
Nov 11, 2016 11:49 am UTC| Research & Analysis Insights & Views
The U-turn happened with staggering speed. Even during the election night some of Donald Trumps central demands disappeared from his homepage. CADJPY vol: CAD is the G10 counterpart of MXN, and it is no surprise that...

Nov 11, 2016 10:52 am UTC| Research & Analysis
Key Economic Fundamentals: The yen eased further in Asia on Friday ahead of preliminary GDP data that is scheduled on next Monday. Japan prints October PPI MoM -0.1% versus previous 0.0% and YoY -2.7% versus -3.2%...
Fitch Upgrades Israel to 'A+'; Outlook Stable
Nov 11, 2016 10:01 am UTC| Research & Analysis
Fitch Ratings has upgraded Israels Long-Term Foreign- and Local-Currency Issuer Default Ratings (IDRs) to A+ from A. The Outlooks on the long-term IDRs are Stable. The issue ratings on Israels senior unsecured Foreign- and...

FxWirePro: Use GBP/JPY rallies and positively skewed IVs for credits to deploy put spreads
Nov 11, 2016 07:27 am UTC| Research & Analysis
Major downtrend of GBPJPY is still robust, since 10th October we saw whipsaws pattern, the pair hasnt moved anywhere beyond 128.498 northwards nor even 125.289 on southwards. But for now, the current prices jump above DMAs...

Nov 10, 2016 14:06 pm UTC| Research & Analysis
USDSGD 1M 25D risk-reversals: USDSGD 1M 25D risk-reversals are at multi-year lows (see chart), around levels that prevailed ahead of the Brexit vote in June. The spot-vol correlations should remain high and positive in...

Nov 10, 2016 12:25 pm UTC| Research & Analysis
We firmly maintain our bearish stance in ZAR, with the South African rand screening as exorbitantly priced versus the dollar, even as the domestic political story has suffered a meaningful shift. The rand now appears to be...

Nov 10, 2016 11:29 am UTC| Research & Analysis
AUD/JPY vs. EUR/JPY gamma spreads: Standalone cross-yen gamma may be a tough buy at current levels, but AUDJPY vs. EURJPY 1M gamma spreads are far better priced and have historically done a fair job of proxy-hedging global...