
Apr 11, 2018 11:40 am UTC| Research & Analysis Insights & Views
In the recent past, weve been encountering the major tariff announcements and their impact on various walks of lives, overshadowing what was otherwise a meaningful week of macro data. The US-China trade tensions escalated...

FxWirePro: FX Vol shrinking and need for theta control
Apr 11, 2018 10:22 am UTC| Research & Analysis Insights & Views
A deficiency of alpha opportunities overall within FX universe away from the broad dollar outlook is also being blamed for a lack of leveraged investor enthusiasm for options. There is some merit to this argument in that...

FxWirePro: A run through on what drives tepid FX vols and options liquidation
Apr 11, 2018 08:30 am UTC| Research & Analysis Insights & Views
In our recent post, we shed light on lower FX vols, where stated FX vols have been perplexingly soft over the past two weeks in the face of escalating trade war rhetoric and equity markets jitters have been the talking...

Apr 11, 2018 06:56 am UTC| Research & Analysis Central Banks Insights & Views
The Aussie remains pricey compared to short-term fair value estimates. Yield differentials along the curve continue to move steadily in the US dollars favor, but the more notable move in recent weeks is the slide in...
Apr 10, 2018 11:58 am UTC| Research & Analysis Insights & Views
We maintain a more bullish stance than consensus on BRL short-term. 2 predominant reasons for outperformance near-term: 1) The significant progress in capital flows associated with the growth boost we expect in 2018...

FxWirePro: EUR/CHF iron condor spreads to attain tepid OTC indications and technicals
Apr 10, 2018 11:33 am UTC| Research & Analysis Insights & Views
We spot on the pair that has the least ATM IVs when the underlying spot FX has also been drifting in range bounded trend. We upgraded our CHF forecasts. Those envisaged a gradual but strictly bounded rise in EURCHF to 1.20...

FxWirePro: Intricacies of G10 FX vols and low volatile trading dimensions
Apr 10, 2018 08:33 am UTC| Research & Analysis Insights & Views
FX vols have been perplexingly soft over the past two weeks in the face of escalating trade war rhetoric and equity markets jitters have been the talking point de jour in FX option circles. Please be noted that the...