Euro call writers on upper hand as IV remain still higher among G7 space
Nov 05, 2015 11:50 am UTC| Insights & Views
We kept urging quite often the rosy opportunities for bears when spot FX of EURUSD was at 1.1379, we could now see all chances of retesting 1.0807 levels as the delta risk reversal for 1m contracts have shown bearish...
FxWirePro: Reduced IV favors AUD/JPY put holders, 2:1 backspreads to reduce hedging cost
Nov 05, 2015 08:46 am UTC| Technicals
We would urge you to go through below link in order to proceed with our hedging...
FxWirePro: NZD/USD calendar combinations to reduce hedging cost
Nov 05, 2015 07:16 am UTC| Technicals
The pair has broken trendline support at 0.6619 yesterday showing further weakness. We could foresee the next strong levels of support only at 0.6541. This has struggled and failed to hold onto 0.6619 levels which has...
FxWirePro: Short near month CL1! Futures or arbitrage ahead of crude inventories
Nov 04, 2015 13:29 pm UTC| Technicals
Even if the unscheduled outages caused by Brazil and Libya and were to increase somewhat in the short term - according to EIA estimates, they already totaled 3.7 million barrels in September, which was their highest level...
FxWirePro: Stay Short on EUR/JPY via BPS for risk averse backspreads aggressive bears
Nov 04, 2015 08:36 am UTC| Technicals
Please observe in the above nutshell how delta risk reversal numbers are inching higher into negative values gradually in a long run (flashing at negative 1.65 for 1 year expiries). 1W at the money 49.6% delta puts are...
Nov 04, 2015 07:26 am UTC| Insights & Views
The central banks (BoJ, BoA and Fed) remained firm on their monetary policies that utters again unchanged interest rates, this is revolving into realized vols wiper and liquidity declines seasonally into year-end. As a...
FxWirePro: Deploy USD/JPY call ratio spreads as delta risk reversal indicates ATM overpriced calls
Nov 04, 2015 06:55 am UTC| Technicals
From the nutshell showing delta risk reversal of ATM contracts and Net Present values of ATM instruments, it is understood that the ATM calls have been relatively on higher demand (this is just the resultant sentiments...
Johannesburg in a time of darkness: Ivan Vladislavić’s new memoir reminds us of the city’s fragility
Economist Chris Richardson on an ‘ugly’ inflation result and the coming budget
Why Germany ditched nuclear before coal – and why it won’t go back
Labour can afford to be far more ambitious with its economic policies – voters are on board
Sudan: civil war stretches into a second year with no end in sight