Greek drama is scheduled at Brussels today
Jun 10, 2015 10:38 am UTC| Insights & Views
Greek drama is scheduled at Brussels today as Greek Prime Minister Alexis Tsipras headed there to meet German counterpart Angela Merkel and French President Hollande in another attempt to resolve the countrys debt...
UK industrial production review
Jun 10, 2015 09:03 am UTC| Insights & Views
Office of National statistics released data on UKs manufacturing and industrial production for the month of April. Key highlights - Total production output increased by 1.2% in April 2015 compared with April 2014....
Short WTI oil binary straddles on crude inventory checks
Jun 10, 2015 08:35 am UTC| Insights & Views
The major event in US for the day is crude oil inventory amid other data events are such as 10y bond auction and budget statement.Inventories of crude oil in the US are decreased by 1.95 million barrels in the week ending...
Jun 10, 2015 08:22 am UTC| Insights & Views
German 10 year bund has finally hit the level and beyond, what many on the market was calling "the magic number" 1% yield. Euro got the necessary boost from rising yields, though long term yield usually doesnt move...
Short Hedging on German treasury bunds
Jun 10, 2015 07:59 am UTC| Insights & Views
Short EUR 6M 10y treasury receivers call, 50 bps Out-of-The-Money options on bonds or equivalently Sell receivers swaption on rates an option seller is naturally short volatility.But in a bear market when prices are...
RBA Governor Stevens provides dovish verbal intervention
Jun 10, 2015 07:52 am UTC| Insights & Views
While Reserve Bank of Australia (RBA) delivered neutral statement on June 2nd, RBA governor Mr. Stevens was far more specific today over monetary policy expectations and Aussie exchange rates. Mr. Stevens cleared the...
Put replication proved more effective means of hedging
Jun 10, 2015 07:21 am UTC| Insights & Views
Well indeed with German bunds, What if the other way round.Lets visualize a scenario where German bunds did not fetch this much yields and curve would have been narrowed. In which case the fund manager who would be...