
Aug 09, 2016 13:07 pm UTC| Research & Analysis Insights & Views
Volatility shocks and the passage of time have opposite effects on the value of a vanilla option (see ATM strikes on USDJPY options). When it can benefit from more volatility (long vega and gamma on OTM put strikes), time...

Aug 09, 2016 13:00 pm UTC| Research & Analysis Insights & Views
The swiss franc against counterparts has appreciated aftermath Brexit series, but EURCHF has been an exception and trading between in a 1.0715-1.0950 range from last 1 month or so. Short term risk sentiment will...

Aug 09, 2016 11:22 am UTC| Research & Analysis Insights & Views
Any rate hikes by the Fed or any hawkish statements are viewed as bearish for CAD, which struggles to compete with high-yield bearing assets in rising rate environments. USDCAD was almost unchanged at 1.3165. Sentiment...

Aug 08, 2016 12:58 pm UTC| Research & Analysis Insights & Views
On-going euro turbulence: The main risks events are now in Europe (ECB in September, Italian referendum, immigration tensions) and in the US (Jackson Hole, presidential election): this should support EUR/USD...

FxWirePro: A what if analysis on NZD/USD hedging framework with “Sure and Fire option strips”
Aug 08, 2016 12:36 pm UTC| Research & Analysis Insights & Views Central Banks
NZD OTC market functions are likely to intensify contemplating upcoming RBNZ OCR cut in its monetary policy by 25 bps to keep it at 2.00%. As a result of this speculation in the FX market, the New Zealand dollar moved...

Aug 08, 2016 08:06 am UTC| Research & Analysis Insights & Views
As the delta risk reversals have again shown in bearish interests as the progressive increase in negative numbers signify the traction for hedging sentiments for further downside risks in both short and long term. Amid...

Aug 05, 2016 13:01 pm UTC| Research & Analysis
Although the gold spot was unable to breach 1375 mark and sustain above, dear bullion speculators or investors please be mindful that the prevailing dips are not far over 2 and ahalf year highs, bulls are pretty much on...