FxWirePro: Formulate knock out optionality structure for USD/CAD bearish potential
Jul 05, 2017 11:43 am UTC| Research & Analysis Insights & Views Central Banks
The bearish USDCAD scenarios (below 1.28) driven by: BoC indicates an intention to normalize rates earlier due to an improved global outlook. Global demand pushes oil prices to $50 plus and towards $60. The...

FxWirePro: Are you dubious on further euro surge? Worthy options pack for euro bloc
Jul 05, 2017 11:34 am UTC| Central Banks Insights & Views
The economic recovery in the eurozone has strengthened and thanks to the prospect of an imminent exit from the ECBs expansionary monetary policy, after the ECB had already removed the reference to further rate cuts from...
FxWirePro: Euro call switches and options triangle strategies
Jul 05, 2017 11:30 am UTC| Central Banks Insights & Views
The economic recovery in the eurozone has strengthened and thanks to the prospect of an imminent exit from the ECBs expansionary monetary policy, EUR has appreciated. After the ECB already removed the reference to...
FxWirePro: Euro call switches and options triangle strategies
Jul 05, 2017 10:55 am UTC| Central Banks Insights & Views
The economic recovery in the eurozone has strengthened and thanks to the prospect of an imminent exit from the ECBs expansionary monetary policy, EUR has appreciated. After the ECB already removed the reference to...
FxWirePro: Euro vols still looks low for EUR/USD swaptions compared to rates
Jul 05, 2017 08:04 am UTC| Central Banks Insights & Views
There are also reasons on the EUR side of things for not allowing the EUR euphoria to go too far. Some European Central Bank policymakers are having doubts about signaling in July that they are moving closer to dialing...

Jul 05, 2017 07:04 am UTC| Technicals Insights & Views
It has been struggling momentum for the streaks of consecutive rallies of last 4 months. On 4H charts, we dont encourage longs despite current minor upswings. Instead, we are slightly bearish bias due to following...

Jul 04, 2017 12:33 pm UTC| Research & Analysis Insights & Views
EUR vol risk reversals remain low compared to the level of rates (refer above diagram). Also, in longer tails, the EUR volatility smile remains flat compared with the rates vs vol correlation seen since 2015 and over the...