FX Hedging Strategy Series

FxWirePro: JPY IVs blow out of proportion, disparity between ATM premiums and 1w IVs – Calls seem under-priced ahead of Fed and BoJ

Jul 25, 2016 07:11 am UTC| Central Banks Research & Analysis Insights & Views

Please be noted that the yen currency crosses flash the highest IVs among G20 space (seems quite exaggerated OTC moves), while USDJPY sizeable market pin risks at 105.50 for tomorrows expiries and higher skews for OTM put...

Zero tolerance laws increase suspension rates for black students

Jul 25, 2016 06:41 am UTC| Insights & Views Life Law

The State Senate of Michigan is currently considering legislation that would scale back zero tolerance discipline policies in the states public schools. Zero tolerance discipline laws require automatic and generally...

US Election Series

Why 'woman' isn't Hillary Clinton's trump card

Jul 25, 2016 06:39 am UTC| Insights & Views Politics

At a recent rally on Roosevelt Island in New York City, Hillary Clinton remarked that she wanted the United States to be a place where a father can tell his daughter yes, you can be anything you want to be, even president...

FX Hedging Strategy Series

FxWirePro: Foreign traders in EUR/JPY to capitalize on long-term RR in option strips for hedging as Draghi sends dovish tone

Jul 22, 2016 14:14 pm UTC| Research & Analysis Insights & Views

In one of the less interesting press conferences of the year, ECB President Mario Draghi focused on the new challenges presented by Brexit but gave very little away in terms of whether action could be needed and what such...

FX Hedging Strategy Series

FxWirePro: Bidding 6m RR and hedging AUD FX risk via long options positions likely to offer fair value

Jul 22, 2016 13:16 pm UTC| Research & Analysis Insights & Views

Please be advised that the hedging sentiments signify the weakness in AUDUSD, as a result, the OTM puts seem relatively costlier than OTM calls. So what could be the alternative..? Are you ready to leave the AUD exposures...

FxWirePro: GBP foreign trade bills and OTC hedging positioning to glimpse on how to infer the UK balance of payments post-Brexit

Jul 22, 2016 12:56 pm UTC| Research & Analysis Insights & Views

Delta risk reversals of GBPUSD: From the nutshell showing delta risk reversals, we understand that GBPUSD has been one of the most expensive pairs to be hedged for downside risks as it indicates puts have been relatively...

FxWirePro: Deploy AUD/CHF puts in butterfly spread during tepid IVs

Jul 22, 2016 12:12 pm UTC| Research & Analysis Insights & Views

1W ATM IVs of this pair is perceived at around 9.7%, which is one of the least IVs to perceive among G10 currency space. Technically, the pair drifts in therange between upper strikes at 0.7550 and lower strikes at...