
FxWirePro: How to attain implied correlation between Euro and Scandinavians?
Jun 28, 2017 09:39 am UTC| Research & Analysis Insights & Views Central Banks
The euro had no difficulties breaking the 1.13 mark yesterday as the dollar simply had nothing to oppose this move. The FX market for euro interpreted the information ECB President Mario Draghi provided at the opening of...

FxWirePro: Capitalize GBP/JPY IV skews to bid overpriced call writing in ratio back spreads
Jun 28, 2017 07:58 am UTC| Research & Analysis Insights & Views
Please be noted that the nutshell showing the positively skewed IVs of GBP against JPY options has been indicating upside risks in short run and downside risks in the weeks to come. Also, be noted that the ATM call...

Jun 28, 2017 06:45 am UTC| Research & Analysis Insights & Views
Bearish GBP scenarios: 1) Growth slows below 1% as consumers are squeezed by inflation and falling house prices. 2) Outright capital repatriation from slower moving long-term investors including central banks. 3)...
Jun 27, 2017 13:17 pm UTC| Research & Analysis Insights & Views
In EM, we remain MW FX overall and neutral in LATAM and EMEA, with small OW in EM Asia. We hold relative value long TRYZAR, and stay UW RUB vs OW TRY The bearish stance on BRL relative to the rest of the EM FX complex...

Jun 27, 2017 12:39 pm UTC| Research & Analysis Insights & Views Central Banks
Thedollar index (DXY) was pulled back (-0.54% at the time of articulating) after a steady start to the week by a weaker than expected reading for durable goods orders amid fresh uncertainty surrounding the Feds tightening...

Jun 27, 2017 12:09 pm UTC| Research & Analysis Insights & Views
In this write-up, we emphasize that EUR-cross vols and correlations should cool as data and price momentum rotates away from the Euro. Buy EURUSD vs. EURPLN vol spreads and sell EURNOK EURSEK correlations. The summer...

Jun 27, 2017 11:21 am UTC| Research & Analysis Insights & Views
CAD investors are torn between two opposing scenarios: on the one hand the Canadian economy has overcome the collapse of the oil price in 2014/2015 and is recording decent growth rates once again, and as a result signals...