FX Hedging Strategy Series

FX Hedging Strategy Series

FxWirePro: EUR/USD 6m ATM IVs fair bid to encompass umpteen risk events - How about fetching fixed leverage via option portfolios?

Nov 18, 2016 13:43 pm UTC| Research & Analysis

We already called for EURUSD downside one month ago at 1.10 (And now the euro is almost at 1.0625 levels), recommending bearish structures via options portfolios. Please be noted that from the IV nutshell of ATM...

FX Hedging Strategy Series

FxWirePro: EUR/USD hedgers seem dubious to add shorts despite luring RRs in 1w IV skews versus longer tenors

Nov 18, 2016 13:29 pm UTC| Commentary

As you could make out from the IV nutshell of ATM contracts of 6m tenors, the implied volatilities of ATM contracts of this the pair are flashing at around 9.85% for 1w expiries and hovering above 11% across longer...

FX Hedging Strategy Series

FxWirePro: Brexit negations too animated than Trump factors that keep GBP crosses on check – Shorts in GBP crosses via option spreads/combinations

Nov 18, 2016 12:02 pm UTC| Research & Analysis

GBP has been a world beater for much of this year. The worlds worst performing currency up until a few weeks ago when the High Court ruled against the government over the means of triggering Article 50 and the worlds...

FX Hedging Strategy Series

FxWirePro: GBP/CAD rallies restrained at 7-DMAs, momentum not convincing, major trend remains intact – Speculate rallies via boundary binaries

Nov 18, 2016 11:34 am UTC| Technicals

Dear readers, we had often urged for more slumps in our previous write up in August month, and rest is history and we continue to maintain the same opinion, for more reading on our previous write up by following below...

FX Hedging Strategy Series

FxWirePro: Mexican peso gives up momentum in recent rallies despite Banxico’s 50 bps hikes - Uphold USD/MXN longs with smart hedge

Nov 18, 2016 10:04 am UTC| Central Banks Research & Analysis

After 3-4 days of bearish streaks in USDMXN, bulls have resumed again in its major bull trend, spiked from the lows of 20.1265 levels to the current 20.6205 levels, rallies continued after Mexican central banks monetary...

FX Hedging Strategy Series

FxWirePro: How long does SNB carry monotonous tone? Option portfolios for Swiss Franc Crosses

Nov 18, 2016 09:23 am UTC| Central Banks Commentary

SNB bashing seems to be more monotonous for now. If the current SNB policy is not sustainable from a fundamental point of view an efficient market should enforce a change. That may be painful in short term, but long term...

FX Hedging Strategy Series

FxWirePro: Sterling discounts unemployment claims and retail sales, GBP/JPY 1m IV skews conducive for OTM put strikes – Strips to hedge Q4 GDP

Nov 18, 2016 07:59 am UTC| Research & Analysis

Retail sales volumes MoM in UK surged by 1.9% in October, exceeding all expectations (CON 0.5%; LBCB 0.6%) after a modest 0.1% gain in September. Some strength in todays report was expected, with advance indicators of...