
Aug 04, 2016 07:54 am UTC| Research & Analysis Insights & Views
Please be informed that the implied volatilities of EURCHF ATM contracts of all expiries have been the least among G10 currency segment. While, the 25-delta risk of reversal of EURCHF has also not been indicating any...

Aug 04, 2016 07:34 am UTC| Research & Analysis Insights & Views
Aussie retail sales prints again disappointed, with sales in June rising by just 0.1% MoM despite a bounce-back in clothing sales. Retail sales fell in both NSW and Victoria. Interestingly, the weakness is concentrated in...
Announcement: Moody's maintains its stable outlook on the Dutch banking system
Aug 03, 2016 08:29 am UTC| Research & Analysis
Moodys Investors Service has maintained its stable outlook on the Dutch banking system, reflecting the rating agencys expectation that the countrys banks will continue to benefit from the recovery in the domestic economy....
FxWirePro: Stay short in NZD/CAD on valuation, RBNZ, disinflation and China slowdown
Aug 03, 2016 07:33 am UTC| Research & Analysis Insights & Views Central Banks
On Valuation terms: NZD remains overvalued, while milk powder prices have stayed depressed and inflation in New Zealand has surprised to the downside. NZD TWI strength is a major concern, together with downside risks to...

Aug 03, 2016 07:12 am UTC| Research & Analysis Insights & Views Central Banks
1W and 2W ATM IVs of GBP crosses are acting crazily in OTC markets, GBPJPY flashing more than 19.80% and 17.20% respectively ahead of Bank of Englands monetary policy which is most likely to ease about 25bps. Please...

Aug 02, 2016 11:22 am UTC| Research & Analysis Insights & Views Central Banks
Wise to note that 1M USDJPY ATMs fell from 15.0 pre-meeting to 11.5, significantly undershooting the 1-day forward vol prediction (11.85) despite a 1.5% spot decline on the day, which ought to have provided a modicum of...
Moody's downgrades Republic of Congo's rating to B3
Aug 01, 2016 23:52 pm UTC| Research & Analysis
Moodys Investors Service has today downgraded the Republic of the Congos (ROC) issuer rating to B3 from B2, and initiated a review for further downgrade. The key driver for the downgrade is the weak state of the...