巴黎银行-巴黎银行外汇指南

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1、Thisdocumenthasbeenproducedby:BNPParibasLondonBranchMichaelSneyd,CFA,GlobalHeadofFXStrategy&Cross-AssetStrategistNatalieRickard,FXStrategistEURSEKshorttermvalue(FV=9.8016)USDTRYshorttermvalue(FV=3.6986)10.023.989.929.823.889.723.789.623.689.523.589.429.323.4805-Oct-201705-Nov-201705-Dec-201705-Oct

2、-201705-Dec-2017STEEREURSEKSTEERUSDTRYBNPParibasSTEER™Model-TradingSignalsEntryDatePositionEntryRateTargetStopLossCloseRateReturn(%)SignalsUpdatedTodayNewSignals02-Jan-18SHORTUSDTRY3.76733.72943.7931-0.0002-Jan-18LONGUSDSGD1.33031.33811.3276-0.0002-Jan-18LONGUSDKRW1061.201067.791057.90-0.00ClosedS

3、ignals15-Dec-17LONGEURUSD1.17871.2036(02-Jan-18)2.1121-Dec-17SHORTEURSEK9.9842--9.8180(01-Jan-18)1.6620-Dec-17SHORTUSDTRY3.8436--3.7996(01-Jan-18)1.1422-Dec-17SHORTUSDCOP2967.11--2974.01(29-Dec-17)-0.2322-Dec-17LONGUSDCLP620.67--618.75(28-Dec-17)-0.23ExistingSignals19-Dec-17LONGEURCHF1.16231.19321

4、.1505-0.78Notes:STEER™enterstheNewYeartakingprofitonitslongEURUSDsignalfor2.11%.STEERwentlongEURUSDat1.1787on15December,signallingthattheflatteningoftheUSyieldcurveindicatedthatthepairshouldrise.EURUSDisnolongerpassingSTEER’scointegrationtest,soSTEERhasclosedthesignaltoday.STEERalsotookprofitoni

5、tsshortEURSEKsignalfor1.66%overtheholiday,afterEURSEKconvergedbacktowardsitsSTEER.STEERremainslongEURCHF,targetingariseto1.1932.InEM,STEERtookprofitonitsshortUSDTRYsignalat3.7996,fora1.14%gain.Themodelreinitiatesthesignaltoday.USDTRY’sSTEERcontinuestodeclineasTurkey’sCDStightens,soUSDTRYhasscope

6、todeclinefurther.ThebroadweaknessintheUSDappearsoverdoneversusAsiancurrenciesandSTEERhasinitiatedtwolongUSDvsAsiasignals;longUSDSGDandlongUSDKRW.Pleaserefertoimportantinformationattheendofthereportwww.GlobalMarkets.bnpparibas.comBNPParibasSTEER™Model–G10Deviationfromshort-termvalue(z-score)2.01.5

7、1.00.50.0-0.5-1.0-1.5-2.0-2.5-3.0EURCHFEURUSDEURGBPUSDCADAUDUSDGBPUSDEURSEKUSDJPYNZDUSDEURNOK26-Dec-201702-Jan-2018CurrencyEURCHFEURUSDEURGBPUSDCADAUDUSDGBPUSDEURSEKUSDJPYNZDUSDEURNOKSTEER1.19321.22970.91371.2629