Mar 22, 2017 13:05 pm UTC| Research & Analysis Insights & Views
INR can outperform in an environment of higher global rates but USDINR should find decent support from current levels towards the low 66.00 region in terms of spot. Bearish INR risk scenarios: 1) Demonetization...
Mar 22, 2017 12:35 pm UTC| Research & Analysis Insights & Views
Things are never as bad as they first seem, following Donald Trumps election victory there were many predictions of gloom for Mexico. Six months later things did not turn out quite as badly (yet). Trump still wants to...
FxWirePro: Vols regime- Calendar Spread on flattest curvature for USD/TWD
Mar 22, 2017 12:03 pm UTC| Research & Analysis Insights & Views
In addition to a more sanguine Fed outlook, a second factor that has weighed on vols recently is that day-weights for French elections have compressed sharply over the three weeks. EUR/G10 forward vols spanning both rounds...
Mar 22, 2017 05:13 am UTC| Research & Analysis Insights & Views
The next upside target is 0.7130 (50% retracement of Feb/Mar decline). NZDUSDs medium term perspective: Potential for higher to the 0.7150-0.7300 area during the month ahead, as USD longs are pared. Further out, the...
FxWirePro: EUR/CHF 3m strangles and short via 2w OTM calls writings to synchronize OTC indications
Mar 20, 2017 11:33 am UTC| Research & Analysis Insights & Views
Please be noted that the implied volatilities of EURCHF ATM contracts from the nutshell evidencing IVs the contract of this underlying pair of all expiries have been the least among G10 currency segment. These lower...
Mar 20, 2017 09:42 am UTC| Central Banks Research & Analysis Insights & Views
The statement from BoCs March 1st meeting reiterated the point that, unlike the US, Canada was an economy that continues to be beset by material excess economic slack, and thus warrants a policy stance that remains very...
FxWirePro: Hedging European political risk - Buy EUR/JPY 3m one-touch vanilla
Mar 20, 2017 06:42 am UTC| Research & Analysis
The FX euro vol market is complacent compared to the bond market, seeing the resilient 10y OAT-Bund spread. This relief offers an attractive entry point to hedge a large euro downside move via options. The 3m downside skew...
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