TechFlow, September 25 — According to Jinshi Data, the September non-farm payroll data scheduled for release on October 3 may be delayed due to a U.S. government shutdown, and the foreign exchange options market has already priced in this possibility.
October 10 and October 17 are seen as the most likely release dates should the data be postponed, as demand for options expiring on these dates has increased. October 10 is receiving the most attention, attracting the highest demand and carrying the largest extra volatility risk premium. Such demand and premium stand out notably within an environment of very low exchange rate volatility.
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