
FxWirePro: EUR/GBP ATM puts seem costlier, option arbitration in lieu of shorts on reducing IV
Oct 30, 2015 13:30 pm UTC| Insights & Views
The implied volatility of ATM contracts is at 9.25% and it is expected to reduce at around 8.5% for near month expiries of this the pair.NPV of 1m ATM call is at 712.52 while the Premiums trading above 9.40% at GBP 779.73...
Cable seems weaker amid Fed and BoE policy divergence, harmonized U.S. and U.K. data
Oct 30, 2015 13:28 pm UTC| Insights & Views
Data releases in the UK were scarce this week with only a very strong retail sales report on the calendar.The monetary policy divergence between the Fed and the BoE could come back into play following the strong US PMI...

Unemployment shows why ECB can do more -
Oct 30, 2015 13:10 pm UTC| Insights & Views
Euro zone unemployment rate dropped to 10.8% in September from 11% a month back. I have been arguing for further ECB action for quite some time, hints of which finally came at last meeting. And key corner piece of my...
Hawkish views from Jeffrey Lacker
Oct 30, 2015 12:30 pm UTC| Insights & Views Central Banks
Jeffrey M. Lacker, president of Richmond FED had been the only hawk last Wednesday, when policymakers chose to maintain current monetary policy accommodation by 9-1 vote. In a speech today, Mr. Lacker explained, why he...
FxWirePro: Yen likely to gain further against INR, broad trend downside
Oct 30, 2015 12:03 pm UTC| Insights & Views
INR is clearly in back foot against Dollar as at one hand investor lean towards more attractive opportunity in Europe as European Central bank (ECB) prepares to ease policy further and US Federal Reserve kept the door open...

FxWirePro: Deploy EUR/USD PRBS to hedge spot FX downside risks
Oct 30, 2015 11:39 am UTC| Insights & Views Technicals
The delta risk reversal for 1m contracts have shown bearish signals back again and long term (1M-1Y) put contracts are also on higher demand. While the pair is still to percieve the highest implied volatility for 1W at...
US personal consumption expenditure preview
Oct 30, 2015 11:30 am UTC| Insights & Views
Personal consumption, income data along with PCE price index would be released from US at 12:30 GMT. Why it matters? Personal consumption and income data provide information on consumer sentiment. Consumers tend...