FxWirePro: The Day Ahead- 16th November, 2016

Nov 16, 2016 04:21 am UTC| Commentary Economy Central Banks

Lots of economic dockets and events scheduled for today but all with low to medium risks associated. Data released so far: Australia: Wage price index grew 0.4 percent in third quarter, up 1.9 percent from a year...

FX Hedging Strategy Series

FxWirePro: Selective asks to selective bids of EMFX vols and risk-reversals after Trump causes bristling strength in dollar

Nov 15, 2016 13:24 pm UTC| Central Banks Insights & Views

A glimpse: The USD rally caused by Donald Trumps election victory and based on rising inflation and interest rate expectations continued again yesterday. That means the market is pricing in acceleration in Fed rate hikes...

FxWirePro: Riksbank deferral keeps SEK trading portfolios on track – Uphold USD/EUR/SEK vols spreads

Nov 15, 2016 12:50 pm UTC| Central Banks Insights & Views

The fall in price levels by -0.2% in September shock up Riksbank: over the past few months the inflation trend has slowed and that despite a notable depreciation of the krona since the summer. Riksbank already reacted...

Rate cuts from RBA unlikely in coming months, further easing on cards over 2017

Nov 15, 2016 12:28 pm UTC| Insights & Views Economy Central Banks

Minutes of the Reserve Bank of Australias (RBA) November 1 meeting where the bank left the cash rate unchanged at a record-low 1.5 percent were released earlier on Tuesday. In its minutes the RBA said that the risks to the...

FX Hedging Strategy Series

FxWirePro: Mounting bearish hedging sentiments in Bullion OTC – Bidding XAG/USD ATM puts on 1M HY IVs and bearish delta RR to optimize PRBS

Nov 15, 2016 12:27 pm UTC| Central Banks Research & Analysis

The ATM IVs of silver of 1w-1m expiries are spiking higher crazily, 1m IVs are shy above 29.50% that encompasses Feds rate hike speculations (as we get closer to December, the investors are currently pricing higher chances...

Fed rate hike expectations likely to outweigh on BoJ’s policy outlook in near-term

Nov 15, 2016 11:59 am UTC| Commentary Economy Central Banks

Fed rate hike expectations and the USDs movements will likely continue to outweigh the BoJs policy outlook to drive market developments in the near term. The dollars broad-based rally, as a result of high expectations...

FX Hedging Strategy Series

FxWirePro: RBA minutes hint on steady rates to monitor inflation - Deploy Diagonal Credit Put Spreads to monitor AUD/USD swings

Nov 15, 2016 09:23 am UTC| Central Banks Research & Analysis

The minutes from the November Board meeting were broadly consistent with the narrative from the recent Statement on Monetary Policy, as expected. The RBA continues to monitor the risks around the labor market, housing...