JGB swap curve shrinks after recently announced Kuroda’s testimony
Mar 13, 2018 10:10 am UTC| Central Banks Research & Analysis Insights & Views
JGB and swap curve shifted downward this week. Much of the rally took place on Monday, retracing most of the sell-off last Friday after Kurodas testimony at a lower house hearing. As for the LCH-JSCC spread, a further...
FxWirePro: Trade protectionism draws attentions of Vega longs in JPY spread formats
Mar 13, 2018 07:22 am UTC| Research & Analysis Insights & Views
Last week, the trade protectionism theme shot back into focus as a potential major left tail risk for markets which got further aggravated by the subsequent retaliatory rhetoric from Europe and Asia. President Trump has...
Mar 12, 2018 13:08 pm UTC| Research & Analysis Insights & Views
Indian industrial production rose at 7.5% for Jan, inflation softens to 4.4% for February: Indias industrial production expanded by 7.5% YoY in January 2018, following a 7.1% gain in the previous month and beating...
FxWirePro: Taiwanese insurance companies keen on rolling FX hedges
Mar 12, 2018 12:51 pm UTC| Research & Analysis Central Banks
In longer dated vols, this week indicated that Taiwanese life insurance companies were actively extending the maturity of their FX hedges, Bloomberg reports. Whereas in the past they had focused primarily on 3-month...
Mar 12, 2018 12:13 pm UTC| Research & Analysis Insights & Views Central Banks
Buy EURAUD, stay long EURNZD, stay short AUDJPY but convert from a covered put to outright cash short The outbreak of trade frictions and the prospect for additional action in economically more important sectors where...
Mar 12, 2018 11:03 am UTC| Research & Analysis Insights & Views
AUDUSD short-term trading momentum appears to be positive that is cushioned by risk sentiment, with 0.7900 the bullish target in the days to come. Medium-term perspective:The Aussie remains slightly pricey compared to...
FxWirePro: Bid USD/JPY 2w/2m OTC setup to optimize ‘Put Ratio Back Spreads’ as hedging bearish risks
Mar 12, 2018 07:42 am UTC| Research & Analysis Insights & Views
The robust US dollar depreciation realized since mid-December seems to have been stopped for now and most recently the US currency was able to regain some lost ground again. There is only one currency in the G10 universe...
Johannesburg in a time of darkness: Ivan Vladislavić’s new memoir reminds us of the city’s fragility
Economist Chris Richardson on an ‘ugly’ inflation result and the coming budget
Labour can afford to be far more ambitious with its economic policies – voters are on board
Sudan: civil war stretches into a second year with no end in sight