
May 25, 2016 09:03 am UTC| Research & Analysis Insights & Views
In next two months will see several developments, including notably the UK Brexit vote and the June FOMC meeting. While, the EUR/JPY 2m risk reversal is trading at extreme historical highs in favour of yen calls, close...

FxWirePro: EUR/CHF IVs least among G10 currency space -
May 24, 2016 11:43 am UTC| Research & Analysis
ATM IVs of 1w expiries are just shy above 4%, and likely to pick up pace. Growing in snails pace even in 3m tenors. As a result, the delta neutral trading strategy in this case involves the buying of a theoretically...

FxWirePro: Hedge gold risks via 3 way straddles versus calls as disparity between premiums and IVs
May 24, 2016 10:07 am UTC| Research & Analysis
Gold spot is attempting to break crucial supports, now on the verge of breaking 1240 levels, gold futures for June delivery on the Comex division of the NYME fell to a session low of $1,242.59 a troy ounce before...

May 24, 2016 05:26 am UTC| Research & Analysis
Japan recorded a 823.47 JPY billion surplus in April of 2016, compared to a 58.34 JPY billion deficit a year earlier and beating market consensus of a 492.80 JPY billion surplus. It is the largest surplus since March...

May 23, 2016 07:33 am UTC| Research & Analysis
OTC IVs and sensitivity table, we consider 1M ATM IVs at 12.00% at spot FX 0.7332 levels which is still the highest among G10 currency pool and 11.89% for 1W tenors. The pair still signals highest bearish sentiments...

May 23, 2016 06:05 am UTC| Research & Analysis
The RBA surprised by cutting in May, which suggests another cut to 1.5%, probably in August. The RBNZ is expected to cut to 1.75% in June. With both central banks behaving similarly near term, we would expect the cross...
May 23, 2016 01:57 am UTC| Research & Analysis
Moodys Investors Service says that the outlook for Thailands banking system is stable over the next 12-18 months, and reflects primarily the banks strong loss absorption buffers. The banks high provisions and strong...