
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...

Jul 04, 2017 11:35 am UTC| Technicals Insights & Views
Interim bearish swings in consolidation phase are coupled with both leading and lagging oscillators. Amid the mild downswings for the day, bulls are on the verge of hitting 4-weeks highs. Bulls manage to break-out...
Jul 04, 2017 10:43 am UTC| Research & Analysis Insights & Views
WTI crude prices have been inching higher towards $47 ahead of tomorrows EIAs inventory check, today the rallies seem to be little edgy snapping eight days of gains in what was the longest unbroken rally in more than five...

FxWirePro: RVs versus IVs in G7 FX space, what has low vol in it?
Jul 04, 2017 09:30 am UTC| Research & Analysis Insights & Views
Weve seen the H12017 has turned out to be one dominated by USD weakness, and the outperformance of EM carry, an outcome expected by few at the beginning of the year. FX vols enter H2 meaningfully cheap versus macro...
FxWirePro: Luring Lonnie’s optionality - USD/CAD unlikely to hit 1.23 knocks out from above 1.32
Jul 04, 2017 07:56 am UTC| Research & Analysis Insights & Views
Even the sharp renewed decline in the broad dollar is well explained by the fact that the US largely sat out of the rates repricing phenomenon that took hold of large parts of the rest of the G10 universe. The end result...

Jul 04, 2017 07:24 am UTC| Research & Analysis Insights & Views
The Reserve Bank of New Zealand kept its official cash rate unchanged at record low of 1.75 percent on June 21st, 2017, as widely expected. The central bank left the monetary rate unchanged for the fourth straight meeting....
FxWirePro: A glimpse through EMFX and derivatives trades perspectives
Jul 03, 2017 13:16 pm UTC| Research & Analysis Insights & Views
EMEA EM FX weakness seems to be modest. We project modest EMEA EM FX weakness, as well as market volatility and risk premia, rise in response to changing global monetary policy narrative. Importantly for investors, we...