
FxWirePro: USD/CAD OTC setup and fundamental drivers for optimized hedging via collar spreads
Feb 19, 2018 11:06 am UTC| Research & Analysis Insights & Views
In this write-up, writing exorbitant calls in collar spreads amid cautious bears has been emphasized. Before that lets have a glance through the shrinking IVs in USDCAD that are creeping up a tad below 7.4-7.38% for...

Feb 19, 2018 10:08 am UTC| Technicals Insights & Views
Since the beginning of this February, weve noticed considerable bullish consolidation in USDCAD rallies. But back-to-back shooting stars formation counters these rallies (refer daily chart), as a result, the current price...
FxWirePro: Shorting USDJPY near-month straddle vs longs in mid-month strangle
Feb 19, 2018 09:20 am UTC| Research & Analysis Insights & Views
The yen has erupted higher more recently than that (up 16% vs USD and 25% against GBP in 1H 2016 for example). Thats a reminder that when a currency is as cheap as the yen (USDJPY PPP is at 103 according to the OECD) it...

FxWirePro: AUD risk reversals ahead RBA monetary policy minutes
Feb 19, 2018 08:44 am UTC| Research & Analysis Insights & Views
Should hover just above 0.7900 during the day ahead given little data and US markets closed. AUDUSD in medium-term perspective:The reversal from 0.81 late Jan to 0.78 mid-Feb has removed much of the apparent AUD...

Feb 19, 2018 07:08 am UTC| Research & Analysis Insights & Views
Since the BoJ succeeded in killing yen volatility, USDJPY has been a proxy of dollar rates. Japanese long-term rates are following US rates, but have shown almost zero volatility for a year now (refer above graph). USDJPY...

FxWirePro: Spot the benefits of synthetic short EUR/USD delta exposure via EUR/CNH
Feb 16, 2018 12:48 pm UTC| Research & Analysis Insights & Views
One way of reducing/eliminating premium outlay on hedges is to fund OTM USD calls/CNH puts with shorts in EUR calls/CNH puts to effectively create synthetic short EURUSD delta exposure. The attraction of funding via EURCNH...

FxWirePro: Spot the benefits of synthetic short EUR/USD delta exposure via EUR/CNH
Feb 16, 2018 12:48 pm UTC| Research & Analysis Insights & Views
One way of reducing/eliminating premium outlay on hedges is to fund OTM USD calls/CNH puts with shorts in EUR calls/CNH puts to effectively create synthetic short EURUSD delta exposure. The attraction of funding via EURCNH...