Jul 10, 2017 07:21 am UTC| Research & Analysis Insights & Views
Please be noted that the nutshell showing the positively skewed IVs of GBP against JPY options has been showing well-balanced risks both upside and downside in 1m tenors, to indicate both puts and calls have been fairly...
FxWirePro: LATAM FX driving forces and options trading perspectives
Jul 07, 2017 11:31 am UTC| Research & Analysis Insights & Views
BRL: In Brazil, reform optimism has not waned and there is increasing the risk that Temer may not complete his term. USDBRL should move higher as reform optimism wanes. Economic activity should recover and the rate easing...

FxWirePro: Naked options seem inefficient, options spread structures for directional Euro bulls
Jul 07, 2017 10:31 am UTC| Research & Analysis Insights & Views
EUR vols do not yet attractive to sell. Some may be tempted to benefit already from the spike in EUR swaption vols triggered by last Tuesdays Draghi speech in Sintra. EUR vol is up, but from very low levels so it is still...

Jul 07, 2017 08:07 am UTC| Research & Analysis Insights & Views
Please be noted that the IVs of EURJPY is spiking highest among G10 FX space and risk reversals have been indicating bearish risks in short run and has been neutral in the long run. A Risk Reversal is an individually...

FxWirePro: What’s underlying in EUR/JPY OTC tools?
Jul 07, 2017 07:55 am UTC| Research & Analysis Insights & Views
Please be noted that the IVs of EURJPY is spiking highest among G10 FX space and risk reversals have been indicating bearish risks in short run and has been neutral in the long run. A Risk Reversal is an individually...
FxWirePro: EM central banks radar - Snippets on rate derivatives options
Jul 06, 2017 12:38 pm UTC| Research & Analysis Insights & Views Central Banks
In this write-up, the central banks of EM rate expectations monitor reveal some opportunities. While EMFX implied volatility has moved higher from the multiyear lows this week and DM rates sold off. In Korea, the market...
Jul 06, 2017 12:13 pm UTC| Research & Analysis Insights & Views
The combination of a Fed overlooking benign core inflation, rising core yields and adjustment of ECB policy is nonetheless likely to constitute a mild tightening of financial conditions for EM, which warrants adding to...