Jul 12, 2016 09:41 am UTC| Insights & Views
Several central banks have been visibly misplaced their inflation targets for months in times of zero interest rates - to the downside that is. The only central bank that manages to miss it on the other side is Norges...
Jul 12, 2016 07:49 am UTC| Research & Analysis Insights & Views
Swedish Krona has been under pressure since the Brexit, EURSEK has gained from the lows of 9.2474 levels to the current 9.4776 levels (almost 2.5% within 8-10 days of the outcome of Brexit). However, todays inflation...
Jul 12, 2016 07:08 am UTC| Insights & Views
Before we begin, lets just have a glance on OTC market positioning for hedging the uncertainty in USDJPY. ATM IVs for next 1-2 months contracts reasonably higher at around 13-14% ahead of FOMC speeches and this months...
Jul 12, 2016 06:46 am UTC| Technicals
The upswings seem most likely as the pair takes trendline support at 100.521 levels. If the current prices jump above 21DMA decisively, that signals more buying sentiment in theshort term. One can easily observe as...
FxWirePro: Long USD/CHF vs Short EUR/USD 3m volatility swaps
Jul 11, 2016 11:15 am UTC| Insights & Views
Further divergence between EUR/USD and USD/CHF volatility A spread of volatility swaps is exposed to the volatility differential between two currency pairs. Investors holding the position until the 3m expiry face unlimited...
Jul 11, 2016 09:52 am UTC| Insights & Views
A Fed rate hike in H2 16 and rising expectations ahead of it are expected to support USD/CAD from monetary divergence. An expected plateauing of the oil price trend going forward also eliminates what has been one of the...
Jul 11, 2016 07:23 am UTC| Research & Analysis Insights & Views
Please be noted that the 1w implied volatilities of ATM puts, the IVs of this pair is at 22.91%. 2W to 1M expiries are trending above 20.7% and 21.21% respectively, while OTM skewness in these IVs signals more...