
FxWirePro: Optimize AUD/CHF vols with Vega instrument to hedge downside risks
Apr 04, 2016 11:39 am UTC| Commentary
The current implied volatilities of ATM puts of AUDCHF are spiking at 18.42% and at 12.85% for 1 week tenors. You will understand the option price sensitivity if you have to evaluate these vols and option greeks with...
Thai economy to expand slightly stronger in 2016, domestic demand to mainly drive growth
Apr 04, 2016 11:38 am UTC| Commentary
Thai economy is likely to post slightly stronger growth in 2016 as compared to 2015, according to ANZ. But, risk structure around the economy is not unilaterally tilted on the upside. Thai economy might disappoint again....
Greece bonds fall after IMF’s Lagarde comment
Apr 04, 2016 10:50 am UTC| Commentary
The Greece long-term bonds slumped on Monday as the IMF Managing Director Christine Lagarde on Sunday said that the organization is a good distance away from an agreement that would allow for additional loans to Europes...

FxWirePro: A glimpse on relation between AUD/USD Option Greeks and implied volatilities
Apr 04, 2016 10:48 am UTC| Commentary
Over the longer-term, we expect AU growth to remain subpar and AUD to drift lower. There are a few key things to watch in 2016. Governor Stevens retires in Sept 2016 while a federal election must be held by Jan 2017. AUs...
Latest Commitment of Traders positions (Commodities) as at March 29th, 2016
Apr 04, 2016 10:39 am UTC| Commentary
CFTC commitment of traders report was released on Friday (1st April) and cover positions up to Tuesday (29th March). COT report is not a complete presenter of entire market positions, however it represents a good chunk of...
Australia’s exports likely rebounded in February
Apr 04, 2016 10:30 am UTC| Commentary
Australias exports are expected to rebound. Recently, several vital resource projects began production and exporting. First iron ore shipment from Roy Hill project was shipped to South Korea in December. Also, shipments of...
German Bunds rally after ECB QE boost kicks in
Apr 04, 2016 10:10 am UTC| Commentary
The German 10-year bund prices rallied for 4 consecutive weeks on Monday after the European Central Banks expanded bond buying programme kicked in on Friday. Also, slide in oil prices and a sharp break lower in the...