FxWirePro: GBP/CHF gamma puts seem more efficiently sensitive on HY IVs
Jul 14, 2016 10:27 am UTC| Research & Analysis Insights & Views
As we can glance over the sensitivity table of this pair, for every shift towards OTM areas we can spot out theincrease in gamma correspondingly and this is not comparatively happening in ITM zones. More importantly, we...
FxWirePro: EUR/JPY put backspreads to optimally bid tepid IVs and bearish-neutral risk reversals
Jul 14, 2016 06:58 am UTC| Research & Analysis Insights & Views
OTC Outlook: The implied volatility of ATM contracts 1w expiries of this the pair has been remarkably reduced, shrinking at around 14.39% and at 13.69% for 1w and 3m tenors respectively (see above nutshell). Although...
Moody's: Australian banks face rising challenges
Jul 14, 2016 03:21 am UTC| Research & Analysis
Moodys Investors Service says that Australian banks are facing a growing number of headwinds due to increasing household leverage and persistently low interest rates, which are increasing the banks sensitivity to...
Jul 13, 2016 13:00 pm UTC| Research & Analysis Insights & Views
Lets have a glance over OTC updates, hedging activities of Swiss franc crosses have been showing less interest in OTC markets. 1w ATM IVs have been lacklustre, slipped below 7% which is on lower side among G10 currency...
Jul 13, 2016 10:13 am UTC| Research & Analysis Insights & Views
We are concerned about the fact that it is generally expected that the BoE would cut its key rate (possibly as early as tomorrow). This rate cut may be sufficiently priced in on the FX hedging market to ensure that it...
Jul 13, 2016 07:07 am UTC| Research & Analysis Insights & Views
Briefing about FX performance and central banks: This week, Aussie dollar against Kiwi dollar has been gaining vigorously (about 1.21% while articulating) as both technical and fundamental indicators are still...
Jul 13, 2016 01:57 am UTC| Research & Analysis
Kenyas buoyant economic growth, stable business environment and growing consumer demand from its emerging middle class will be among the factors driving expansion and investment among non-financial companies in the East...
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