FxWirePro: SNB stays pat, a glimpse over BoE MPC and GBPCHF – EURCHF vol spreads
Sep 14, 2017 10:44 am UTC| Central Banks Research & Analysis Insights & Views
Swiss National bank maintains status quo in its Libor rate (keeping rate on hold at -0.75%) which is widely expected. Weve already mentioned in our recent posts that the recent developments in the Swiss franc have been...
Sep 14, 2017 10:06 am UTC| Research & Analysis Insights & Views
Please be noted that the positively skewed IVs of GBPJPY of 1m tenors signify the hedgers interests in OTM put strikes. Whereas IVs of these tenors are just shy above 9.67% which is the highest among G7 currency space,...
Sep 14, 2017 06:55 am UTC| Central Banks Research & Analysis Insights & Views
The recent developments in the Swiss franc have been less intense over the past month than in the latter part of July when the surge in EURCHF fuelled an expectation in certain quarters that the franc was on the cusp of a...
Sep 14, 2017 04:21 am UTC| Research & Analysis
Moodys Investors Service says that Fijis (Ba3 stable) credit profile is supported by continuing improvements in the countrys economic and institutional strength, aided by political stability. Government debt is...
FxWirePro: Choose between USD/CHF FVAs and straddle ahead of streaks of data events
Sep 13, 2017 12:29 pm UTC| Research & Analysis Central Banks
The US continues to lag the growth upgrade cycle, prompting yet another 2% downgrade to the USD TWI forecast. Following some up and down, yesterday was a quiet day for the US currency. The ICEs USD index traded in a range...
FxWirePro: Derivatives trades for dislocations in CHF-vol complex ahead of SNB
Sep 13, 2017 11:42 am UTC| Research & Analysis Central Banks Insights & Views
The recent developments in the Swiss franc have been less intense over the past month than in the latter part of July when the surge in EURCHF fuelled an expectation in certain quarters that the franc was on the cusp of a...
Moody's: Diplomatic row is credit negative for all GCC members; Qatar and Bahrain most exposed
Sep 13, 2017 08:19 am UTC| Research & Analysis
The diplomatic dispute between Qatar and a group of neighbouring countries, including members of the Gulf Cooperation Council (GCC), is credit negative for all GCC countries, with Qatar and Bahrain being most exposed,...
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