
FxWirePro: Long delta/short vega in EUR/CHF call flies seems optimized hedge
Aug 01, 2017 11:04 am UTC| Research & Analysis Insights & Views
Please be noted that the OTC VIX for EURCHF has been the highest, but IVs of longer tenors have still been on the lower side, while risk reversals indicate the hedgers interests in the bullish risks. With limited room...

FxWirePro: Option straps to hedge NZD/JPY invoices
Aug 01, 2017 08:28 am UTC| Research & Analysis Insights & Views
Please be noted that call options of 1m and 2m tenors are trending higher at 9.22% and 9.33% respectively. Please also be noted that the options with a higher IV cost more which is why in this case OTM puts have been...

Aug 01, 2017 07:20 am UTC| Technicals Insights & Views
NZDJPY bears resume with bearish engulfing in minor trend, as a result, yesterdays rallies are restrained below EMAs, and the current prices again remain below 7-SMAs. Bearish SMA crossover signals more slumps. So, we...
FxWirePro: China to append stress on copper prices
Aug 01, 2017 05:28 am UTC| Research & Analysis Insights & Views
The prices of industrial metals (Copper and nickel) showing strength but supply abundant Base metals are consolidating recent gains at the end of a week which has seen strength in copper and nickel prices, which are both...
FxWirePro: EMFX appeals for high carry on lingering skepticism of FOMC
Jul 31, 2017 13:28 pm UTC| Research & Analysis Insights & Views
Fed signals concern about low inflation but expect to start unwinding QE soon. But market pricing for a fed funds rate hike before December ticked up slightly to almost 50%. While the July FOMC meeting came and went,...
FxWirePro: Attractive Gamma baskets in high beta pairs
Jul 31, 2017 13:03 pm UTC| Research & Analysis Insights & Views
Much of AUDUSDs gains have been driven by broad US dollar weakness. But there has also been a partial recovery in Australias key commodity prices, after very steep declines in April and May. However, beyond multi-week...

Jul 31, 2017 12:39 pm UTC| Technicals Insights & Views
Although robust price rallies seem to be exhausted today at the peaks of 1.1406 levels, the current prices are well beyond DMAs (on the daily chart). 3-white soldiers pattern candlesticks have occurred in daily...