
Jan 27, 2017 08:37 am UTC| Central Banks Research & Analysis Insights & Views
The BoJs consumer inflation rose by 0.1 pct in December. This came in as expected but lower than Novembers 0.2 pct rise. The BOJ began publishing its own consumer price calculations in November 2015 to better understand...
FxWirePro: Spotting anomalies and fixing dislocations in EMFX
Jan 27, 2017 05:50 am UTC| Research & Analysis Insights & Views
In this edition, we emphasize the potential trading opportunities in a few EMFX baskets related to anomalies or dislocations. These include: 1) TWD too strong versus rate differentials, it is highly expensive versus...

Jan 26, 2017 12:02 pm UTC| Research & Analysis Insights & Views
The premium of implied volatility to realized has fallen across tenors; most notably at the front-end where the 1m spread has declined by 2.5 vol points (now in negative territory) and in 3m which is 3 vol points lower...

FxWirePro: Directional low vol trade for Cable via “Double No Touch”
Jan 26, 2017 11:49 am UTC| Research & Analysis Insights & Views
The view of a cable range and capped volatility directly suggests a Double No Touch (DNT) implementation. The risk is limited to the premium and the volatility profile is very interesting for the specific GBP...

Jan 26, 2017 07:49 am UTC| Research & Analysis Insights & Views
The BlackScholes model has been accredited as a vivid breakthrough in asset pricing theory. But in applying it to real world options, problems immediately arose, because the volatility that makes an options model value...

Jan 26, 2017 06:50 am UTC| Research & Analysis Central Banks Insights & Views
The ATM volatility of GBP crosses are reasonable rising higher levels until next weeks BoE monetary policy meeting, although we are expecting a calm down a little after another roller-coaster ride in the GBP around the BoE...
Moody's: Chinese property market to show slower sales growth in 2017
Jan 26, 2017 03:03 am UTC| Research & Analysis
Moodys Investors Service says that Chinas property market -- after posting a record high in 2016 -- will show nationally a slower pace of sales growth in 2017 on the back of the governments tightened controls to curb...