FxWirePro: AUD/NZD reverse ratio spread to magnify yields in mounting bearish environment
Nov 07, 2016 08:13 am UTC| Research & Analysis
AUDNZD in short run: The corrective declines have so far retraced over 50% of the Sep/Oct rally. It has scope to extend this retracement to 62% or 1.0440. 10D at the money volatilities of 50% delta calls are just shy...
Nov 07, 2016 08:10 am UTC| Research & Analysis
EUR/USD and yen options at each end of the G10 skew. The revived US election risk created an unusual pattern seeing a weaker dollar combined with higher FX volatility, creating opportunities in skew space. The US...
Nov 04, 2016 12:42 pm UTC| Central Banks Research & Analysis
The fact that market attention will focus less on the US labour market report today may mean that the Canadian labour market report receives more attention. We doubt whether this will turn out to be quite so positive...
FxWirePro: Hedge TRY with knock-outs as uncertainty looms around EMFX ahead of Trump scenario
Nov 04, 2016 10:49 am UTC| Research & Analysis
The political risk is going to take center stage. The US election presents a major risk for the FX market in the event of a Trump victory that would imply it is high time to look at the question of what an election victory...
FxWirePro: Hedge USD vega exposure as currency appreciation nose-dives to drive gamma performance
Nov 04, 2016 07:46 am UTC| Central Banks Research & Analysis Insights & Views
The stern US dollar has been strengthening fails to drive gamma performance: fade rich USD vols and skews. This week saw a sharp acceleration in the global sovereign rates bearish steepening, on improved global data...
Nov 04, 2016 07:23 am UTC| Central Banks Research & Analysis
OTC updates: As per the nutshell showing implied volatilities and delta risk reversals, USDJPY is rising higher IVs of 1w tenors with hedging sentiments for downside risks in the tenor which is the highest among G10...
FxWirePro: How to position EMFX trade basket ahead of US elections?
Nov 03, 2016 13:42 pm UTC| Research & Analysis
This week we examine local currency bank loan and deposit trends across the region. Similar to the deleveraging in external debt noted in last weeks focus, domestic loan growth has remained relatively weak, likely...
South Africa’s plan to move away from coal: 8 steps to make it succeed
Germany lowers voting age to 16 for the European elections
IceCube researchers detect a rare type of energetic neutrino sent from powerful astronomical objects