FxWirePro: Find Relative Value In Cheap Vol – Activate AUD/JPY/USD Straddle Spread
May 14, 2020 12:02 pm UTC| Research & Analysis Insights & Views
AUDUSD downside risks persist near term, led by global risk sentiment, the 0.6400 area vulnerable. The medium-term perspectives of Aussie dollar will continue to remain under downward pressure as a proxy for the global...
FxWirePro: A Quick Run Through On Implied Correlations In Antipodeans
May 14, 2020 11:17 am UTC| Research & Analysis Insights & Views
Option markets have so far been heedless to the diverging paths of RBA and RBNZ QE, and by extension to the still early-stage differentiation between AUD and NZD. Our antipodean strategists have noted the distinction...
Blockchain Revolution Series: WEF To Give Blueprint For Decentralised Economy
May 14, 2020 09:17 am UTC| Research & Analysis Digital Currency
The World Health Organization (WHO) scheduled a media briefing yesterday to give update the public on the COVID-19 coronavirus pandemic. Lockdowns are not one-size-fits-all, nor a comprehensive solution for fighting...
FxWirePro: Risk-Reversal Analysis For Aussie – AUD Shorts Against EUR More Luring Than USD
May 14, 2020 08:02 am UTC| Research & Analysis Insights & Views
Even after the 50% pullback from the manic extremes of March, AUDUSD risk-reversals are at 2008 GFC extremes as a ratio to ATM vols (refer above chart). The short-memory of the unhinged collapse in AUD spot and spike in...
Norwegian Macros Provides Breathing Space To Norges - Delta Loop Vanilla Triangle Package For NOK
May 13, 2020 14:47 pm UTC| Research & Analysis Central Banks Insights & Views
Inflation was not much of an issue in Norway anyway over the past few years, so that Norges Bank was able to hike its key rate quite strongly over the past two years until it lowered it back to 0% again as a result of the...
FxWirePro: A Prudent Run Through On AUD Options Market Analytics
May 13, 2020 12:43 pm UTC| Research & Analysis Insights & Views
Even after the 50% pullback from the manic extremes of March, AUDUSD risk-reversals are at 2008 GFC extremes as a ratio to ATM vols (refer above charts). The short-memory of the unhinged collapse in AUD spot and spike in...
FxWirePro: Spotlight On Crude Oil Demand/Supply Equation And Hedging Strategy
May 13, 2020 10:32 am UTC| Research & Analysis Insights & Views
Eurostat reported Euro area retails sales recently, confirming that the regions automotive fuel consumption dropped by 20.8% m/m in March. The weak fuel consumption data has prompted us to further cut our European road...