FxWirePro: Directional option trades to sync with EUR/USD OTC sensitivity tools and trend
Feb 27, 2017 09:51 am UTC| Research & Analysis Insights & Views
Please be noted that the risk reversal flashes across all tenors, although we see positive changes to the bearish risk sentiments across all tenors, hedging sentiments for bearish risks remain intact, whereas Euro seems to...
Feb 27, 2017 06:29 am UTC| Research & Analysis
The Swiss franc, Norwegian and Swedish Kroner have all suffered slightly this week from French political concerns, Euro has not been an exception. French opinion polls and Presidential politics generallyare now moving...
FxWirePro: Conditional benevolent election/European recovery via EUR call switches
Feb 24, 2017 11:57 am UTC| Research & Analysis
European election hedges have taken up considerable print space and investor mind space this year, the baseline view of a benign non-Le Penn outcome has invited relatively little option interest via EURUSD calls. Partly...
Feb 24, 2017 11:25 am UTC| Research & Analysis Insights & Views
EUR risk short-lived: The recent tightening of the spread is essentially due to the political risk premium in Europe, which is currently supporting EUR vols. Our central scenario sees Marine Le Pen failing to win the...
FxWirePro: Mitigating asymmetric risk in EUR/AUD - Zero-cost call ladder to sell excess convexity
Feb 24, 2017 10:02 am UTC| Research & Analysis Insights & Views
EURAUD has lost about nine figures since the start of the year on the back of political fears pressuring the EUR and the risk-friendly mood supporting the AUD via metals. But the pair is now testing the 1.37 support. A...
Feb 24, 2017 06:13 am UTC| Research & Analysis Insights & Views
At spot reference: 112.89, USDJPY 3m risk reversals and IVs are indicating mounting hedging interests for downside risks (while articulating). While 1m IVs have collapsed 16 points to 11.16% and 3m IVs are spiking at...
FxWirePro: Quest in risk-on dynamics - High yielders in EMFX radar
Feb 23, 2017 10:12 am UTC| Research & Analysis Insights & Views
The strategy for trading EMFX encompasses a mixed bag. It is generally pro-risk through exposure to high yielders but with a modest long dollar bias by shorting low yielders that offer little value either from a carry or...
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