
Sep 28, 2016 07:47 am UTC| Research & Analysis Central Banks
Please be noted that the skewness in implied volatility of 3m tenors of this pair signifies the hedgers interest in OTM put strikes. While delta risk reversals of the similar expiries reveal more sentiments in hedging...

FxWirePro: Deploy AUD/USD covered strangle as all signs of breaking channel resistance visible
Sep 28, 2016 07:12 am UTC| Research & Analysis
Although Aussie dollar has been gaining from thelast couple of days as the turbulence amid the U.S. election to weigh broadly on the greenback, the pair today is little changed against thedollar. As explained in our recent...

Sep 27, 2016 14:15 pm UTC| Research & Analysis
We believe that BoJ has shifted its monetary policy stance in last monetary policy meeting (MPM), however, any decisions by the central bank at the next MPM (including some surprises discussed above) would be unlikely to...

Sep 27, 2016 12:59 pm UTC| Research & Analysis
ATM IVs of this exotic Latin American pair of 1m expiries are spiking crazily above 19%, while thevega flashes higher positive numberthat signifies OTC sentiments are more concerned about upside risks ahead of the US...

FxWirePro: What drives you writing overstated NZD/JPY ATM calls?
Sep 27, 2016 07:03 am UTC| Research & Analysis Insights & Views
1w ATM calls of this pair are trading 29% more than NPV. 1w ATM implied volatilities are at 12.19%. Standard deviation of this call options 1.6 Hence, we see there exist disparity between IVs and option...
Moody's: Expected gradual economic recovery in Egypt will drive profit growth for insurers
Sep 26, 2016 23:57 pm UTC| Research & Analysis
The Egyptian insurance market should see strong premium and profit growth in the next 12-18 months, aided by the countrys gradual economic recovery, says Moodys Investors Service in a report published today. Moodys...

Sep 26, 2016 13:51 pm UTC| Research & Analysis
Technically, this pair is bearish bias for the day as the last weeks bull swings seem to have given up the last weeks momentum when the pair tested resistance at 113.501 levels, while the prices on monthly chart...