Hello everyone, There are some useful Sentiment indicators based on FX Options trading activity and US Yeild Curve analysis. Just to start a discussion... As of 07/25/08, US Options Markets Open Interest Ratio was: EUR/USD 1.13 Neutral GBP/USD 1.85 Bearish USD/CHF 3.59 Bearish USD/JPY 0.83 Bullish AUD/USD 0.35 Bullish US Yield Curve is shifting upward, my reading for 10Yr Yield / 2Yr Yield Ratio is -1.57% at a close on 07/25/08 - Bullish for US Dollar.. Let me know if this is an interesting piece of info. I have more stuff on Oil, Gold, Stocks, Bonds influence on Forex Markets. Inter-Market Analysis is pretty powerful addition to the Trend and Momentum analysis...Opinions welcome!
Hello, This is very interesting. I was searching for this data, but couldn't find it. Where is it published? I have been watching and recording these relationships. But it's tedious to search for and update manually. Thanks, regards, Felix
It's all public data but in a tricky format so I had to write a macro that runs it quickly. Thanks for reply. I will update with more readings.
As of 07/28/08, Put/Call Sentiment was as following: EUR/USD - 11.7 Overly Bearish AUD/USD - 1.4 Bearish Options traders are becoming bearish on Aussie! US Yield Curve gave a Bearish signal for USD (Steep). (10Y Yield/ 2Y Yield +2.7%).
These data might be of interest for your stats: http://www.cmegroup.com/market-data/datamine-historical-data/volume-open-interest.html see "Daily volume and open interest report" at the end you find put call data Regards, Felix
Thank you. Not many people are interested in my Sentiment indicators: EUR and AUD bets by options traders were right though. I haven't seen bearish reading for Aussie for a long time.
EUR/USD Put/Call was 0.18 - Overly Bullish, while AUD/USD continued with Bearish reading - 1.52. US Yield Curve signaled -0.75, Bullish for USD...
EUR/USD gave "Overly Bullish" signal yesterday 0.18, right after "Overly Bearish" 11.7 Put/Call reading on 07/28/08: Options traders have been united on the directional decisions for the past two days.. AUD/USD CONTINUED WITH STRONG BEARISH SENTIMENT FOR THE THIRD DAY IN A ROW (1.52). OPTIONS FOLKS CONTINUED TO BET ON THE AUSSIES FALL! However, Gold and Oil are currently Oversold, ready for the rally! US Yield Curve Sentiment signaled -0.75%, Bullish for USD (Curve Flattened).
EUR/USD gave "Overly Bullish" signal yesterday 0.18, right after "Overly Bearish" 11.7 Put/Call reading on 07/28/08: Options traders have been united on the directional decisions for the past two days.. AUD/USD CONTINUED WITH STRONG BEARISH SENTIMENT FOR THE THIRD DAY IN A ROW (1.52). OPTIONS FOLKS CONTINUED TO BET ON THE AUSSIES FALL! However, Gold and Oil are currently Oversold, ready for the rally! US Yield Curve Sentiment signaled -0.75%, Bullish for USD (Curve Flattened).