
Dec 15, 2016 13:44 pm UTC| Research & Analysis Central Banks
The above performance picture, we get from the monthly reporting hedge funds is quite disappointing than the picture from the daily reporting funds as even currency hedge funds performed poorly in November. As you could...

Dec 15, 2016 13:02 pm UTC| Research & Analysis
This write is majorly emphasizes on a bearish EURCHF owing to Euro area politics: This recommendation has been motivated by EUR facing multiple electoral hurdles in 2017 on the one hand, and constraints to SNB FX...

FxWirePro: Highest Alpha potential in FX options markets and projections for 2017
Dec 15, 2016 12:17 pm UTC| Research & Analysis
Given that the average investors tradable horizon is no more than 3-6 months, and that the bulk of US-policy driven FX moves are likely to be front-loaded in Q1 with some possibility of a reversal/inflection in H2, this...

Dec 15, 2016 11:54 am UTC| Research & Analysis
Euro IV and RV curves are diverging, while risk reversals and underlying spot curves are converged, Fed has delivered with rate hikes as anticipated, ECB shifted its policy and EURUSD breaks its long lasting range bounded...

Dec 15, 2016 10:40 am UTC| Central Banks Commentary
FX vol implications of the ECB decision are murky.By muddying the Euros hitherto clean anti-USD plus political stress narrative for Q1, there is a case to be made that ECBs soft taper potentially crops the extreme left...

FxWirePro: Positive shift in USD/JPY risk reversals as Fed does what BoJ wanted
Dec 15, 2016 07:32 am UTC| Central Banks Research & Analysis
The Bank of Japan (BoJ) got its Christmas presents firstly on 8th November and now again on 14th December: since the US Presidential elections the yen has been under pressure against USD. Thanks to Trump. As a result, the...
Dec 14, 2016 13:04 pm UTC| Central Banks Research & Analysis
Steeper EUR vol curve on ECBs soft taper As has become par for the course in recent years, the December ECB meeting surprised by delivering a soft taper that reduced the pace of asset purchases, but forestalled a vicious...