
Currency snapshot (major pairs)
Oct 31, 2017 10:41 am UTC| Commentary
Dollar index trading at 94.62 (+0.10%) Strength meter (today so far) Euro -0.16%, Franc -0.40%, Yen -0.29%, GBP +0.03% Strength meter (since last week) Euro +0.28%, Franc -0.15%, Yen +0.24%, GBP +0.73% EUR/USD...

Fundamental Evaluation Series: EUR/USD vs. 2-year yield spread
Oct 31, 2017 10:05 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...

Fundamental Evaluation Series: USD/CHF vs. 2-year yield divergence
Oct 31, 2017 09:49 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
Oct 31, 2017 09:42 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 cosy relationship between the yield spread and the exchange rate, in this case, is quite visible. Back...

China factory PMI witnesses decline in October, remains above 50-point threshold mark
Oct 31, 2017 09:38 am UTC| Commentary Economy
Chinas Official manufacturing purchasing managers index (PMI) fell to 51.6 in October from 52.4 in September. It was, however, still at the average level for January-September. New orders dropped to 52.9 from 54.8, while...

Fundamental Evaluation Series: USDJPY vs. 2-year yield spread
Oct 31, 2017 08:30 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...

USD/DKK vs. 2-year yield spread
Oct 31, 2017 07:23 am UTC| Commentary Central Banks
The chart above shows, how the relationship between USD/DKK and 2-year yield spread has unfolded since 2012. It can be seen that the pair and the yield spread between 2-year treasury and 2-year Danish government bond...