FxWirePro: How does buying zero cost seagull result in leveraged yields?
Jan 10, 2017 07:57 am UTC| Research & Analysis
As you could see EURJPY 6m implied volatility too elevated, as it is unsupported by both 6m and 1m realized volatilities suggesting a decent risk premium to be monetized. The variance swap recommended above expresses...
FxWirePro: Shorting cable volatility without risking more than option premium
Jan 09, 2017 12:59 pm UTC| Research & Analysis
In this write up we emphasize on the opportunity in shorting cable volatility without harming FX portfolio. Well, weve seen a very turbulent 2016, hereafter, no much dramatic action expected in the GBP space, but the...
FxWirePro: Positioning key EUR option trades to monitor IV skews amid Eurozone macros
Jan 06, 2017 12:15 pm UTC| Research & Analysis
Although the bearish swings in themajor trend of EURJPY seemto be threatening, you observe range bounded trend has been persisting from last fortnight or so (upper range at 124.0940 and lower range at 121.600...
Jan 06, 2017 10:36 am UTC| Research & Analysis
The November US labour market report sent mixed messages. Payrolls growth was largely as expected, and close to the monthly average for 2016, at 178k. However, the unemployment rate unexpectedly fell to 4.6%, the lowest...
Jan 06, 2017 10:17 am UTC| Technicals
USDJPY dropped vigorously from the highs of 118.608 levels to the current 115.970 levels, the flurry of bearish streaks occurred especially after Whipsaws in theuptrend that indicates weakness on Feds minutes that includes...
Jan 06, 2017 07:32 am UTC| Research & Analysis Central Banks
The U.S. currency has surged since the election, partly in anticipation of fiscal policies under the incoming Trump administration. The Bloomberg Dollar Spot Index, which measures the greenback against 10 global...
Jan 05, 2017 12:20 pm UTC| Research & Analysis
The strategy: Weve already advocated this strategy in ourearlier post. Stay firm or initiate longs in USDSGD 3m one-touch knock-in 1.4950 on below strong grounds of fundamental attributes that are explained below,...
South Africa’s plan to move away from coal: 8 steps to make it succeed
Germany lowers voting age to 16 for the European elections
IceCube researchers detect a rare type of energetic neutrino sent from powerful astronomical objects