FxWirePro: Deploy EUR/JPY ITM delta puts bidding on 3m IV skews and RRs
Feb 26, 2019 10:10 am UTC| Research & Analysis
EURJPY has been attempting to consolidate but the major downtrend remains intact. JPY appreciated sharply in February 2016. EURJPY Hedging Skewness:Please be noted that the positively skewed IVs of 3m tenors are...
FxWirePro: Cross-sectional analysis on EUR and JPY skews
Feb 26, 2019 08:23 am UTC| Research & Analysis
Japanese Yen appreciated considerably in February 2016. This was attributable to rising concerns about the US economy and the credit risk of European financial institutions, as well as a sizable fall in oil prices which...
Feb 26, 2019 06:28 am UTC| Research & Analysis Digital Currency Insights & Views
Accentures Global Payments head, Gareth Wilson, orated about the future prospects that the payments industry could foresee in 2019, as per Accentures banking blog, dated February 18, 2019. Wilson mentioned that he...
Hong-Kong Based Cryptocurrency Driven Hedge Fund Firm Hires Former Goldman Sachs Executive
Feb 26, 2019 05:53 am UTC| Research & Analysis Digital Currency Insights & Views
Despite the Hong Kongs intentions of stringent regulations on cryptocurrencies, the Hong-Kong based blockchain and cryptocurrency-driven companies seem to be optimistic in exploring prospects in the industry. Amid the...
FxWirePro: BRL delta-hedge trades to serve both hedging and trading motives
Feb 25, 2019 13:48 pm UTC| Research & Analysis Insights & Views
We have emphasized BRL in this write-up contemplating some key JP Morgans analytic efforts, skews (i.e., BRL puts vs BRL calls) currently stand as undervalued when measured against a set of different hard currencies. This...
FxWirePro: Capitalize on lower MXN risk reversals and implied vols to optimize trading structures
Feb 25, 2019 13:08 pm UTC| Research & Analysis
During February trading sessions, Mexican currency (MXN) has traded more resiliently than anticipated, while implied vols have remained close to 2019 lows with positively skewed IVs of 2m tenors are indicating upside risks...
FxWirePro: How Does Interest Rate Derivatives Look Like After January FOMC Minutes?
Feb 25, 2019 12:40 pm UTC| Research & Analysis Insights & Views Central Banks
The US markets came back to life following the release of the January FOMC minutes, and OIS briefly softened its inversion into early December. 2019s rebound in risky assets has left the risks around LDI hedgers roughly...
Johannesburg in a time of darkness: Ivan Vladislavić’s new memoir reminds us of the city’s fragility
Economist Chris Richardson on an ‘ugly’ inflation result and the coming budget
Why Germany ditched nuclear before coal – and why it won’t go back
Labour can afford to be far more ambitious with its economic policies – voters are on board
Sudan: civil war stretches into a second year with no end in sight