FX Hedging Strategy Series

FxWirePro: 1Y EUR vol remains core vega longs amid murky ECB decision on soft taper

Dec 20, 2016 07:30 am UTC| Central Banks Research & Analysis

A reminder of ECBs primary objective highlights why, with credit demand and growth so low, ECB has extended its QE. Core inflation, despite the rebounding of headline CPI, is stagnating under 1%, rather than pushing...

Weaker yen revitalizes BoJ’s optimism

Dec 20, 2016 07:23 am UTC| Commentary Central Banks

Bank of Japan (BoJ), which was supposed to be the most wretched central bank of the year 2016, suddenly finds anew wave of optimism in the latest weakening of the Japanese yen. Since Donald Trumps victory in the US...

FX Hedging Strategy Series

FxWirePro: EUR/JPY 1m3m risk reversals and IV skews make ideal hedging proportion – Calendar put spreads to match OTC signals

Dec 20, 2016 06:40 am UTC| Central Banks Research & Analysis

The BoJ maintains status quo in its monetary policy, it seems that the central bank is focused soothing 10Y Treasury bond yield,the benchmark for long-term borrowing costs, at around zero pct and keep the overnight...

Taiwan central bank likely remain on hold to gauge impact of Fed’s hawkish policy stance

Dec 20, 2016 06:16 am UTC| Central Banks Economy

The central bank of the Republic of China (Taiwan) (CBC) is expected to keep its interest rate unchanged at the monetary policy meeting scheduled to be held on December 22, in a likely attempt to gauge the hawkish policy...

RBA December meeting minutes demonstrate series of concerns, but highlights positives in current conditions

Dec 20, 2016 06:06 am UTC| Commentary Central Banks

The Reserve Bank of Australias December board meeting minutes showed their series of worries and also underlined the positives in current conditions. The board was quite worried regarding the possible harm to global...

BoJ holds policy decision steady, raises economic assessment

Dec 20, 2016 05:12 am UTC| Commentary Central Banks Economy

The Bank of Japan (BoJ) in its two-day monetary policy meeting concluded Tuesday, held interest rate steady, with an outlook of upbeat economic conditions in the near term. Also, it pledged to keep the 10-year yields near...

Riksbank seems in no hurry to deliver rate cut, to prolong current QE programme

Dec 19, 2016 16:00 pm UTC| Commentary Central Banks Economy

Riksbank meets on Wednesday, 21st December to decide policy rates and is expected to stay pat. The central bank has cut its benchmark interest rate deep below zero and unleashed a bond buying program to spark inflation...