
Fundamental Evaluation Series: USD/CZK vs. 2-year yield spread
Sep 21, 2018 11:11 am UTC| Commentary
The chart above shows, how the relationship between USD/CZK and 2-year yield spread has unfolded since 2012. Brief background: It can be seen even with a naked eye, that the pair and the yield spread between...

Fundamental Evaluation Series: AUD/USD vs. 2-year yield spread
Sep 21, 2018 10:56 am UTC| Commentary
The chart above shows, how the relationship between AUD/USD and 2-year yield divergence has unfolded since 2012. The chart above makes a clear case of closeness between the rate spread and the exchange rate. The spread...
Sep 21, 2018 10:50 am UTC| Commentary
Euro areas purchasing managers index for the manufacturing sector continued to drop sharply in September. The manufacturing PMI index dropped by 1.3 points to a new year-low at 53.3 in the month. On the contrary, the...

Fundamental Evaluation Series: USD/CAD vs. 2-year yield spread
Sep 21, 2018 10:42 am UTC| Commentary
The chart above shows, how the relationship between USD/CAD and 2-year yield divergence has unfolded since 2012. Brief background: The close relations between the short-term yield spread and the exchange rate is...

Fundamental Evaluation Series: NZD/USD vs. 2-year yield spread
Sep 21, 2018 10:09 am UTC| Commentary
The chart above shows, how the relationship between NZD/USD and 2-year yield divergence has unfolded since 2015. While the spread has narrowed steadily from +300 basis points (bps) in January 2015 to -106 bps as of now,...

Fundamental Evaluation Series: USD/SEK vs. 2-year yield spread
Sep 21, 2018 09:44 am UTC| Commentary
The chart above shows, how the relationship between USD/SEK and 2-year yield spread has unfolded since 2012. Brief background: The Sveriges Riksbank (SRB) began reducing interest rates (repo rates) in the...

Fundamental Evaluation Series: USD/DKK vs. 2-year yield spread
Sep 21, 2018 08:39 am UTC| Commentary
The chart above shows, how the relationship between USD/DKK and 2-year yield spread has unfolded since 2012. Brief Background: It can be seen that the pair and the yield spread between 2-year treasury and 2-year...