Volatility Swaps

Discussion in 'Forex' started by fconyer, Apr 4, 2007.

  1. fconyer


    Does anyone trade currency volatility swaps?
    Is this a strictly OTC product?
    Any info would be appreciated.
  2. it is indeed strictly OTC....

    call ICAP.
  3. allenfx


    never heard of it!!
    please explain more. New?
  4. Hear of that some years... thought the source pulling my leg...
    I guess it trades volatility only...not direction

    so maybe puts means volatility heading down...
    wow...the next generation trading could the rate of change volitility ---> acceleration

  5. rosy2


    i know equity vol swaps are active and liquid in the OTC market. they are based off realized volatility over a period of time. and you already can trade the rate of change.