FxWirePro: Cheap valuations available in CEEMEA FX pool
Aug 01, 2017 11:40 am UTC| Research & Analysis Insights & Views
In EM, keep structural long in ILS vs a 50:50 EUR:USD basket and stay short EURCZK. We are bullish the koruna and expect the currency to trend appreciate over the coming months. Long ILS vs a 50:50 EUR:USD basket for a...

FxWirePro: Long delta/short vega in EUR/CHF call flies seems optimized hedge
Aug 01, 2017 11:04 am UTC| Research & Analysis Insights & Views
Please be noted that the OTC VIX for EURCHF has been the highest, but IVs of longer tenors have still been on the lower side, while risk reversals indicate the hedgers interests in the bullish risks. With limited room...
FxWirePro: Striking RR propositions in EUR/Scandis and EUR/CEE
Aug 01, 2017 10:06 am UTC| Research & Analysis
The rating agency Moodys fears that the conflict between the Polish government and the European Commission might strain confidence among international investors and thus have a negative effect on the credit...

FxWirePro: Option straps to hedge NZD/JPY invoices
Aug 01, 2017 08:28 am UTC| Research & Analysis Insights & Views
Please be noted that call options of 1m and 2m tenors are trending higher at 9.22% and 9.33% respectively. Please also be noted that the options with a higher IV cost more which is why in this case OTM puts have been...
FxWirePro: China to append stress on copper prices
Aug 01, 2017 05:28 am UTC| Research & Analysis Insights & Views
The prices of industrial metals (Copper and nickel) showing strength but supply abundant Base metals are consolidating recent gains at the end of a week which has seen strength in copper and nickel prices, which are both...
FxWirePro: EMFX appeals for high carry on lingering skepticism of FOMC
Jul 31, 2017 13:28 pm UTC| Research & Analysis Insights & Views
Fed signals concern about low inflation but expect to start unwinding QE soon. But market pricing for a fed funds rate hike before December ticked up slightly to almost 50%. While the July FOMC meeting came and went,...
FxWirePro: Attractive Gamma baskets in high beta pairs
Jul 31, 2017 13:03 pm UTC| Research & Analysis Insights & Views
Much of AUDUSDs gains have been driven by broad US dollar weakness. But there has also been a partial recovery in Australias key commodity prices, after very steep declines in April and May. However, beyond multi-week...