
FxWirePro: Improvising odds for AUD/JPY PRBS as IV of ATM instruments increase
Sep 10, 2015 08:22 am UTC| Insights & Views
The implied volatility of near month ATM calls are perceived almost close to 16.55% which is quite higher side while using vega spreads we can neutralize IV effects and participate in prevailing short term downswings.One...

Sep 10, 2015 07:26 am UTC| Insights & Views
Technical Roundup:Those whove constructed the below strategy when we advised this last week, the premiums from deep out of the money puts with shorter expiry would have been certain profits. The downtrend that has been...

FxWirePro: AUD/USD’s relentless downswings and higher IV exert a pull on gamma spreads
Sep 10, 2015 07:02 am UTC| Insights & Views
The prevailing implied volatility rates for AUD/USD ATM 1M and 1W contracts is 13.5%, while delta risk reversal for 3M to 6M contracts is exceeding -2 which means donwside sentiments are piling up. Since Aussie balance of...

Currency snapshot (major pairs)
Sep 09, 2015 18:40 pm UTC| Insights & Views
Dollar index trading at 96.13 (-0.09%). Strength meter (today so far) - Euro -0.25%, Franc +0.24%, Yen -0.60%, GBP -0.18% Strength meter (since last week) - Euro +0.31%, Franc -0.39%, Yen -1.47%, GBP +1.33% EUR/USD...

Currency snapshot (commodity pairs)
Sep 09, 2015 18:08 pm UTC| Insights & Views
Dollar index trading at 96.15 (+0.31%) Strength meter (today so far) - Aussie -0.20%, Kiwi +0.40%, Loonie -0.20%. Strength meter (since last week) - Aussie +1.72%, Kiwi +1.94%, Loonie +0.31%. AUD/USD - Trading at...

Commodities snapshot (precious & industrial)
Sep 09, 2015 17:48 pm UTC| Insights & Views
Metal pack is mixed as precious is trading in red, industrial is trading in green today. Performance this week at a glance in chart table - Gold - Gold is down to support around $1100 area. Todays range -...

Sep 09, 2015 16:33 pm UTC| Insights & Views
Equities are all trading in green today. Performance this week at a glance in chart table - SP 500 - SP rose sharply, to trade as high as 1994, as risk on gained further pace. Todays range 1965-1994 SP 500 future is...