
FxWirePro: Under-pricing and unbiased hedging weigh on bullion markets despite hawkish Fed's stance
Oct 01, 2018 12:31 pm UTC| Research & Analysis Central Banks Insights & Views
Bullish neutral risk reversals are observed in golds OTC hedging market, while positively skewed IVs of XAUUSD have been stretched out on either side. This is interpreted as the hedgers bid for both OTM calls and OTM put...

Oct 01, 2018 10:23 am UTC| Research & Analysis Central Banks Insights & Views
This write-up emphasizes on the execution and functioning of the two advocated Scandi trades long EURSEK establishing a bearish seagull options strategy and long NOKSEK outright has been weak in the last...
Fundamentals to watch out for this week
Oct 01, 2018 10:21 am UTC| Commentary Central Banks
In terms of volatility risks, this week is heavy, and there are some scheduled events and data that readers need to keep a tab on. What to watch for over the coming days: Central Banks: Reserve Bank of Australia...
Fed Hike aftermath Series: Hike probabilities over coming meetings
Oct 01, 2018 05:03 am UTC| Commentary Central Banks
FOMC increased interest rates in March and June and increased its forecast from three rate hikes in 2018 to four rate hikes. June decision was unanimous. Current Federal funds rate - 175-200 bps (Note, all calculations are...

FxWirePro: Box risk-reversals - RV efficient approach of positioning short AUD vol ahead of RBA
Sep 28, 2018 12:22 pm UTC| Research & Analysis Insights & Views Central Banks
Australian central bank (RBA) is scheduled for its monetary policy next week wherein it announces cash rates. With the RBA expected to be on hold for the foreseeable future short-maturity interest rates are well anchored....

Sep 28, 2018 11:54 am UTC| Research & Analysis Central Banks
PostFOMC meeting on Wednesday which was delivered (25 bps rate hikes) as widely anticipated, the USD has extended its rebound from range lows, while US yields and equities remain in a consolidation phase. The Feds...
Sep 28, 2018 09:30 am UTC| Research & Analysis Central Banks Insights & Views
The RBNZ OCR review and the Feds rate decision have delivered as widely anticipated, Fed hiked 25 bps and RBNZ maintained status quo in its monetary policy, both data during this week are suffice to foresee further...