FxWirePro: Indian CPI to reinforce RBI’s rate cut hopes - EUR/USD/INR relative value derivatives trades

Jul 13, 2017 12:14 pm UTC| Research & Analysis Insights & Views

Consumer prices (CPI inflation) in India came in softer than expected at 1.54 pct YoY, which was below market expectations of 1.7 pct and lower from 2.18 pct previously. The weakness was driven by food prices which fell...

FxWirePro: Achieve EUR/CHF delta neutrality via “iron butterfly” as IVs creep up but least among G10 FX space

Jul 13, 2017 10:39 am UTC| Research & Analysis Insights & Views

ATM IVs of 1w expiries are just shy above 5.2%, and seems unlikely to pick up the pace. Growing in snails pace even in 1m tenors. As a result, the delta neutral trading strategy, in this case, involves the buying of a...

Use of FxWirePro’s KO options strategy serves cost effective optimal hedging after BoC’s action

Jul 13, 2017 08:22 am UTC| Research & Analysis Central Banks Insights & Views

The loonie keeps flying after BoCs rate hikes of 25 bps. The CAD was near 13-month highs after its countrys central bank hiked interest rates. Weve seen breach below 1.29 levels as anticipated. And accordingly, weve...

FxWirePro: Capitalize on prevailing AUD/USD rallies to bid on bearish neutral RR to deploy 2:1 diagonal PRBS

Jul 13, 2017 07:37 am UTC| Research & Analysis Insights & Views

AUDUSDs higher IV with negative delta risk reversal can be interpreted as an opportunity for put longs as the market reckons the price has downside potential for large movement in the days to come which is resulting option...

FxWirePro: Driving forces of prevailing AUD spikes, can rallies prolong in Q3? China prints mixed bag of economic numbers for Aussie – Stay hedged in balance

Jul 13, 2017 06:33 am UTC| Research & Analysis Insights & Views

AUDUSD is breaking higher towards 0.7700. In medium term perspectives, much of AUDUSDs 3 cent gain in June was driven by broad US dollar weakness. But there has also been a partial recovery in Australias key commodity...

FxWirePro: WTI IVs trend higher but what drives IV skews, are these justifiable?

Jul 12, 2017 12:01 pm UTC| Research & Analysis Insights & Views

The oil section of the midyear Commodities outlook called for an acceleration in global stock draws as we progress through the third quarter. This weeks US EIA data offer some evidence that this is starting to...

FxWirePro: Deploy Brent and WTI call spreads to hedge bullish risks ahead of inventory check

Jul 12, 2017 10:51 am UTC| Research & Analysis

Ahead of todays US EIAs crude oil inventory check, from last three-four trading sessions, the crude oil market reaction seems to be relatively muted, and understandably so. Crude oil prices extended solid gains as...