
May 04, 2017 13:02 pm UTC| Research & Analysis Insights & Views
Lets have a glance through the implied volatilities of EURCHF ATM contracts from the above nutshell, IVs of this underlying pair of all expiries have been the least among G10 currency segment. These lower volatile...

FxWirePro: What do EUR risk reversals and delta hedges offer?
May 04, 2017 10:18 am UTC| Research & Analysis Insights & Views
EUR-cross-risk-reversals have understandably re-priced sharply in the direction of EUR calls, especially against G10 commodity currencies that were among the worst performers on the week. We struggle to see severe...
Fitch: Malta's Budget Surplus Underscores Fiscal Progress
May 04, 2017 10:00 am UTC| Research & Analysis
Maltas 1% of GDP budget surplus for 2016 underscores our view that the public debt/GDP ratio is on a downward trajectory, Fitch Ratings says. We do not believe the early general election called this week is likely to...

May 04, 2017 08:58 am UTC| Research & Analysis Insights & Views
Well anticipated French election outcome on April 24th saw vols fall meaningfully below 1-day forward levels from last weeks close. Even adjusting for the sharp decline baked into forward vols to account for the passage of...

FxWirePro: USD/EM lower, USD/JPY higher, well-priced dual digitals to strike the balance
May 04, 2017 08:28 am UTC| Research & Analysis Insights & Views
We add short EM vol risk on positive developments this week, tactical yen bearishness plays well alongside good-quality carry. So, weve have turned tactically bearish on the yen, expecting USDJPY to edge northwards at 114...

May 04, 2017 06:57 am UTC| Research & Analysis Insights & Views Central Banks
As the U.S. Federal Reserve has maintained status quo at its monetary policy meeting yesterday (funds rate at 1.00%) due to pauses to parse more economic data but may hint it is on track for an increase in June, bullions...
FxWirePro: USD/RUB FX derivatives trades amid CBR FX interventions
May 03, 2017 09:59 am UTC| Central Banks Research & Analysis Insights & Views
USDRUB is advancing above 57 marks as the spot met dip buyers following the improved tone in the greenback plus the persistent weakness in crude oil prices. In fact, RUB sold off as the barrel of Brent crude is testing...