FX volatility is at an all-time low. Which currencies are expected to do best when FX vol increases?These would be the safe havens (JPY, CHF, USD). Those that are most tied to the commodity markets (AUD, NZD, CAD) are expected to do the worst.The best risk/reward bet is on FX vol increasing from here.
Edited 06 Dec 2019, 09:54
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