
FxWirePro: EUR/SEK lacklustre IVs lure “CCS” during crayfish party for both speculation and hedging
Jul 14, 2016 13:08 pm UTC| Research & Analysis Insights & Views
We reckon that the major uptrend of EURSEK and the abrupt bear swings could be efficiently tackled by the below option strategy. As shown in the diagram, the ATM IVs of this pair have been anextremely lower side which...

FxWirePro: EUR/USD tactical positioning in options investing – Optimize convexity and volatility
Jul 14, 2016 12:54 pm UTC| Research & Analysis Insights & Views
The implied volatility of ATM contracts for 1M-3M expiries of this the pair is flashing at around 8.4%. While current 1w IVs of ATM contracts of EURUSD crossfor 1W expiries considerably on a higher side (almost at...

Eurozone’s industrial performance misses forecasts in May, indications less encouraging for Q2
Jul 14, 2016 12:00 pm UTC| Insights & Views Economy
Data released by EUs statistics agency Wednesday showed that eurozone industrial production fell by 1.2% m/m in May, compared to an upwardly revised 1.4% rise in the earlier month. Compared with May 2015, output was up...

FxWirePro: GBP/CHF gamma puts seem more efficiently sensitive on HY IVs
Jul 14, 2016 10:27 am UTC| Research & Analysis Insights & Views
As we can glance over the sensitivity table of this pair, for every shift towards OTM areas we can spot out theincrease in gamma correspondingly and this is not comparatively happening in ITM zones. More importantly, we...

FxWirePro: GBP/CHF debit gamma spreads for risk averse amid BoE interest rate decision
Jul 14, 2016 09:12 am UTC| Insights & Views Central Banks
The market participants are quite certain that the Bank of England (BoE) will lower its key rate by 25bp today. That is not a new realisation. The market held the same view a week ago. We have nonetheless seen a slight...

FxWirePro: EUR/JPY put backspreads to optimally bid tepid IVs and bearish-neutral risk reversals
Jul 14, 2016 06:58 am UTC| Research & Analysis Insights & Views
OTC Outlook: The implied volatility of ATM contracts 1w expiries of this the pair has been remarkably reduced, shrinking at around 14.39% and at 13.69% for 1w and 3m tenors respectively (see above nutshell). Although...

Jul 13, 2016 13:00 pm UTC| Research & Analysis Insights & Views
Lets have a glance over OTC updates, hedging activities of Swiss franc crosses have been showing less interest in OTC markets. 1w ATM IVs have been lacklustre, slipped below 7% which is on lower side among G10 currency...