FxWirePro: Scale up shorts in Antipodeans via relative optionality trades
Jul 20, 2018 12:59 pm UTC| Research & Analysis Central Banks
Never miss the point that US dollar should strengthen further if the Fed hikes further this year, and that will push NZDUSD lower. In addition, the NZ-US interest rate advantage has been eroded, removing one of the...

Fundamental Evaluation Series: USDJPY vs. 2-year yield spread
Jul 20, 2018 11:42 am UTC| Commentary Central Banks
The above chart shows the relation between the 2-year bond spread (U.S. - Japan) and USD/JPY exchange rate. Brief background (2012-2016): This one pair has been at odds with yield divergence throughout early 2016 as...

Fundamental Evaluation Series: USDJPY vs. 2-year yield spread
Jul 20, 2018 11:42 am UTC| Commentary Central Banks
The above chart shows the relation between the 2-year bond spread (U.S. - Japan) and USD/JPY exchange rate. Brief background (2012-2016): This one pair has been at odds with yield divergence throughout early 2016 as...

Fundamental Evaluation Series: USD/CHF vs. 2-year yield divergence
Jul 20, 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: 2-year yield spread vs. GBP/USD
Jul 20, 2018 11:03 am UTC| Commentary Central Banks
The chart above shows, how the relationship between GBP/USD and 2-year yield divergence has unfolded since 2012. Brief history (2012-2016) The cozy relationship between the yield spread and the exchange rate, in this...

Fundamental Evaluation Series: 2-year yield spread vs. GBP/USD
Jul 20, 2018 11:03 am UTC| Commentary Central Banks
The chart above shows, how the relationship between GBP/USD and 2-year yield divergence has unfolded since 2012. Brief history (2012-2016) The cozy relationship between the yield spread and the exchange rate, in this...
Jul 20, 2018 09:26 am UTC| Commentary Central Banks Economy
The European Central Bank (ECB) is not expected to deliver any new policy signals at its meeting on July 26; however, the central bank is expected to hike rate in December next year, according to the latest research report...