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Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
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Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
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Commodities
Commodities
Real-time insight of oil & gas markets
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Data
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MNI Research
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
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About Us
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Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
-
Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI Podcasts -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Data
-
MNI Research
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
-
About Us
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessJPM's FX options screener highlights: -.....>
OPTIONS: JPM's FX options screener highlights:
- CAD, AUD, PLN, NZD and HUF vs. USD are the top five long vol opportunities
from a beta-to-vol perspective. - TRY, RUB, GBP, CNH, INR, KRW skews look
overvalued, whereas ZAR, BRL, HUF, AUD and NZD skews look cheap.
- USD/CAD vol is by far the cheapest of G10 when regressing 1y FX vols vs. the
underlying rates vols/correlations, whereas scandies vols are overvalued.
- JPM's filtering model keeps a heavy short-Gamma bias, with latest signals at
98% of max allocation for all currencies.
- USD/SGD and USD/MXN are the pairs where current short-vol position is at the
lowest. Both strategies have delivered solid returns in 2019, with benchmark at
+11.9% and filtered at +10.2%, and so far in 2020, with +1.2% for both.
- In G10, JPM's model supports buying CAD vol vs EUR vol; JPY vol vs CHF and EUR
vols; GBP vol vs NOK vol; in EM, long BRL vol vs ZAR and HUF vols; long PLN vol
vs short HUF vol; long SGD vs short KRW vol.
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.