巴黎银行外汇指南

《巴黎银行外汇指南》由会员上传分享，免费在线阅读，更多相关内容在行业资料-天天文库。

1、BNPPARIBASSTEER™GLOBAL17June2019MACROQUANTSTRATEGYG10FXUSDMXNshorttermvalue(FV=19.3437)EURUSDshorttermvalue(FV=1.1240)19.7419.5419.3419.1418.9418.7418.5418.3420-Mar-201920-Apr-201920-May-2019STEERUSDMXN1.191.181.171.161.151.141.131.121.111.1020-Mar-201920-Apr-20

2、1920-May-2019STEEREURUSDBNPParibasSTEER™Model-TradingSignalsEntryDatePositionEntryRateTargetStopLossCloseRateReturn(%)SignalsUpdatedTodayNewSignals17-Jun-19LONGUSDMXN19.148719.258619.0938-0.00ClosedSignals04-Jun-19LONGUSDILS3.6089--3.5984(05-Jun-19)-0.2905-Jun-19

3、LONGUSDKRW1178.25--1181.40(07-Jun-19)0.2706-Jun-19LONGUSDCLP691.75--689.84(06-Jun-19)-0.2831-May-19LONGAUDUSD0.6916--0.6914(13-Jun-19)-0.0310-Jun-19SHORTUSDIDR14306.00--14359.00(12-Jun-19)-0.37ExistingSignalsRecentlyClosedSignalsNotes:·STEER™signalslongUSDMXN.USD

4、MXNspothadbeenappearingrichversusfairvalueinearlyJune.However,STEERsignalsthesubsequentstrengtheningoftheMXNhasgonetoofarandnowtriggersalongUSDMXNsignal.·TherearecurrentlynootherSTEERtradingsignals–mostG10andEMpairsarecurrentlytradingwithintheirfair-valuebands.EU

5、RUSDistradingatfairvalue.·ThefairvalueformostUSDLATAMpairshasbeenfallinginrecentweeks,asaresultofgoodperformanceinlocalequitiesandimprovingCDSspreads.SeeMARdisclosureshere.PleaserefertoimportantinformationattheendofthereportAllsources:BNPParibas,BloombergMichaelS

6、neyd,CFA,HeadofMacroQuantitative&DerivativesStrategyAlexJekov,FXStrategistKrisGjini,MacroQuantStrategistBenedicteLowe,CrossAssetStrategistBNPParibasLondonBranchBNPParibasSTEER™Model–G10Deviationfromshort-termvalue(z-score)2.01.00.0-1.0-2.0-3.0-4.0NZDUSDGBPUSDAUD

7、USDEURNOKEURUSDEURCHFUSDJPYEURSEKEURGBPUSDCAD10-Jun-201917-Jun-2019CurrencyNZDUSDGBPUSDAUDUSDEURNOKEURUSDEURCHFUSDJPYEURSEKEURGBPUSDCADSTEER0.68221.28610.69499.81931.12401.1223108.0310.51800.87401.3245Spot0.65101.25800.68709.77101.12101.1200108.6010.64200.89101.3

8、410z-score-3.29(-4.86%)-1.81(-2.23%)-1.26(-1.11%)-0.61(-0.49%)-0.26(-0.29%)-0.24(-0.18%)0.61(0.54%)1.05(1.17%)1.20(1.91%)1.48(1.24%)UpperBound0.69661.30940.704