FxWirePro: Spot the benefits of synthetic short EUR/USD delta exposure via EUR/CNH
Feb 16, 2018 12:48 pm UTC| Research & Analysis Insights & Views
One way of reducing/eliminating premium outlay on hedges is to fund OTM USD calls/CNH puts with shorts in EUR calls/CNH puts to effectively create synthetic short EURUSD delta exposure. The attraction of funding via EURCNH...
FxWirePro: A run through zero-cost short dollar hedging vehicles
Feb 16, 2018 12:38 pm UTC| Research & Analysis Insights & Views
In December 2016, the dollar reached its third and smallest significant peak (in real terms) since 1980. The question of cheap short dollar hedges has frequently arisen in the recent past. In our latest write-ups, it was...
FxWirePro: Hedge GBP/USD swings via diagonal options straps capitalizing on 1m/3m RRs
Feb 16, 2018 08:50 am UTC| Research & Analysis Insights & Views
OTC outlook and options strategy: Lets glance at above nutshell, the positive shift in risks reversals in 1m tenors that indicates the bullish risks in underlying spot FX prices. Positively skewed IVs of 3m tenors...
FxWirePro: A run through zero-cost short dollar hedging vehicles
Feb 16, 2018 07:24 am UTC| Research & Analysis Insights & Views
In December 2016, the dollar reached its third and smallest significant peak (in real terms) since 1980. The question of cheap short dollar hedges has frequently arisen in the recent past. In our latest write-ups, it was...
Feb 16, 2018 06:37 am UTC| Research & Analysis Insights & Views
The Brexit negotiations about the transition phase from March 2019 to the end of 2020 are ongoing. The negotiating partners have set a tight deadline until the end of March. That deadline might lapse without result. The...
FxWirePro: Spotlight on surprising surge in US inflation; positioning EMFX and real yields
Feb 15, 2018 12:34 pm UTC| Research & Analysis Insights & Views
The joy of the USD bulls following the sturdier than anticipated US inflation data yesterday seems to be momentary. Immediately following the publication USD did appreciate only to then nose-dive. Despite the fact that...
FxWirePro: The relationship between USD/CHF OTM options and role of Vega
Feb 15, 2018 11:37 am UTC| Research & Analysis Insights & Views Central Banks
The pessimistic USD outlook is based on the expectations that growth will rise globally, causing other major central banks like the ECB and the Bank of Japan to normalize their monetary policies. What supports this view is...
Germany lowers voting age to 16 for the European elections
IceCube researchers detect a rare type of energetic neutrino sent from powerful astronomical objects