FxWirePro: Cross-sectional analysis on EUR and JPY skews

Feb 26, 2019 08:23 am UTC| Research & Analysis

Japanese Yen appreciated considerably in February 2016. This was attributable to rising concerns about the US economy and the credit risk of European financial institutions, as well as a sizable fall in oil prices which...

Blockchain Revolution Series

Accenture's Global Payment Managing Director Looks Optimistic on Ripple's Overseas Transaction Services

Feb 26, 2019 06:28 am UTC| Research & Analysis Digital Currency Insights & Views

Accentures Global Payments head, Gareth Wilson, orated about the future prospects that the payments industry could foresee in 2019, as per Accentures banking blog, dated February 18, 2019. Wilson mentioned that he...

Digital Currency Revolution

Hong-Kong Based Cryptocurrency Driven Hedge Fund Firm Hires Former Goldman Sachs Executive

Feb 26, 2019 05:53 am UTC| Research & Analysis Digital Currency Insights & Views

Despite the Hong Kongs intentions of stringent regulations on cryptocurrencies, the Hong-Kong based blockchain and cryptocurrency-driven companies seem to be optimistic in exploring prospects in the industry. Amid the...

FxWirePro: BRL delta-hedge trades to serve both hedging and trading motives

Feb 25, 2019 13:48 pm UTC| Research & Analysis Insights & Views

We have emphasized BRL in this write-up contemplating some key JP Morgans analytic efforts, skews (i.e., BRL puts vs BRL calls) currently stand as undervalued when measured against a set of different hard currencies. This...

FxWirePro: Capitalize on lower MXN risk reversals and implied vols to optimize trading structures

Feb 25, 2019 13:08 pm UTC| Research & Analysis

During February trading sessions, Mexican currency (MXN) has traded more resiliently than anticipated, while implied vols have remained close to 2019 lows with positively skewed IVs of 2m tenors are indicating upside risks...

FxWirePro: How Does Interest Rate Derivatives Look Like After January FOMC Minutes?

Feb 25, 2019 12:40 pm UTC| Research & Analysis Insights & Views Central Banks

The US markets came back to life following the release of the January FOMC minutes, and OIS briefly softened its inversion into early December. 2019s rebound in risky assets has left the risks around LDI hedgers roughly...

FxWirePro: GBP Calls Alluring as Sterling’s FX Options Market Fairly Factors-in Geopolitical Developments

Feb 25, 2019 10:20 am UTC| Research & Analysis

We had expressed surprise that GBP had not rallied even though the subjective probability of a disruptive no-deal Brexit had receded materially over the prior month. This anomaly was corrected with a vengeance in January...