FxWirePro: CAD among G10 FX bloc stands out as best vols performer amid ending 2017 with whimper, Thanks for early Christmas gift from inflation

Dec 22, 2017 08:09 am UTC| Research & Analysis Insights & Views

Thanks to the inflation data the upside in USDCAD was successfully defended. The Canadian inflation data for November surprised on the upside and gave an early Christmas present to CAD in the shape of a rally. The overall...

FxWirePro: Kiwis delivers leftover gains on GDP, 3m skews to OTM put strikes – Wise NZD/USD hedging via put ratio spreads for lingering downside risks

Dec 22, 2017 06:59 am UTC| Research & Analysis Insights & Views

NZDUSD medium-term perspectives seem to have delivered its gains in its consolidation phase.NZD preserved its post-GDP gains to 0.7020-50 levels. While AUDNZD rose from 1.0940 to 1.0980. The New Zealand economy advanced...

FxWirePro: Hedge EUR/USD and US equities via vanilla calls as US congress passes tax bill

Dec 21, 2017 13:07 pm UTC| Research & Analysis Insights & Views

The US Congress finally passed the tax reform bill, which provides significant tax cuts including a reduction in the headline corporate tax rate to 21% from 35%. President Trump will now sign it into law, although reports...

FxWirePro: Hedge EUR/USD and US equities via vanilla calls as US congress passes tax bill

Dec 21, 2017 13:07 pm UTC| Research & Analysis Insights & Views

The US Congress finally passed the tax reform bill, which provides significant tax cuts including a reduction in the headline corporate tax rate to 21% from 35%. President Trump will now sign it into law, although reports...

FxWirePro: FX vols more rigorous than equities – SPX vs EUR/USD, UKX vs GBP/USD and AS51 vs AUD/USD

Dec 21, 2017 13:02 pm UTC| Research & Analysis Insights & Views

There continues to be wide gulf between the European and US equity markets in terms of liquidity and gap between FX volatility. Not only are the cash markets much deeper in terms of daily turnover, but the derivative...

Europe Roundup: Euro slides but EUROSTOXX still edgy, DXY eases as BoJ maintain status quo - Thursday, December 21st, 2017

Dec 21, 2017 12:22 pm UTC| Market Roundups Insights & Views Central Banks

Market Roundup EUR/USD 0.05% up, USD/JPY 0.24% up, GBP/USD up about 0.10%, EUR/GBP down by 0.03% DXY 0.02%, DAX 0.03%, FTSE -0.13%, CAC -0.4%, IBEX -0.3%, Brent -0.48%, Gold -0.05% BOJ maintains policy steady as...

FxWirePro: Knock-in spreads to tackle positive correlation between USD/JPY and yen rates

Dec 21, 2017 08:53 am UTC| Central Banks Research & Analysis Insights & Views

The Japanese central bank (BoJ) left its expansionary monetary policy unchanged in its statement. What matters more is the message that BoJ Governor Haruhiko Kuroda delivered at the press conference. Many observers had...