Also, on the other side of the equation, we need to consider EUR rates. So here we have the 6month rate, 1year through 5 year forward laddered. (i.e. 6m 5yf is top, 6m 4yf second top etc etc down to 6m 1yf) But importantly, what we can see is how ...

EURUSD

Oh absolutely! something a lot of people forget... the secondary market rates will already be pricing in everything. Attached is a chart of the 6M rate, 1Y forward. Not only is it quite high (0.8%) but rising rapidly.

EURUSD

@ vachus I recommend a read through this, it might clear up some things - url

EURUSD

hi, its clear, I think, that we are drawing very different conculsions from the same data, which is fine, only time will tell... regarding a few things however... "but i still don't understand why the Feds are being rushed into hiking interest rates ...

EURUSD

"with controlled inflation on the Deutsche Mark back in early 90's, will work on the Euro as well." Yeh I agree that controlling inflation is important, but you have to remember that the EUR/USD has the USD component, and are there any reasons for ...

EURUSD

interesting analysis... and dont get me wrong, I don't think the move from 1.34 to 1.4 was "manipulation" to get suckers to buy as per the the person you're quoting... But I struggle to see what you say here is EUR bullish? You merely state that ...

EURUSD

FTR, /6E and EURUSD here. they're the same thing except one is a future, one is spot. given 3m swaps are ~0 they are idenitcal.

EURUSD

please, please, please tell me you know that /6E is EURUSD! because it is. I can't believe you can not know that. please tell me you know that.

EURUSD

It might have been the largest drop in CPI since 2008, but it doesn't matter in the slightest... some perspective on it. It is so close to 2% that it really is of no concern if it misses by 0.1% etc etc Here is some reports on that CPI, two from ...

EURUSD

CME volumes, which are about the same as Fxall / EBS / reuters have not budged when looking at a 5-period moving average (to smooth out the noise of one data heavy day etc) then again, as said, CME volumes are only the US CTAs and no-one else. ...

EURUSD

aforementioned DB piece from last week on EUR flow. figure 2 is the interesting one.

EURUSD

There are a few things you may be referencing... Are you looking for option volume as per the DTCC or are you looking for spot volumes? Volumes reported by citi might be more interesting to you, espeically as they are the largest FX house in the ...

EURUSD

I was also confused at this... All he is showing is the DXY minus about 1.3 as a value. I.e the DX with a different number I don't think he quite understands the maths involved. attached is DX vs (DX-EUR) *hint, they're the same thing.

EURUSD

What do you specifically want?

EURUSD

sorry, I'm a bit confused at your chart... Have you taken the ICE dollar futures and subtracted the EURUSD from it? seriously?

EURUSD

implied probability of being above 1.705 on spot week is ~23.1%, log normal 24.3%

Cable Update (GBPUSD)

EURNZD trades at 1.57. If you look at the pay-off, that is exactly where I was targeting. So I've made a tidy profit on that trade in less than 18 hours. EURUSD is squezzing on some decent data... needs to either take 1.35 intra-day. Or close above ...

Cross Market Analysis

perfect move. EURNZD long doing v. well. Odd strength of language today, even though most expected a pause in hikes, we didnt think they would actually "say" that they will *RBNZ SAYS LEVEL OF NZ DOLLAR UNJUSTIFIED; COULD HAVE BIG FALL *RBNZ SAYS ...

Cross Market Analysis

Thoughts as to why?

Cross Market Analysis

RBNZ OCR decision soon! Market currently prices in a 65% of a rate hike... so we will definitely see a move tonight, which is nice. My preferred play is to sell a spike on a 25bps rate hike, as I think we are coming to the end of the hiking cycle... ...

Cross Market Analysis