
FxWirePro: Reshuffle NZD/JPY option portfolios from DPS to CPS to sync with skews and technicals
Apr 12, 2018 06:58 am UTC| Research & Analysis Insights & Views
No doubt, the prevailing minor trend of NZDJPY has been bullish, NZDJPY bulls spike well above DMAs coupled with healthy bullish momentum and bullish DMA MACD crossovers, the uptrend likely to prolong in the near...
Apr 11, 2018 12:54 pm UTC| Research & Analysis Insights & Views
The risk of a trade war between the United States and China has rattled macro markets including commodities for the last one month. In addition to the risk of protectionism, there has been a significant change in the Trump...
FxWirePro: Uphold delta puts to hedge USD/ZAR on prolonged political risks
Apr 11, 2018 12:16 pm UTC| Research & Analysis Insights & Views
The South African production in the manufacturing sector in February disappointed at -2.4% mom for the second time running. After production had already eased by 1.6% mom in January it had been expected that the figure was...

Apr 11, 2018 11:40 am UTC| Research & Analysis Insights & Views
In the recent past, weve been encountering the major tariff announcements and their impact on various walks of lives, overshadowing what was otherwise a meaningful week of macro data. The US-China trade tensions escalated...

FxWirePro: FX Vol shrinking and need for theta control
Apr 11, 2018 10:22 am UTC| Research & Analysis Insights & Views
A deficiency of alpha opportunities overall within FX universe away from the broad dollar outlook is also being blamed for a lack of leveraged investor enthusiasm for options. There is some merit to this argument in that...

FxWirePro: A run through on what drives tepid FX vols and options liquidation
Apr 11, 2018 08:30 am UTC| Research & Analysis Insights & Views
In our recent post, we shed light on lower FX vols, where stated FX vols have been perplexingly soft over the past two weeks in the face of escalating trade war rhetoric and equity markets jitters have been the talking...

Apr 11, 2018 06:56 am UTC| Research & Analysis Central Banks Insights & Views
The Aussie remains pricey compared to short-term fair value estimates. Yield differentials along the curve continue to move steadily in the US dollars favor, but the more notable move in recent weeks is the slide in...