FX Hedging Strategy Series

FX Hedging Strategy Series

Driving forces of EM Asian CCS hedging - Ship-building in Korea, Asset flow in Taiwan and Thailand

Dec 01, 2015 08:45 am UTC| Commentary

The cross-currency swap markets are not very developed across EM Asia, owing to the idiosyncratic investment and hedging needs of each market. However, we believe this segment of the rates market is developed in Korea,...

FX Hedging Strategy Series

FxWirePro: Amid USD/JPY puzzling swings 23.6% fibo retracement likely event

Dec 01, 2015 07:01 am UTC| Technicals

USD/JPYs uptrend is persisting but short term bearish sensation cannot be disregarded. After breaching the consolidation pattern, went to the highs of 123.75 levels without any considerable struggle. But for now a...

FX Hedging Strategy Series

FxWirePro: EUR/AUD retraced 61.8% fibo levels – volumes confirm more dips on cards

Nov 30, 2015 13:34 pm UTC| Technicals

The pair in retracement mood: It has retraced more than 61.8% at 1.4774 last week, we began this week with day high rejection at 1.4756. The above retracement has been achieved after the formation of Gravestone doji...

FX Hedging Strategy Series

FxWirePro: Who on earth safeguards Euro’s vulnerability – “put back spreads” says the hedgers

Nov 30, 2015 12:10 pm UTC| Technicals

USD has been waiting for December month very curiously, we reckon dollar is most likely to be supported next week after FOMC minutes optimistic readiness of the board to begin the monetary normalization cycle as soon as...

FX Hedging Strategy Series

FxWirePro: Construct put ladders on NZD/JPY rallies with hedging objectives

Nov 30, 2015 07:14 am UTC| Technicals

We maintain medium term bearish stance on this pair, while short term upswings could also be utilized by below strategy. In our opinion, although some price recoveries that weve been seeing from last couple of weeks,...

FX Hedging Strategy Series

FxWirePro: Iron butterfly best suitable for loonies’ narrow range trend – vega gains on IV factor

Nov 27, 2015 13:57 pm UTC| Technicals

Loonie has remained in narrow range between 1.3435 - 1.3224 on 06/11, on the verge of Feds big event dollar eying on gains, but bears of USDCAD began trimming gains as it touches the intermediate highs of 1.3370, so advise...

FX Hedging Strategy Series

FxWirePro: GBP/USD IVs least among G7 – execute butterfly spreads via puts

Nov 27, 2015 11:05 am UTC| Technicals

Yes, cable has cleared all crucial support zones, although bearish trend is on but dont expect steep slumps. Since the cables implied volatility is still perceived to be the least within next 1w-1m time frame from other...