German bunds gain after investors defy higher Q1 economic growth
May 12, 2017 09:10 am UTC| Commentary Economy
The German bunds gained Friday after investors largely shrugged-off the countrys higher economic growth during the first quarter of this year, released today, that matched market expectations. Also, the German consumer...

Fundamental Evaluation Series: USD/CHF vs. yield divergence
May 12, 2017 08:48 am UTC| Commentary
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: USD/JPY vs. yield divergence
May 12, 2017 08:40 am UTC| Commentary
This one pair has been at odds with yield divergence throughout 2016 as the yen benefited from risk aversion and due to market participants doubts on BoJs abilities to ease policies further. It had shown excellent...

Fundamental Evaluation Series: Yield spread vs. GBP/USD
May 12, 2017 08:29 am UTC| Commentary
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....
May 12, 2017 08:25 am UTC| Commentary Economy
The German economy is expected to reach its full-year economic growth at 1.6 percent, rather at a slower pace. However, consumption should continue to provide underlying support for GDP growth. But the first quarter was...
May 12, 2017 06:25 am UTC| Commentary Central Banks Economy
The Bangko Sentral ng Pilipinas (BSP) is expected to undertake cumulative rate increases of 50 basis points in 2017, followed by 75 basis points in 2018. The recent appointment of Deputy Governor Nestor Espenilla to take...

Fundamental Evaluation Series: Yield spread vs. EUR/USD
May 12, 2017 05:57 am UTC| Commentary
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...