Oct 26, 2017 09:37 am UTC| Research & Analysis Insights & Views
Long EURCHF has been encouraged on account of the underperformance of Swiss franc this week is a response the upward pressure on global bond yields; it is not a beta move to EURUSD as such. We continue to doubt quite...
FxWirePro: Snippets of fundamental drivers weighing EUR/GBP call spread
Oct 26, 2017 07:19 am UTC| Research & Analysis Central Banks Insights & Views
EUR strength has roughly evenly been balanced. EUR benefitted from strong sentiment indicators as well as speculation that the ECB would surprise on the hawkish side, after all, tomorrow (refer option pricing in O/N ECB...
FxWirePro: Snippets of fundamental drivers weighing EUR/GBP call spread
Oct 26, 2017 07:19 am UTC| Research & Analysis Central Banks Insights & Views
EUR strength has roughly evenly been balanced. EUR benefitted from strong sentiment indicators as well as speculation that the ECB would surprise on the hawkish side, after all, tomorrow (refer option pricing in O/N ECB...
Oct 26, 2017 07:03 am UTC| Research & Analysis Insights & Views
In todays meeting, we now expect the ECB to announce a slower but longer taper, specifically a 9month QE extension at 20bn per month versus our earlier expectation of a 6-month extension. Recent political developments...
FxWirePro: CAD IVs blow BoC out of the proportion, far month tenors reasonable on NAFTA and FED
Oct 25, 2017 12:32 pm UTC| Central Banks Research & Analysis Insights & Views
It is reckoned that the USDCAD IVs seem to be blowing out of the proportion ahead of BoCs monetary policy which is likely to maintain status quo on its O/N rate in our opinion. But, Fed during Christmas will have more...
Oct 25, 2017 12:21 pm UTC| Research & Analysis Insights & Views
Lets have a glance through volatility surface in euro crosses before we begin with this write up, 1m EURUSD ATM IVs have been the least among the G7 FX space. IVs of all euro pairs have been considerably shrinking away...
FxWirePro: Bidding FX vol versus Equity vol
Oct 25, 2017 11:15 am UTC| Research & Analysis Insights & Views
In this write up we emphasize on the buying FX vols against equity vol, if within the mandate: The EURUSD exchange rate was moving in a tight trading range yesterday. However, this was less due to the fact that there...
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