
FxWirePro: - Speculate and hedge EUR/SEK via CRBS amid stagnant IVs
Jun 29, 2016 12:50 pm UTC| Research & Analysis Insights & Views
As shown in the diagram, EURSEK ATM calls are trading a tad below 12% (11.97% to be precise), even though IVs likely to fade a bit it is stagnant above 9%. If IV is on thehigher side, it implies that the market ponders...

FxWirePro: Swedish inflation curtails rate cut prospects by Riksbank
Jun 29, 2016 12:38 pm UTC| Insights & Views Central Banks
The brisk spike in inflation probably rules out new cuts by the central bank in Sweden. After four years mainly spent below 1%, the Swedish CPIF bounced sharply to 1.5% at the beginning of the year, taking a step towards...

Markets recalibrate Fed pricing in the wake of Brexit, hike unlikely until 2018
Jun 29, 2016 12:21 pm UTC| Insights & Views Central Banks Commentary
After the outcome of the recent UK referendum a period of heightened uncertainty is expected to prevail in the coming weeks, possibly months. European leaders appear to want to move forward with Brexit plans as quickly as...
Brexit Lessons- Think the unthinkable
Jun 29, 2016 12:16 pm UTC| Economy Commentary Insights & Views
If theres a valuable lesson to be learnt from the outcome of the UK EU referendum, is to always think the unthinkable even when the last run of opinion poll findings going in to a referendum start to move in the opposite...
Jun 29, 2016 11:55 am UTC| Insights & Views Economy
The leading investment banks have many reasons to worry ahead of 2017 and 2018 fiscal years, thats when the U.K. could complete its retreat from the European Union formalities, potentially revealing the full scope of...

FxWirePro: EUR/GBP 1w IVs still the best trading bets and risk reversal favours option straps
Jun 29, 2016 09:28 am UTC| Research & Analysis Insights & Views
Please observe in the above nutshell showing IV shifts on alower side but still above 15% that shows the intensity in hedging activities. And the sensitivity tool evidences the efficiency of the options strategy as to...

FxWirePro: FxWirePro: Rosy time for AUD/NZD strangle shorts for certain yields
Jun 29, 2016 05:56 am UTC| Research & Analysis Insights & Views
AUD/NZD IVs keeps option writers on upper hand. The implied volatilities of ATM contracts of all expiries have been the one of the least among G10 currency segment, 1W expiries flashes below 8.8%. In AUDNZD FX options...