FxWirePro: Hedge AUD/USD puzzling swings via “DDPS” on bearish-neutral RR ahead of RBA
Jul 29, 2016 08:04 am UTC| Research & Analysis Insights & Views
AUDUSD delta risk reversals indicate bearish-neutral sentiments in FX OTC markets as there is no hedging interest seen in near terms (see for 1W expiries) but this has again shown in favour of bearish interests as the...
Jul 28, 2016 13:11 pm UTC| Research & Analysis Insights & Views
The delta risk reversals with positive changes of all time frames have alerted the major non-directional trend that has lasted since February 2015 but gradually favours downside hedging risks over the longer period of...
Jul 28, 2016 12:52 pm UTC| Research & Analysis Insights & Views Central Banks
Please have a glance IVs of Yen crosses (see highlighted portion of yen crosses), 1W ATM tenors have spiked above 22% almost all yen crosses, and this turbulence in OTC market is majorly due to tomorrows monetary policy...
Jul 28, 2016 11:21 am UTC| Research & Analysis Insights & Views
Please be noted that the ATM IVs of this EURUSD are creeping up at 7.79% and 7.12% for 1w and 1m tenors respectively. Whereas the ATM premiums are trading 24% more than NPV, the disparity between IVs and premiums are...
Jul 28, 2016 08:29 am UTC| Research & Analysis Insights & Views
Technically, the NZD/JPY bears establish robust volume build ups in the major trend, lingering supports 7DMA which seems to be broken to evidence more slumps, we devise a hedging strategy using FX options. The execution...
Jul 28, 2016 08:06 am UTC| Research & Analysis Insights & Views Central Banks
The implied volatilities of ATM contracts for near month expiries of this the pair are spiking in sky-rocketed pace. Here are the evidences: ATM IVs of this pair is trending higher at around 53.61%, 17.99% and 24.47%...
Jul 27, 2016 13:46 pm UTC| Research & Analysis Insights & Views
Oil got a bit ahead of itself in June, breaching $50/bbl, but has since eased as some earlier supply disruptions were resolved and the market focuses on the potential for slower demand growth, an overhang of refined...
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