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10289 9 January 2014 FX Blueprint: Thin end of the wedge Theme #8: Balti not faulty, China yet finer 2013 saw Asian FX fracture into a North and South complex. Relative sensitivity to the yen, the EM debt bubble, and the developed world equity/growth cycle all served to discriminate the two intra
XN vs. USD, CLP, RUB, buy CLP/COP Theme #11: Vol to roll: Buy EUR/USD FVAs, USD/JPY vol swaps and risk reversals, AUD/USD puts r4 9 January 2014 'Research Team London Bilel Hafeez James Malcolm Henrik Gullberg George Sarevelos Siddhanh Kapoor Oliver Harvey Nicholas Weng New York Alan Ruskin Daniel
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