
FxWirePro: Dual risk aversion scenarios amid divergence between 3m EUR/USD and USD/CHF volatilities
Jul 11, 2016 11:51 am UTC| Research & Analysis Insights & Views
This write up is articulated with a view to intend to prefer volatility spread due to the divergence offered by two G10 currency pairs (i.e. EURUSD USDCHF) post-Brexit referendum. An expensive and asymmetric spread...

Markets priced in 75pct chance of a rate cut from BoE this week
Jul 11, 2016 11:26 am UTC| Insights & Views Central Banks
UK Monetary Policy Committee will meet on Thursday, July 14th, for the first time following the EU referendum result. Attention is now focused on how policymakers will respond to the Brexit vote. Market expectations riding...

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...
What would Abraham Lincoln say to Donald Trump about religion, politics and being a 'Know Nothing'?
Jul 10, 2016 21:18 pm UTC| Insights & Views Politics
As the presumptive Republican nominee, Donald Trump could learn a lot from his partys first president, Abraham Lincoln. He should start with religion and immigration, topics on which he has appealed to fear and bigotry...
Why you can't explain the Iraq War without mentioning oil
Jul 10, 2016 21:13 pm UTC| Insights & Views
Well before the US and UK led the invasion of Iraq, the two countries were under suspicion about their intentions for Iraqs oil. When asked on February 6 2003 in a BBC Newsnight programme whether the war in Iraq was about...