
Short MXN volatility through USD/NOK – USD/MXN 3M3M FVA spreads
Jun 05, 2015 07:30 am UTC| Insights & Views
As shown in the figure, volatility curve for USD/MXN pair is steeply upward between 3M-6M segment, relatively stagnant between 6m-1Y and steep spike again beyond 1Y segment.Since the 3M-6M sector of the USD/MXN vol curve...
Guide to today’s important data and events
Jun 05, 2015 07:17 am UTC| Insights & Views
Guide to todays important data and events Not many economic dockets scheduled for today, risk associated is high. Focus is on US NFP report and Euro zone GDP. Data released so far - Japan - Coincident index and...
Guide to today’s important data and events
Jun 05, 2015 07:05 am UTC| Insights & Views
Not many economic dockets scheduled for today, risk associated is high. Focus is on US NFP report and Euro zone GDP. Data released so far – • Japan – Coincident index and leading economic index improved to 111.1 and...

Straddles while cross gamma hedging on Yen
Jun 05, 2015 06:42 am UTC| Insights & Views
Currency Options Roundup:Only the technical portfolio has been consistently long USD/JPY since late 2014, the pair has clear medium term momentum and trend persistence is the only variable in this framework.The Macro...
Abe’s long term perspective of control on deflation
Jun 05, 2015 06:03 am UTC| Insights & Views
Japanese Prime Minister Abes aim is to revitalize private sector corporate activity and ensure an exit from deflation through three policy roots. The first root is bold monetary policy that aims to direct yen...

Jun 04, 2015 15:15 pm UTC| Insights & Views
Energy pack is heavily down today. Weekly performance at a glance in chart table. Oil (WTI) - WTI dropped towards $58 level. Todays range $59.9 -58. WTI failed to break the dojis. Target for the downside is...

Commodities snapshot (precious & industrial)
Jun 04, 2015 14:58 pm UTC| Insights & Views
Metals are the worst performer today. Performance this week at a glance in chart table - Gold - Gold broke below key support today, ahead of NFP Todays range $1186-1173. Gold is still breaking into new lows. Gold...