Over the last several months, many Foreign Exchange (FX) currency pairs have been trading in narrow ranges. Whether it’s just a summer phenomenon or a structural shift in market volatility, no one can be certain – but it has created challenges for many FX investors who find it difficult to make money in range-bound, narrow markets. To take advantage of this low volatility environment, traders and institutional investors can employ popular trading strategies utilizing vanilla strategies as well as well as more advanced strategies using Double No Touch (DNT) FX options.

On September 19, 2012 Udi Sela discussed the mechanics of DNT strategies and explained how they can help investors seeking higher returns while limiting potential losses.

Using a USD/JPY case study with pricing examples and actual market rates, Mr. Sela covered the following key topics in the webinar:

  • Discussion of the recent low volatility environment

  • Traditional volatility trading strategies
  • Mechanics
  • Risks
  • Primer on DNT FX options
  • Risk measures and scenario analysis for DNT strategies
  • Similar strategies – European Range Bet options, DNTs in emerging markets
To view the webinar replay, just register on the right side of this page.

Featured Numerix Speakers:

Udi Sela, Vice President, Client Solutions Group
Udi Sela has worked in the Foreign Exchange (FX) derivatives markets for 18 years. A senior derivatives trader and trading manager at Citibank and JPMorgan, he has developed expertise in derivatives spanning both vanilla and complex FX options. For the last nine years, Sela has led product development and pre-sales functions within a range of financial software vendors.

Moderator: Jim Jockle, Chief Marketing Officer
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.

Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.

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