FxWirePro: Aggressive GBP/JPY volatility investors to prefer cheaper ATM strikes over exorbitantly priced OTMs ahead of BoE and BoJ monetary policies

Dec 06, 2017 07:46 am UTC| Research & Analysis Central Banks Insights & Views

The Japanese yen has been falling modestly possibly due in part to expectations of BoJ that is scheduled for mid of this month (20th Dec). Sterling is sitting close to recent highs ahead of next weeks BoEs monetary policy...

FxWirePro: Polish zloty clutches firmer amid lingering hawks and doves in NBP – Smart EUR/PLN hedging through diagonal call spreads

Dec 05, 2017 12:24 pm UTC| Central Banks Research & Analysis Insights & Views

EURPLN has been attempting to bounce back from the lows of 4.1988 levels in the latest trading session, however, one could make out that the trendof the underlying spot FX moves is stuck in the range between 4.2159 and...

FxWirePro: Eurozone service PMIs cause EUR/AUD vols play in action, skews of far-month tenors signal bullish risks – Achieve optimized hedging via call ladder

Dec 05, 2017 11:28 am UTC| Research & Analysis Central Banks Insights & Views

The RBAs monetary policy statement hasnt been a material change, but a possible point of difference may be around the currency given that the AUD TWI has fallen back to near 2017 lows. In Europe, the focus would...

RBA monetary policy: Assessing future bias

Dec 05, 2017 08:06 am UTC| Commentary Central Banks

Reserve Bank of Australia (RBA) chose to keep the interest rate unchanged at 1.5 percent. Lets look at the details of policy announcement to assess the bias of RBA. Key highlights RBA notes that global...

FxWirePro: Buy 6m European FX/rates combo with commensurate risk/reward ratio

Dec 04, 2017 12:55 pm UTC| Research & Analysis Central Banks

Without prolonged sharp spikes in crude prices or subsequent movements materializing, we do not suppose that recent higher oil prices will have a lasting impact on the euro area inflation outlook and thus will also not...

Fundamentals to watch out for this week

Dec 04, 2017 10:47 am UTC| Commentary Economy Central Banks

This week is a filled with volatility risks, both in terms of data and events. What to watch for over the coming days: Central Banks: Reserve Bank of Australia (RBA) will announce interest rate decision on...

Fed Hike aftermath Series: Hike probabilities over next 12 months

Dec 04, 2017 08:22 am UTC| Commentary Central Banks

Hike probability sharply spiked after last FOMC meeting, where projection material showed that the U.S. Federal Reserve is still projecting one more hike for 2017, which is likely to be December. The November FOMC...