FX Hedging Strategy Series

Oil in Global Economy Series

FxWirePro: Will it be prolonged OPEC’s production cuts? What else drives Crude’s bullish price risk and how would you hedge?

Apr 24, 2017 13:08 pm UTC| Research & Analysis Insights & Views

It is about more than the barrels. Although the fundamental impact is very important, the real significance of the agreement is that Saudi Arabia and OPEC have returned to active market management. This is what put a...

FxWirePro: Option skew and spec position monitors in global asset classes

Apr 24, 2017 10:52 am UTC| Insights & Views Research & Analysis

The skewness is the difference between the implied volatility of out-of-the-money (OTM) call options and put options. A positive skew implies more demand for calls than puts and a negative skew, higher demand for puts than...

FxWirePro: Sterling surges as oil-linked currencies slipped but OTC hedging settings to indicate geopolitical factors

Apr 24, 2017 09:32 am UTC| Research & Analysis Insights & Views

Do you think GBPUSD is the worst behind us? Are Brexit negotiations better prospects? Prime Minister May surprised the market by calling for a snap general election on 8 June. Sterling has been the top performer in...

Moody's: Chinese property outlook remains stable but competition will intensify

Apr 24, 2017 08:25 am UTC| Research & Analysis

Moodys Investors Service says that the outlook for Chinas property market is stable, but the operating environment will become more challenging and competition will intensify. The stable outlook reflects our expectation...

FxWirePro: Hunt for gamma risk premiums in EUR rates

Apr 21, 2017 12:03 pm UTC| Research & Analysis Insights & Views

The EUR short rates gamma risk premium is likely to start depreciating vs longer expiries early next week unless the French elections disappoint. Buying collars at the EUR front end remains a cheap way to position for...

FxWirePro: Eurozone inflation still lacklustre – Indexed linked and sovereign derivatives

Apr 21, 2017 11:47 am UTC| Research & Analysis Insights & Views

Euro area inflation breakeven has undergone a recent correction, but we like to fade this move in the near term, given the chances of a risk-friendly environment and higher inflation in April. We favor IOTA trades in core...

FxWirePro: Long-term risk reversals softened for sterling on better odds on EU-UK trade pact – Rosy time for option writers to use interim rallies and short vols

Apr 21, 2017 10:44 am UTC| Research & Analysis Insights & Views

Do you think GBPUSD is the worst behind us? Are Brexit negotiations better prospects? Prime Minister May surprised the market by calling for a snap general election on 8 June. The possibility of a hard Brexit has...