
Shedding some light on US IRS and exotics hedging flows
Apr 27, 2018 11:22 am UTC| Research & Analysis Central Banks Insights & Views
The US 10Y Treasury yield slipped from its four-year high of 3.03% to 2.98%, with most of the move occurring before the ECB decision. 2Y yields nudged higher, from 2.47% to 2.49%, to help flatten the curve. Fed fund...

Fundamental Evaluation Series: USD/CHF vs. 2-year yield divergence
Apr 27, 2018 11:17 am UTC| Commentary Central Banks
During our evaluation period beginning 2012, the yield spread between the US 2-year bond and a Swiss equivalent has widened by almost 200 basis points but the exchange rate hasnt followed through as much as it should have...

Fundamental Evaluation Series: USDJPY vs. 2-year yield spread
Apr 27, 2018 11:15 am UTC| Commentary Central Banks
This one pair has been at odds with yield divergence throughout early 2016 as the yen benefited from risk aversion and due to market participants doubts on BoJs abilities to ease policies further. It had shown...

Fundamental Evaluation Series: 2-year yield spread vs. GBP/USD
Apr 27, 2018 11:14 am UTC| Commentary Central Banks
The chart above shows, how the relationship between GBP/USD and 2-year yield divergence has unfolded since 2012. The cozy relationship between the yield spread and the exchange rate, in this case, is quite visible. Back...

Fundamental Evaluation Series: EUR/USD vs. 2-year yield spread
Apr 27, 2018 11:08 am UTC| Commentary Central Banks
The chart above shows, how the relationship between EUR/USD and 2-year yield divergence has unfolded since 2012. It is evident that these short rates have been a key influencing factor for the pair as policy divergence...
A banking crisis might be looming over India
Apr 27, 2018 08:13 am UTC| Commentary Central Banks Economy
Among all the economic crisis, a banking crisis is one of the most difficult ones to foresee and that is what might be looming over India. On 17th of April this year, the Reserve Bank of India (RBI) issued a notice...
BOJ GOV KURODA: DON'T THINK CHANGE IN BOJ LEADERSHIP CAUSED TODAY'S DECISION
Apr 27, 2018 07:15 am UTC| Central Banks
India–US Trade Pact 2026: A New Highway to a USD 500 Billion Partnership