
A glimpse on USD/JPY delta risk reversal, ATM vols and deferred Fed’s lift-off
Oct 01, 2015 06:51 am UTC| Commentary
From the above table, it is understood that 1 week ATM contacts of USDJPY have gradually reduced implied volatilities after the much awaited feds meet which did not evidence any change in its rate policy that could have...
BoE hike likely postponed too far from now
Oct 01, 2015 06:50 am UTC| Commentary
Bank of England kept interest rates unchanged at its September meeting. But it turned out that the Fed meeting was even more important, after the Feds dovish message spread, the GBP weakened as the markets pushed forward...
EUR-USD to move in range of 1.1250-1.1300
Oct 01, 2015 06:46 am UTC| Commentary
After all the FOMC members did not provide any news. Janet Yellen seemed very cagey at a conference on community banking yesterday, avoiding comments on monetary policy. Should the US ISM index disappoint it may provide...
Base effects to drive Euro Area's inflation rate higher
Oct 01, 2015 06:45 am UTC| Commentary
Looking forward, base effects will be an important driver of Euro areas inflation rate. Between September 2014 and January 2015, the Brent oil price fell from USD 97/b to 53/b. The subsequent fall in the HICP energy index...
U.S. construction spending likely remained uptrend
Oct 01, 2015 05:57 am UTC| Commentary
Paced by an anticipated acceleration in home-building activity, the nominal value of new construction in U.S. put-in-place probably expanded by 0.8% in August, boosting the cumulative rise since last November to 11.8%....

U.K. manufacturing still struggling
Oct 01, 2015 05:50 am UTC| Commentary
Evidence is mounting that the recent weakness of U.K. exports is dragging down the manufacturing sector. It should be borne in mind that in H1 goods exports were actually very strong but the most recent business surveys...

Euro area final September manufacturing PMI to be slightly up
Oct 01, 2015 05:43 am UTC| Commentary
The final manufacturing PMIs of euro area for September should remain close to flash estimates with the expectation being a slight increase in the Eurozone figure from 52.0 to 52.3 (52.3 in August) thus mirroring the...