
The paradox of social distancing: We've grown closer to co-workers during the coronavirus pandemic
May 14, 2020 10:12 am UTC| Insights & Views
While driving to work in the first week of 2020, I came upon the aftermath of a horrific vehicle collision involving a pedestrian. An hour later, I was in a meeting with colleagues at Brock University. Although still...

FxWirePro: Risk-Reversal Analysis For Aussie – AUD Shorts Against EUR More Luring Than USD
May 14, 2020 08:02 am UTC| Research & Analysis Insights & Views
Even after the 50% pullback from the manic extremes of March, AUDUSD risk-reversals are at 2008 GFC extremes as a ratio to ATM vols (refer above chart). The short-memory of the unhinged collapse in AUD spot and spike in...
Norwegian Macros Provides Breathing Space To Norges - Delta Loop Vanilla Triangle Package For NOK
May 13, 2020 14:47 pm UTC| Research & Analysis Central Banks Insights & Views
Inflation was not much of an issue in Norway anyway over the past few years, so that Norges Bank was able to hike its key rate quite strongly over the past two years until it lowered it back to 0% again as a result of the...

FxWirePro: A Prudent Run Through On AUD Options Market Analytics
May 13, 2020 12:43 pm UTC| Research & Analysis Insights & Views
Even after the 50% pullback from the manic extremes of March, AUDUSD risk-reversals are at 2008 GFC extremes as a ratio to ATM vols (refer above charts). The short-memory of the unhinged collapse in AUD spot and spike in...
FxWirePro: Spotlight On Crude Oil Demand/Supply Equation And Hedging Strategy
May 13, 2020 10:32 am UTC| Research & Analysis Insights & Views
Eurostat reported Euro area retails sales recently, confirming that the regions automotive fuel consumption dropped by 20.8% m/m in March. The weak fuel consumption data has prompted us to further cut our European road...

The current ‘mini-collapse’ requires a democratic response
May 13, 2020 09:37 am UTC| Insights & Views
Covid-19, an anthropocene disease ? This is how professor Philippe Sansonetti sees the crisis we are experiencing. As a reminder, this concept proposed by Paul Crutzen and Eugene Stoermer in 2000 refers to the present...

May 13, 2020 08:58 am UTC| Research & Analysis Central Banks Insights & Views
Overnight, theRBNZleft rates at 0.25%, but increased its QE programme, also indicating that negative rates will become an option in the future. We recommended short NZD in our portfolio vs a basket of AUD and USD as...