Sep 22, 2016 05:25 am UTC| Central Banks Research & Analysis Insights & Views
You can observe ATM implied volatilities of NZDUSD of 1w expiries have massively collapsed from 14.53% to the current 9.82% (just within two days) as this morning the RBNZ stays pat in its monetary policy, leaving the OCR...
Sep 21, 2016 13:38 pm UTC| Insights & Views
The oil markets have transitioned from huge global oversupply, seen in Q214 Q116, to a rough balance forecast for the next four quarters, Q316 Q217. The next transition, from rough balance to a significant global supply...
Sep 21, 2016 13:10 pm UTC| Economy Research & Analysis
GBP fell further than expected in the aftermath of the UK vote to leave the EU and after the MPC eased policy at the start of August. Since then, a bounce in economic indicators has been accompanied by a GBP bounce to...
Sep 21, 2016 11:50 am UTC| Research & Analysis
FX OTC outlook: Since1W EURJPY implied volatility has been declined massively on the back of BOJs shift in its monetary policy, slight bullish swings were observed today in spot FX (day highs at 114.395), but collapsed...
FxWirePro: CNH vols seems rich but risk reversal hedges cheap – USD/CNH seagull for hedging
Sep 21, 2016 10:23 am UTC| Central Banks Insights & Views
USDCNH continues to be a favored strategic vol short that we are willing to hold through event risks this month. The rationale for the trade has not changed since initiation faith in the PBoC to engineer orderly, low...
Sep 21, 2016 08:19 am UTC| Central Banks Research & Analysis
1W and 1M ATM IVs of GBPJPY are rising in OTC markets, flashing a tad below 13% and 12.29% respectively on the BoJs monetary policy. 1w IV skews are equally interested in both OTM calls and OTM puts, while 1m skews...
Sep 21, 2016 07:42 am UTC| Central Banks Research & Analysis
The yen is pressurized against the US dollar, the pair spiked to the highs of 102.784, settled to trade at 102.040 levels currently, trimming its advance this year to about 17 percent. While GBPJPY is no exception, has...