Jun 02, 2016 10:08 am UTC| Research & Analysis
The implied volatility of ATM contracts for 1M tenors of this the pair is flashing at around 10%. Delta risk reversals have been bearish neutral but with positive ticks creeping up gradually for next 1m expiries to...
Jun 01, 2016 07:01 am UTC| Research & Analysis
It was exactly a week ago that we had advocated diagonal option strips strategy to upbeat both upswings and downswings. For now, longs on calls with 2w expiry are favoured by ongoing rallies. The Aussie dollar jumped as...
Jun 01, 2016 01:11 am UTC| Research & Analysis
FITCH-CHINESE LIFE INSURERS MAKE RISKIER BETS AS REVENUE JUMPS FITCH ON CHINESE LIFE INSURERS- GREATER ASSET RISKS MAKE LIFE INSURERS MORE VULNERABLE TO ADVERSE CAPITAL-MARKET FLUCTUATIONS ASIDE FROM ALTERNATIVE...
Fitch: Chinese Life Insurers Make Riskier Bets As Revenue Jumps
Jun 01, 2016 01:08 am UTC| Research & Analysis
Chinese life insurers - especially the smaller firms - are increasingly diverting their assets to alternative investments, including debt-investment plans, project asset-backed plans, trust schemes, and wealth management...
FxWirePro: Optimize EUR/AUD DPS via gamma puts to hedge ahead of ECB and RBA monetary policy season
May 31, 2016 12:45 pm UTC| Research & Analysis
Reversal signal is generated from series of bearish candles at whipsaws on 7DMA. Long term trend has been puzzling if you see the monthly charts of EURAUD. Hedging Frameworks: Well, ahead of monetary policy season by...
May 31, 2016 07:42 am UTC| Research & Analysis
The shorts on option spreads should always be supported by theta. Theta is always friend to the option writer as the sensitivity of an options value to the passage of time. It is usually expressed as the change in value...
May 31, 2016 06:38 am UTC| Research & Analysis
Aussie dollar gained Tuesday on better than expected housing and private sector credit figures and the yen retraced earlier gains on household spending, industrial output and unemployment aided sentiment. While, their...
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