
FxWirePro: A snapshot on VXY to run through tactical/strategic vol investment approaches
May 08, 2019 10:04 am UTC| Research & Analysis Insights & Views
The FX volatility is very low and turnover suggests that participation is also declining. This is highlighted by the tight ranges in FX despite substantial reversals in both equities and debt markets. We reckon the stasis...
Digital Currency Revolution Series: MIT's Economic Veteran In Focus For Facebook's New Coin
May 08, 2019 08:27 am UTC| Research & Analysis Digital Currency Insights & Views
Mr.Christian Catalini is the founder of the MIT Cryptoeconomics Lab who is reportedly working for Facebook (FB) to develop their crypto-coin. The prime objective of theMIT CryptoeconomicsLab is to encourage the research...

May 08, 2019 07:46 am UTC| Research & Analysis Central Banks
The RBNZ today cut the OCR 25bps to 1.50%. Both the market and analysts were divided on what action the RBNZ would take today, meaning a market reaction was guaranteed either way. Consequently, the majority ofNZD pairs...

May 07, 2019 13:08 pm UTC| Research & Analysis
EM FX vols have generally continued the steady decline following the sharp repricing higher as occurred last August, with the JPM VXY EM Index roughly just 2 vol points higher than the summer-2014 all-time low recorded by...

FxWirePro: Snippets of gold vols and options possibilities
May 07, 2019 11:55 am UTC| Research & Analysis
Gold vols: The gold 1M ATM vol levels opened up the week with an uptick of about 0.3 vols (from 7.9 to 8.2) but finished the week on the back foot at historical low @ 7.85 vols. Front-month gold gamma rose from 7.8 vols...
FxWirePro: A Run Through on Luring Relative Values in Kiwis FX Crosses Ahead of RBNZ
May 07, 2019 11:16 am UTC| Research & Analysis Central Banks Insights & Views
By year-end, we expect NZD to see it below 0.6600 levels if the RBNZ cuts the OCR. In addition, we expect the US economy to improve in the second half of 2019, which should support the US dollar. Currently, our...

May 07, 2019 10:29 am UTC| Research & Analysis Digital Currency Insights & Views Technicals
Cryptocurrency derivatives have been the center of attraction in the recent past. Cryptocurrency derivatives, including cryptocurrency ETFs, futures, CFDs, and cryptocurrency options) have been under the meticulous scanner...