FxWirePro: Deviate and hedge EUR/USD risks in EUR/NZD via knock out options
Mar 28, 2018 07:09 am UTC| Research & Analysis Central Banks Insights & Views
Our RBNZ outlook (on hold throughout 2018) is anchoring short-maturity interest rates and should keep 2yr swap rates in a 2.10% to 2.50% range, as long as inflation remains below 2%. While we pair EUR vs NZD to...
FxWirePro: Option derivatives themes amid hovering trade protectionism regimes
Mar 27, 2018 12:36 pm UTC| Research & Analysis Insights & Views
The current global macro environment is characterized by weak economic volatility. One of the consequences is that FX volatility has been depressed since most of 2H17. Sustained growth but still-soft inflation dynamics are...
FxWirePro: Replicate straddles for EUR/USD and EUR/CAD if IVs seem tepid
Mar 27, 2018 12:29 pm UTC| Research & Analysis Insights & Views
We wrote in our recently posted article on EURCAD hedging perspectives that run you through the straddle strategy whose implied volatility was considered to be very low, and therefore the tendency is likely to...
FxWirePro: Uphold EUR/CAD hedges via RV trades as OTC sentiments on seesaw mode
Mar 27, 2018 12:10 pm UTC| Research & Analysis Insights & Views
Large options set to constrict the range. The EURCAD appreciation seems to be sluggish than it has recently been as the CAD likely to get cushion on crude price support, while the skew is still undecided whether volatility...
Mar 27, 2018 10:22 am UTC| Research & Analysis Insights & Views
Stay long Jun18 NYM palladium: In our last publication, a post emphasizing our near-term bearish bias on palladium, as the northward trend seemed exhausted after it had failed to break above $1,140/oz. Well, on trading...
Mar 27, 2018 08:33 am UTC| Research & Analysis
GBPs performance in recent months was noticeable than analysts had anticipated on a blend of less immediate tail risk from Brexit (following outline political agreement in December over a stand-still transition once the UK...
FxWirePro: Bid 2m GBP/JPY skews and customize hedging vehicles
Mar 27, 2018 06:36 am UTC| Research & Analysis Insights & Views
Sterlings performance against the dollar and euro in January and February has been stronger than we had expected on a combination of less immediate tail risk from Brexit. GBPJPY is no exception in the month of March so...
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