
FxWirePro: NZD/USD 3m IV skews move in sync with FED’s forward guidance – ATM delta puts for hedging
Dec 16, 2016 08:29 am UTC| Central Banks Research & Analysis
Please be noted that the 3m IV and skews of NZDUSD is pretty much in tandem with FEDs forward guidance. By that, we mean dollar would gain considerably against NZD in Q12017. NZDUSD 1-3 month: Below 0.6970. The US...
Dec 16, 2016 01:39 am UTC| Research & Analysis
Moodys Investors Service says that the overall asset profile of Indian banks property retail loan portfolio is stable, although risks are rising in the non-traditional loan against property (LAP) segment. Growth in LAP...

Dec 15, 2016 13:44 pm UTC| Research & Analysis Central Banks
The above performance picture, we get from the monthly reporting hedge funds is quite disappointing than the picture from the daily reporting funds as even currency hedge funds performed poorly in November. As you could...

Dec 15, 2016 13:02 pm UTC| Research & Analysis
This write is majorly emphasizes on a bearish EURCHF owing to Euro area politics: This recommendation has been motivated by EUR facing multiple electoral hurdles in 2017 on the one hand, and constraints to SNB FX...

FxWirePro: Highest Alpha potential in FX options markets and projections for 2017
Dec 15, 2016 12:17 pm UTC| Research & Analysis
Given that the average investors tradable horizon is no more than 3-6 months, and that the bulk of US-policy driven FX moves are likely to be front-loaded in Q1 with some possibility of a reversal/inflection in H2, this...

Dec 15, 2016 11:54 am UTC| Research & Analysis
Euro IV and RV curves are diverging, while risk reversals and underlying spot curves are converged, Fed has delivered with rate hikes as anticipated, ECB shifted its policy and EURUSD breaks its long lasting range bounded...

FxWirePro: Positive shift in USD/JPY risk reversals as Fed does what BoJ wanted
Dec 15, 2016 07:32 am UTC| Central Banks Research & Analysis
The Bank of Japan (BoJ) got its Christmas presents firstly on 8th November and now again on 14th December: since the US Presidential elections the yen has been under pressure against USD. Thanks to Trump. As a result, the...