FxWirePro: Low vols and depressed risk reversals - Shorting EUR/CNH call to finance USD/CNH calls
May 24, 2018 09:47 am UTC| Research & Analysis Insights & Views Central Banks
If you are reckoning about a break in the dollar appreciation trend, then USD calls seem to be cheaper relative to spot retracement headroom in CNH, thus, we advise the best value in USD calls judging from the number of...

FxWirePro: Activate 3m EUR/GBP and EUR/JPY correlation swaps
May 23, 2018 11:12 am UTC| Research & Analysis Central Banks Insights & Views
Selling EURGBP vs EURJPY correlation swaps to exploit idiosyncratic GBP noise with positive carry. Short EURGBP vs. EURJPY correlation in our view, the re-emergence of idiosyncratic UK policy risk as a GBP driver is a...
FxWirePro: The Day Ahead- 23rd May 2018
May 23, 2018 03:51 am UTC| Commentary Central Banks
Lots of economic data and events scheduled for today, and some with high volatility risks associated. Data released so far: Japan: Nikkei manufacturing PMI declines to 52.5 in May. Australia: Westpac leading...
FxWirePro: The Day Ahead- 22nd May 2018
May 22, 2018 04:16 am UTC| Commentary Central Banks
Not many of economic data and events scheduled for today, and all with low to medium volatility risks associated. Upcoming: United Kingdom: MPC member Vlieghe is set for a speech at 8:15 GMT. Public sector net...
Fundamentals to watch out for this week
May 21, 2018 12:32 pm UTC| Commentary Central Banks
In terms of volatility risks, this week is relatively light both in terms of data and events. What to watch for over the coming days: Central Banks: Several speakers from U.S. Federal Reserve this week;...
Fed Hike aftermath Series: Hike probabilities over coming meetings
May 21, 2018 06:34 am UTC| Commentary Central Banks
FOMC increased interest rates in March and maintained its forecast for three rate hikes in 2018. FOMC also forecasted a faster pace of hikes next year than previously forecasted. March decision was unanimous. Current...
FxWirePro: The Day Ahead- 21st May 2018
May 21, 2018 04:23 am UTC| Commentary Central Banks
Not many of economic data and events scheduled for today, and all with low to medium volatility risks associated. Data released so far: New Zealand: Credit card spending rose up 7 percent y/y in...
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