Home EUR/CHF risk reversals hit hit 11-month high, signal CHF weakness ahead

EUR/CHF risk reversals hit hit 11-month high, signal CHF weakness ahead

Updated: 4 Mar. 2019 | 06:27

EUR/CHF one-month 25 delta risk reversals are currently trading at -0975, the highest level since May 16, 018.

The negative number indicates that the value (or demand) for puts (bearish bets) is higher than that for calls (bullish bets).

That said, the fact that the gauge has jumped to 11-month highs indicates the investors are expecting EUR/CHF to rise in the near future. As of writing, the pair is trading at 1.1356.

Risk reversals

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