
Jan 13, 2017 13:45 pm UTC| Research & Analysis Insights & Views Central Banks
Short EURCHF: This trade serves as a portfolio-level hedge against forthcoming European political risk (we have a range of long Europe/short USD bloc trades and so have an implicit long exposure to EURUSD). But the...

FxWirePro: What’s up with materially rich EUR/JPY forward vols?
Jan 13, 2017 12:50 pm UTC| Research & Analysis Insights & Views
Weve already highlighted in our recent write ups on richness in EURJPY skews. For more reading on EURJPY IV skews, please follow below web...
FxWirePro: Is this the quest for relative value in BRL/JPY – USD/BRL vega spreads?
Jan 13, 2017 12:15 pm UTC| Research & Analysis Insights & Views
Weve already highlighted in our recent write ups on the concerted rise in the dollar against currencies of all stripes since US Election Day has elevated USD correlations to near historical highs. Subsequently, the...

FxWirePro: Trumps Threats to Trap DXY - Risk Parity funds and CTAs leave markets vulnerable
Jan 13, 2017 11:39 am UTC| Insights & Views
The USD weakness that started after Donald Trumps press conference continued all through the day yesterday. We arent sure whether Donald Trumps presidency proves beneficial to FX markets or stocks or not, his press...
Jan 13, 2017 10:29 am UTC| Insights & Views Commentary
In the debut conference of Mr. Trumps off-the-cuff statements have caused in boosting or plummeting certain segments and stocks. For an instance, it seems to be the defense sector has been the prime targets of Mr. Trumps...

Jan 13, 2017 07:39 am UTC| Research & Analysis Insights & Views
Please be noted that even though the risks reversals have shown the shift in hedging sentiments, the IV skews in far month contracts of this APAC pair has been evidencing downside risks still remain intact as OTM puts are...

FxWirePro: MXN and ZAR risk reversals indicates trade protectionism due to US fiscal policy agenda
Jan 13, 2017 07:29 am UTC| Research & Analysis Insights & Views
Please be noted that the constructive dollar on FEDs recent hiking hints + trade protectionism policies you mustve seen that the policy hedge in some commodity driven currency such as CADNOK as an oil-neutral trade...