Forex options warn NFP data may be delayed due to US government shutdown
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Forex options warn NFP data may be delayed due to US government shutdown
According to Jinshi Data, the September non-farm payroll data scheduled for release on October 3 may be delayed due to the 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 following the delay, 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 additional volatility risk premium. This demand and premium stand out particularly in an environment of very low exchange rate volatility.
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.




