One-month risk reversals on USD/CHF, a gauge of calls to puts, fell to a two-month low of -1.4 on Thursday, indicating investors are buying put options or bearish bets to position for a decline in the currency pair.
Risk reversals were trading at -0.775 in favor of puts on Tuesday. It means the put demand has increased sharply in three days.
USD/CHF is currently trading at 0.9133, representing a 0.43% gain on the day. The currency pair declined from 0.9200 to 0.9050 in five days to Sept. 15.
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