Euro zone sovereign bond spreads: A must watch tool
Aug 22, 2017 11:46 am UTC| Commentary Central Banks
We at FxWirePro decided to add a simple but very important tool to our regular watch list and that is sovereign bond spreads of Eurozone economies over Germany. It was included on the watch list during the Eurozone debt...

Fundamental Evaluation Series: USD/SEK vs. 2-year yield spread
Aug 22, 2017 10:56 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/SEK and 2-year yield spread has unfolded since 2012. The Sveriges Riksbank (SRB) began reducing interest rates (repo rates) in the aftermath of the Great...
Fed Hike aftermath Series: Hike probabilities over next 12 months
Aug 22, 2017 10:34 am UTC| Commentary Central Banks
Despite hawkish rhetoric from FOMC policy makers such as William Dudley earlier this month, the hike odds are declining across the meeting as the economic numbers including inflation continue to disappoint to the downside,...
FxWirePro: Glimpse through AUD/USD and swap rates ahead of American and Ausiee central banks actions
Aug 22, 2017 07:53 am UTC| Central Banks Insights & Views
It was a quiet day in markets yesterday. The Aussie tumbled ahead of speeches of FOMC Member Kaplan and later in the week from Fed Chair Yellen. Ahead of next months RBAs monetary policy, we wish to shed some light on...

Fundamental Evaluation Series: USD/DKK vs. 2-year yield spread
Aug 22, 2017 07:36 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/DKK and 2-year yield spread has unfolded since 2012. It can be seen that the pair and the yield spread between 2-year treasury and 2-year Danish government bond...

Fundamental Evaluation Series: USD/CZK vs. 2-year yield spread
Aug 22, 2017 06:21 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/CZK and 2-year yield spread has unfolded since 2012. It can be seen even with a naked eye, that the pair and the yield spread between 2-year treasury and 2-year...

FxWirePro: Hedge EUR/CAD puzzling swings via diagonal call ratio spread on BoC monetary policy
Aug 21, 2017 12:11 pm UTC| Research & Analysis Insights & Views Central Banks
A reassessment of BoCs policy path will likely take time, and only after a second hike (expected October) is delivered, fully unwinding the 50bp of emergency cuts delivered in 2015 (hikes whose motivation seems more...