
FxWirePro: GBP/CHF gamma puts seem more efficiently sensitive on HY IVs
Jul 14, 2016 10:27 am UTC| Research & Analysis Insights & Views
As we can glance over the sensitivity table of this pair, for every shift towards OTM areas we can spot out theincrease in gamma correspondingly and this is not comparatively happening in ITM zones. More importantly, we...

FxWirePro: GBP/CHF debit gamma spreads for risk averse amid BoE interest rate decision
Jul 14, 2016 09:12 am UTC| Insights & Views Central Banks
The market participants are quite certain that the Bank of England (BoE) will lower its key rate by 25bp today. That is not a new realisation. The market held the same view a week ago. We have nonetheless seen a slight...

FxWirePro: EUR/JPY put backspreads to optimally bid tepid IVs and bearish-neutral risk reversals
Jul 14, 2016 06:58 am UTC| Research & Analysis Insights & Views
OTC Outlook: The implied volatility of ATM contracts 1w expiries of this the pair has been remarkably reduced, shrinking at around 14.39% and at 13.69% for 1w and 3m tenors respectively (see above nutshell). Although...

Jul 13, 2016 13:00 pm UTC| Research & Analysis Insights & Views
Lets have a glance over OTC updates, hedging activities of Swiss franc crosses have been showing less interest in OTC markets. 1w ATM IVs have been lacklustre, slipped below 7% which is on lower side among G10 currency...

China's June trade figures not encouraging, suggest moderation in Q2 GDP growth
Jul 13, 2016 11:32 am UTC| Insights & Views Economy
According to the data released earlier today, Chinese trade balance for the month of June fell to 311 billion, down from Mays surplus of 325 billion. The data was lower than theconsensus estimate of 320 billion. Chinas...

Jul 13, 2016 11:30 am UTC| Insights & Views
The toxic blend of a stimulating backdrop for EM, a weak domestic growth narrative, still high economic vulnerabilities, and disruptive politics are a remedy for a period of extended underperformance by the ZAR. South...
Jul 13, 2016 11:08 am UTC| Central Banks Insights & Views
As a part of Brexit issue, the subject of immigration, potential for conflicts is already emerging, it remains unclear for the time being as to whether the UK will retain free access to the single market, and therefore the...