FxWirePro: Long-dated USD/CHF vol screening cheap - Carry vol ratios of ATMF straddles
Apr 06, 2017 09:26 am UTC| Research & Analysis Insights & Views
The back-end (5Y and out) USDCHF vol is beginning to approach deep value levels. While not quite through Q214 lows that we flagged in reference to USDJPY last week, 5Y ATMs have cratered in excess of 3 % pts and broken...
Moody's: Home loan arrears rising in all Australian states
Apr 06, 2017 03:28 am UTC| Research & Analysis Real Estate
Moodys Investors Service says that the proportion of Australian residential mortgages that were more than 30 days in arrears (30+ delinquency rate) rose to 1.52% in November 2016 from 1.20% in November 2015. Moodys...
FxWirePro: Zero-cost conditional EUR crash hedges
Apr 05, 2017 10:33 am UTC| Research & Analysis Insights & Views
The flipside of greater mainstream acceptance of the European recovery theme is that attention to left tail EUR risks has now severely diminished. While it doubtlessly hooves investors to position for the baseline view,...
Apr 05, 2017 07:45 am UTC| Research & Analysis Insights & Views
GBPAUD major trend has been bearish. Short term bullish trend struggling for the momentum. In the prevailing puzzled environment, you could observe that the momentary bulls of GBPAUD struggle to break and sustain...
Apr 05, 2017 02:41 am UTC| Research & Analysis
Moodys Investors Service says that New Zealands Aaa rating and stable outlook are supported by the sovereigns very high economic resilience, and a strong fiscal position compared to peers. Combined with effective...
FxWirePro: Hedging perspectives on French politics and activation of article 50
Apr 04, 2017 13:02 pm UTC| Research & Analysis Insights & Views
Despite the ruckus in the UK press over the inclusion of Gibraltar in the EUs draft Brexit guidelines, the tone from both sides during the trigger of Article 50 was surprisingly cordial. The UK admitted that it could not...
Apr 04, 2017 12:57 pm UTC| Research & Analysis Insights & Views
The euro area corporates are in a good position to expand, the corporates in this geography have become net savers and low-interest costs, lower dividend payouts, lower CapEx explains the shift. Corporates capacity to...
Johannesburg in a time of darkness: Ivan Vladislavić’s new memoir reminds us of the city’s fragility
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