.com

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BIG BOYS orders: €2.7 bn EUR/USD option

PragueHFTGroup Posted 13 Nov. in #Forex #Volatility #EUR/USD #Option #Institutional

Thursday, September 13, 2014

EUR/USD remains between significant psychological levels 1.25 - 1.24
Actual volatility: 40,9%
40-day volatility average: 104 pips
Expected volatility during the day: high due to significant institutional orders

More info: www.PragueHFTGroup.com

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