Jun 02, 2016 10:08 am UTC| Research & Analysis
The implied volatility of ATM contracts for 1M tenors of this the pair is flashing at around 10%. Delta risk reversals have been bearish neutral but with positive ticks creeping up gradually for next 1m expiries to...
Jun 02, 2016 07:12 am UTC| Insights & Views
As the month of UK referendum begins, we could more chaos in euro and sterling crosses for next 1 - 3m tenors. Especially, the implied volatilities of GBPUSD, EURGBP and EURJPY are taking eccentrically, these three...
Jun 01, 2016 13:11 pm UTC| Insights & Views
The OTC turbulence seems intensifying as the implied volatilities of EUR GBP are spiking witlessly, while hedging sentiments for certain currency pairs have been losing the traction. Especially, EURGBP GBPUSD, with UK...
Jun 01, 2016 11:12 am UTC| Insights & Views Technicals
CrudeOil is pulling away from the markets biggest stormin seven years. A measure of price volatility has tumbled from the highest level since January 2009 as the market frenzy eases amid a potentialpact between the worlds...
Jun 01, 2016 09:20 am UTC| Commentary
The genuine reason is that we have maintained a bearish view on EM FX basket and geared our portfolio construction to long dollar positions and relative value opportunities that should perform well in a rising USD-EM...
Jun 01, 2016 07:01 am UTC| Research & Analysis
It was exactly a week ago that we had advocated diagonal option strips strategy to upbeat both upswings and downswings. For now, longs on calls with 2w expiry are favoured by ongoing rallies. The Aussie dollar jumped as...
May 31, 2016 13:24 pm UTC| Insights & Views
We estimate that deflation in May narrowed to -1.0% yoy from -1.1% in April, while on monthly terms consumer prices increased by 0.1%. We expect 0.2% mom growth in food prices and around 2.4% mom growth in transport...