
FxWirePro: Hanging man formation on USD/CAD upswings; one touch vega spreads to trade HY vols
Jul 24, 2015 12:20 pm UTC| Insights & Views
When we plotted daily chart, it seems like USD taking a halt from its non-stop ruthless bull run against CAD which has started almost a month ago (on 18thJune). Its loonie that is looking weaker against almost all major...

FxWirePro: Long term hedging perspectives - confront NZD/USD’s steep declines with Calendar Spreads
Jul 24, 2015 11:49 am UTC| Insights & Views
NZDs gains have been unsustainable despite a quite expected and inevitably imposed recent OCR rate cut by RBNZ by 25 bps which is in line with forecasts. However, we think since this was below expectations of NZs exporters...

FxWirePro: Buy One touch spreads to trade HY vols on NZD/USD’s unstoppable downswings
Jul 24, 2015 11:39 am UTC| Insights & Views
Kiwis losing streak has been stronger from last 1 year to hit almost 6 years lows. On weekly charts, from last April the pair has been tumbling non-stop to evidence the huge loses.Shooting star like candle is occurred on...
FxWirePro: Delta hedging of USD/JPY long straddles
Jul 24, 2015 09:25 am UTC| Insights & Views
If on a short straddle combination where a call and put options are written with deltas of 0.50 and -0.42 respectively how can this execution be delta hedged? The position is 1 of each written (underlying exchange price at...

FxWirePro: $/¥ long straddles as hedging means ahead of Fed’s big event
Jul 24, 2015 07:47 am UTC| Insights & Views
We think in between all these macro level developments volatility in FX option markets is getting fueled up as the long lasting Greece matters came into a temporary resolution finally, and for now, since the focus shifted...

Improved fundamental factors drive sooner Fed’s rate hike
Jul 24, 2015 07:44 am UTC| Insights & Views
The recent unemployment data added to estimations for an upcoming U.S. rate hike after Federal Reserve ChairYellen gave hints on last week that the central bank is likely to raise rates at some point this year. A total of...
Lowest US unemployment claims raise hopes for Fed's rate hike but US equities remain sluggish
Jul 24, 2015 05:53 am UTC| Insights & Views
The weekly jobless claims of the US printed in at 255K their lowest level since 1973. These numbers have beaten the forecasts at 279K and also from the previous flash at 281K. We think these improved jobless numbers...