FxWirePro: GBP foreign trade bills and OTC hedging positioning to glimpse on how to infer the UK balance of payments post-Brexit

Jul 22, 2016 12:56 pm UTC| Research & Analysis Insights & Views

Delta risk reversals of GBPUSD: From the nutshell showing delta risk reversals, we understand that GBPUSD has been one of the most expensive pairs to be hedged for downside risks as it indicates puts have been relatively...

FxWirePro: Deploy AUD/CHF puts in butterfly spread during tepid IVs

Jul 22, 2016 12:12 pm UTC| Research & Analysis Insights & Views

1W ATM IVs of this pair is perceived at around 9.7%, which is one of the least IVs to perceive among G10 currency space. Technically, the pair drifts in therange between upper strikes at 0.7550 and lower strikes at...

FX Hedging Strategy Series

FxWirePro: Load up shorts in AUD/NZD backspreads to hedge depreciating risks ahead of RBA as IVs indicate competitive edge of option writer

Jul 22, 2016 09:39 am UTC| Research & Analysis Insights & Views

RBA outlook: We add a paid October RBA OIS trade at 1.52%. Australian rates markets are increasingly pricing in a weak Q2 CPI result next week. While our expectation is for a low underlying CPI print (ANZ: 0.4% q/q,...

FX Hedging Strategy Series

FxWirePro: AUD/NZD disparity between option premiums and 1w IVs signals more shorts in hedging strategies

Jul 22, 2016 07:24 am UTC| Research & Analysis Insights & Views

Please be noted that the 1w ATM premiums are trading 30.8%% more than NPV, while implied volatility of these ATM 1W contracts are just creeping above at 9.4%. Hence, dont you consider this as a considerable disparity...

FX Hedging Strategy Series

FxWirePro: AUD/USD 1w RR sees mounting bearish sentiments, IV skews substantiate – Deploy backspreads as volatility hedging vehicle

Jul 21, 2016 07:30 am UTC| Research & Analysis Insights & Views

The foreign traders dealing with AUDUSD ahead of RBA cash rates in early August make bearish sentiments in 1W OTC contracts negative risk reversal still signals bearish bias. AUD/USD currently perceives the implied...

Moody's: Rising emerging market debt increases risks; Asia leads debt growth globally

Jul 20, 2016 23:50 pm UTC| Research & Analysis

Emerging market economies are becoming increasingly vulnerable to external shocks after a decade-long build-up of debt, says Moodys Investors Service in a report. The growth in debt was the highest in the Asia Pacific...

Moody's: Rising emerging market debt increases risks; Emerging Europe most vulnerable region

Jul 20, 2016 23:48 pm UTC| Research & Analysis

Emerging market economies are becoming increasingly vulnerable to external shocks after a decade-long build-up of debt, says Moodys Investors Service in a report. Emerging Europe is the most vulnerable of all regions, with...