agreed its a tool, but imagine the FX market is a nail that needs firmly put into a wall ... CoT is as useful as duct tape. I should say, CoT is useful for the Equity futures market, but not FX - it never has been, and never will be.

AUD/USD

no problem - Glad I could help Only thing I got today regarding China - url

AUD/USD

What is more important with the whole CFTC CoT commentary above, is why the hell anyone would consider them as a viable analytical tool? Futures (while growing) are insignificant in terms of market share, as a future contract - they can't be ...

AUD/USD

Goldmans FX monthly released about 1 1/2 hours ago - to keep up to date with their thoughts url EDIT - deleted upload. hope you were quick / downloaded to your PC's

EUR/CHF

reuters or bloomberg are your best bet

how to find bond yield platform

2 month and 6 month realized volatilty.

EURUSD

I actually feel sad for anyone who has strictly trade FX for the past 6 months. All the action at the moment is in USTs, volatility and forwards

EURUSD

damn, you can synthesize with NZD2Y= - NZD1Y= / NZD=, but that is rouht approximation. not such a big deal for NZD, but impossible to trade EUR or GBP without forwards, they are the key driver at the moment. especially 1y3m

AUD/USD

Even if they hike, NZD can still come lower if 90 day path isn't up to markets expectation. Also 1y1y swaps will be key (NZDSM3NB1YF1Y= on reuters btw) expected 8bps drop on 2yr on dovish rate hike would lead to maybe 40 points off NZDUSD. 99% ...

AUD/USD

See my name mentioned above, thought I'd add something to the copper story. This was top on BBG today so another perspective I suppose. Another point, on AUD and NZD, wrote a strategy piece on it, url thoguhts welcome.

AUD/USD

yes, short spot and short strangle (vol)

EURUSD

My thoughts summarized into one piece Strategy going forward for EUR, AUD, NZD and GBP - url

EURUSD

Market probability of a rate hike tiny - bias is to upside as per OIS and other swaps. 12 month rate change is currently only at 25bps, so rate hike a long way off, at least not red anymore url

AUD/USD

wow... trying to be clever and inadvertently being more stupid... (and I'm not talking about the mtm p/l, talking about understanding swap market)

NZD/USD

The 1800GMT thing on reuters is infact very annoying... But this is merely a charting feature - interbank quotes feed in whenever they occur but don't appear on the charts until 1800. for example, today I was watching them (for obvious reasons) and ...

EUR/CHF

low according to reuters is 1.2115, not 06

EUR/CHF