
Sep 06, 2017 07:29 am UTC| Research & Analysis Insights & Views
AUDUSD medium term perspectives: It is worthwhile to watch the key 0.8000 level breach for the day will it attempt another break above, as it did last night? AU GDP will be key today, as will be USD direction. As the...

‘Indicator frenzy’ : the ‘economicist’ tendency of public policy and alternative indicators
Sep 06, 2017 00:54 am UTC| Insights & Views Economy
The craze for quantitative data has become a hallmark of public policy on both national and local levels. Exploring the limits of quantification allows us to better understand the importance of developing alternative...
Apple and 7-Eleven show why Trump's threat to sever China trade over Korea rings hollow
Sep 06, 2017 00:35 am UTC| Insights & Views
President Donald Trump tweeted on September 3 that the U.S. is considering, in addition to other options, stopping all trade with any country doing business with North Korea after it performed a nuclear test. Though...
Sep 01, 2017 11:19 am UTC| Insights & Views
Brazilian GDP publication for Q2 today is likely to confirm that the recovery following the two-year recession is rather sluggish. Even though growth in Q1 was very robust at 1% qoq (seasonally adjusted) this was mainly...

FxWirePro: Are USD/CHF vols appealing? Trade through parity with pinch of salt or bid FVAs
Sep 01, 2017 09:27 am UTC| Research & Analysis Insights & Views
USDCHF 3M3M FVAs: Owning USD/CHF vol appeals because it can benefit from the full gamut of risk triggers that can afflict all USD-vols, is a useful hedge overlay on a bullish Euro macro portfolio, and retains exposure to...

FxWirePro: Bidding 2m USD/CHF IV skews and risk reversals optimises hedging via call spreads
Sep 01, 2017 07:51 am UTC| Research & Analysis Insights & Views
Swiss franc vols and correlations have soared following the recent spike in EURCHF. USDCHF 3M3M FVAs have lagged the upturn and are value buys along a mildly inverted curve. Please be noted that the risk reversals are...

FxWirePro: AUD/JPY bullish, bearish scenarios and hedging framework
Sep 01, 2017 07:20 am UTC| Research & Analysis Insights & Views
Bearish scenarios: 1) The unemployment rate moves back towards 6%, forcing the RBA to respond more aggressively to weak inflation; 2) China data weaken materially. Bullish scenarios: 1) China eases policy and...