FX prehled otevrenych pozic

FX Options Analytics: Retail Positioning

Client sentiment for spot on selected crosses, expressed by the ratio of long calls & short puts (bullish) vs. long puts & short calls (bearish). Snapshot of bid/offer prices on selected contracts from Saxo Bank’s innovative FX Options Board.

07 November 2011, 1230 GMT

RETAIL POSITION RATIOS

Long Calls / Short Puts Long Puts / Short Calls

EURUSD 48% (+1%) 52% (-1%) EURUSD

USDJPY 75% (0%) 25% (0%) USDJPY

GBPUSD 64% (0%) 36% (0%) GBPUSD

AUDUSD 48% (-2%) 52% (2%) AUDUSD

USDCAD 50% (-4%) 50% (4%) USDCAD

USDCHF 51% (+5%) 49% (-5%) USDCHF

EURJPY 67% (0%) 33% (0%) EURJPY

EURGBP 59% (-1%) 41% (1%) EURGBP

EURCHF 80% (+2%) 20% (-2%) EURCHF

GOLD 70% (+3%) 30% (-3%) GOLD

SILVER 77% (-1%) 23% (1%) SILVER

SAXO BANK FX Options Analytics 2011-11-07 13:32 UTC

Retail position ratios shows retail trader (not OTC) positioning for each currency pair. Combined spot positions aside, traders with a view that the underlying forex spot rate will rise will tend to be long calls and short puts, traders with a view that the rate will fall will tend to be short calls and long puts. The ratio is an indicator of the overall sentiment from Saxo Bank's clients trading forex options.

http://www.tradingfloor.com/tools/fx-options-analytics-retail-positioning

Radim Dohnal

Saxo Bank