
Sep 29, 2016 05:36 am UTC| Technicals
The pair seems little weaker as it has formed a shooting star and long legged doji on 4H charts at 0.7068 and 0.7044 levels respectively. However, Kiwi dollars consolidation from thelast couple of months should also not...

Sep 29, 2016 05:35 am UTC| Technicals
Technical glimpse: AUD/USD has been failing quite often to break resistance at 21DMA from thelast couple of months (see monthly charts), as a result, we think since it doesnt manage to break above decisively on a...
FxWirePro: SNB chairman defends negative rate policy – Option portfolios for Swiss franc
Sep 28, 2016 10:37 am UTC| Central Banks Commentary
The positive flow position for CHF is enhanced by an ongoing re-appraisal of the SNBs interest rate policy. Negative interest rates can work in a small economy is what the chairman of a Swiss national bank said...
Sep 28, 2016 10:22 am UTC| Central Banks Commentary
Apart from Sterling the Swedish krona has recorded one of the weakest performances amongst the G10 currencies this year. That is particularly interesting as the Swedish economy is growing at a comparatively high...
FxWirePro: Prefer selling yen risk premia post-BoJ via writing EUR/JPY straddle
Sep 28, 2016 08:18 am UTC| Central Banks Research & Analysis
Median 4-week horizon returns (vol pts.) and information ratios from selling cross-yen 6-week straddles in 2016. Options delta-hedged daily at LDN close using smile forward deltas and option-expiry matched...

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...