
Aug 23, 2017 05:38 am UTC| Research & Analysis Insights & Views
Please be noted that the implied vols of euro crosses have been tepid despite the series data flows are lined up. Todays data announcements: France Markit Mfg, Service and composite Flash PMIs, Denmark Consumer...

FxWirePro: Relative value options trades between commodity currencies and sterling
Aug 22, 2017 12:45 pm UTC| Research & Analysis Insights & Views
The triangles between LoonieSterlingAussie to weaken elevated CAD-correlations: It is noted that umpteen numbers of times over the previous few weeks that CAD-denominated implied correlations are high, and they continue to...
Aug 22, 2017 12:02 pm UTC| Central Banks Research & Analysis Insights & Views
Following the early-summer policy-shift and repricing of USDCAD lower, our medium-term projection remains for some modest retracement in USDCAD in the coming quarters. With downside broad dollar risks lingering longer, the...

Aug 22, 2017 10:52 am UTC| Research & Analysis Insights & Views
Bearish scenarios of AUDUSD below 0.73 given: 1) The unemployment rate moves back towards 6%, forcing the RBA to respond more aggressively to weak inflation; 2) The Fed responds to firm labor market outcomes and...

Aug 22, 2017 07:22 am UTC| Research & Analysis Insights & Views
The Chinese copper demand has been seriatim at a concrete pace in 1st half of 2017 owing to the strong performance of the consumer goods sector and firm infrastructure spending, but strong demand conditions in May and June...

Aug 22, 2017 06:23 am UTC| Research & Analysis Insights & Views
When we are strategizing hedging frameworks, we came across the implied volatility of ATM contracts across all tenors are spiking higher than 9.25%, the rationale is that all potential downswings should be optimally...

FxWirePro: Hedge EUR/CAD puzzling swings via diagonal call ratio spread on BoC monetary policy
Aug 21, 2017 12:11 pm UTC| Research & Analysis Insights & Views Central Banks
A reassessment of BoCs policy path will likely take time, and only after a second hike (expected October) is delivered, fully unwinding the 50bp of emergency cuts delivered in 2015 (hikes whose motivation seems more...