FxWirePro: Further EUR downside potential but not faster than JPY, EUR/JPY downtrend likely to ease
Jan 25, 2017 07:52 am UTC| Research & Analysis Central Banks
The massive dollar uptrend is peaking with the massive repricing of yields triggered by the December Fed meeting. The FX space is now in consolidation mode, and the recent FOMC minutes were either neutral or slightly...
Jan 25, 2017 07:35 am UTC| Research & Analysis
Weve already highlighted in our recent write ups on richness in EURJPY skews. For more reading on EURJPY IV skews, please follow below web...
Jan 20, 2017 09:45 am UTC| Research & Analysis
Short volatility structures are appealing given the high cost of implied versus realized vols. Limited loss structures are also preferred. Since August 2015, the historical probability of the USDCNH breaching the knock-out...
FxWirePro: How about getting extra leverage in USD/JPY via a global knock-in
Jan 19, 2017 13:33 pm UTC| Research & Analysis
The promise of an inflationary US policy mix impressively propelled the USDJPY to 118. The pullback has been sharp and it is now time to take a step back. Buying regular knock-in calls despite negative skew: A negative...
FxWirePro: Positional option trades for prolonged EUR/CHF range bounded trend and jerking IVs
Jan 18, 2017 12:19 pm UTC| Research & Analysis Insights & Views
As you could spot out the implied volatilities of EURCHF ATM contracts from the nutshell evidencing IVs the contract of this underlying pair of all expiries have been the least among G10 currency segment. While, the...
FxWirePro: Hedge or delta-hedge MXN exposures capitalizing on vols, risk reversals and macros
Jan 18, 2017 11:56 am UTC| Research & Analysis Insights & Views
We are a little surprised at how well risk markets and EM currencies have traded despite a slew of trade protectionist-leaning appointments to the Trump cabinet over the past few weeks. As noted in our 2017 FX Outlook, we...
Jan 18, 2017 07:36 am UTC| Research & Analysis Insights & Views Central Banks
The macroeconomic data may have improved and headline inflation is on the rise, but these necessary but not sufficient conditions for a more hawkish bias shift at the Bank of Canada will instead probably encounter a...
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