
Jul 19, 2016 07:46 am UTC| Research & Analysis
Despite we revise down USD/MXN slightly to 18.9 from 19.2 by year-end, the major uptrend of USDMXN seems still intact as the peso to underperform in thelong run. Banxico hiked 50bp to 4.25%, in line with J.P. Morgan...
Moody's maintains stable outlook on Qatar's banking system
Jul 19, 2016 03:15 am UTC| Research & Analysis
Moodys Investors Services outlook for Qatars banking system remains stable, unchanged since 2010. The outlook reflects the rating agencys expectation that operating conditions will remain favourable for Qatari banks as a...

Jul 18, 2016 07:25 am UTC| Research & Analysis Insights & Views
1m ATM IVs are trending more than 14% which is favourable for option holders. As you can glance through the skewness in 1m IVs of NZDUSD, they highlight more probabilities of underlying spot sensitiveness to the ITM...

Jul 15, 2016 12:33 pm UTC| Research & Analysis Insights & Views
The above diagram demonstrates the equal probabilities of gamma effects when you move towards on either direction of OTM or ITM strikes. These gamma values measure the rate of change of the delta with respect to the...

Jul 15, 2016 09:45 am UTC| Research & Analysis Insights & Views
The Chinese economy grew 6.7% YoY in Q2 2016, unchanged from Q1, to bolster the growth in order to achieve 6.5-7.0% growth target, further monetary policy easing is still on the table. The slowdown in M2 growth in recent...

FxWirePro: USD/CNH 1y volatility structurally expensive, Shorting Vega has good risk-reward
Jul 15, 2016 08:52 am UTC| Research & Analysis Insights & Views
Shorting vega and downside has good risk-reward Vega volatility structurally expensive. USD/CNH 1y implied volatility consistently trades at a significant premium above the realised volatility (see above graph). The...

Jul 15, 2016 07:27 am UTC| Research & Analysis Insights & Views
1m ATM IVs are trending more than 11% which is favourable for option holders. As you can glance through the skewness in 1m IVs of AUDUSD, they highlight more probabilities of underlying spot sensitiveness to the OTM...