Nov 02, 2016 07:28 am UTC| Central Banks Research & Analysis
Fundamental updates: The Bank of Japan (BoJ) maintained its current quantitative and qualitative easing programme with yield curve control aiming to achieve the price stability target of two pct. BoJ maintains...
Oct 28, 2016 10:14 am UTC| Central Banks Commentary
This weeks Focus updates our estimates of external debt in Emerging Asia, broken into foreign bank loans to the region and foreign currency-denominated debt securities issued by Asias banks, corporates, and...
Oct 28, 2016 09:54 am UTC| Central Banks Commentary
The discounted gloomy UK outlook both prevents a new bold depreciation and a much stronger currency. The technical picture suggests a new turbulence and bearish pressures. GBPNZD made the fresh post-float lows following...
Oct 28, 2016 09:15 am UTC| Central Banks Research & Analysis Commentary
New Zealand posted a NZD 1436 million trade deficit in September of 2016, compared to a NZD 1140 million shortfall a year earlier and beyond market projections of NZD 1125 million gap. Exports dropped by 5.7 pct, led by...
Oct 28, 2016 08:51 am UTC| Central Banks Commentary
Before we begin with this write-up, please be informed that 2m NZDUSD ATM puts are flashing deltas around -0.54. NZDUSD has been tumbling considerably offlate, dropped from the highs of 0.7485 to the current 0.7134...
Oct 28, 2016 07:17 am UTC| Central Banks Commentary
On economic data radar over next fortnight: BoJ economic outlook report, monetary policy decision and policy rates on Oct 31st. GDT price index, Kiwis unemployment rates and inflation reports are scheduled to be...
FxWirePro: What drives you writing overstated exorbitant NZD/JPY options?
Oct 28, 2016 06:00 am UTC| Central Banks Commentary
For an instance, 1w ATM puts and calls of this pair are trading 28% and 30% respectively more than NPV. While the ATM implied volatilities of the same tenor are at just shy above 9.5%. The standard deviation of this put...