巴黎银行-外汇-外汇策略-巴黎银行指示-20170821-bnp paribas steer-20170821-bnpparibas

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1、Thisdocumenthasbeenproducedby:BNPParibasLondonBranchMichaelSneyd,CFA,MacroQuantitativeStrategistNatalieRickard,GraduateEURSEKshorttermvalue(FV=9.4219)USDINRshorttermvalue(FV=63.8713)65.309.859.7564.809.6564.309.5563.809.4563.309.359.2562.8024-May-201724-Jun-201724-Ju

2、l-201724-May-201724-Jun-201724-Jul-2017STEEREURSEKSTEERUSDINRBNPParibasSTEER™Model-TradingSignalsEntryDatePositionEntryRateTargetStopLossCloseRateReturn(%)SignalsUpdatedTodayNewSignals–nonewsignalstodayClosedSignals18-Aug-17SHORTUSDBRL3.1709--3.1500(18-Aug-17)0.66Exi

3、stingSignals17-Aug-17SHORTEURSEK9.50369.42199.5657--0.3118-Aug-17SHORTUSDINR64.152563.794264.3316-0.2011-Aug-17LONGUSDTHB33.250033.439633.1552--0.10RecentlyClosedSignals15-Aug-17SHORTUSDPHP51.1890--51.3166(15-Aug-17)-0.2515-Aug-17SHORTUSDBRL3.1901--3.2027(15-Aug-17)-

4、0.4002-Aug-17SHORTEURNOK9.3636--9.3045(16-Aug-17)0.6316-Aug-17LONGUSDCOP2966.06--2989.16(17-Aug-17)0.78Notes:TheEURcontinuestoappearovervaluedagainstseveralG10currenciesaccordingtoSTEER.STEERinitiatedashortEURSEKsignallastThursdayandtargetsadeclineto9.4219.EURUSDand

5、EURCHFalsoappearovervalued,butthemodelsforthesepairscurrentlydon’tpassSTEER’scointegrationfilter,suggestingreducedstatisticalconfidencethesesignals.STEERremainsshortUSDINRandlongUSDTHBthisweek.USDINR’sfairvaluehasdeclinedaccordingtoSTEERfollowingtherecoveryinIndiane

6、quitymarkets,andSTEERsignalsthatthedeclineinUSDINRspotoverthepastthreetradingdayscancontinue,targeting63.7942.STEERtookprofitonitsshortUSDBRLsignalonFriday,havingconvergedbacktowardsitsSTEER.Pleaserefertoimportantinformationattheendofthereportwww.GlobalMarkets.bnppa

7、ribas.comBNPParibasSTEER™Model–G10Deviationfromshort-termvalue(z-score)4.03.02.01.00.0-1.0-2.0USDCADNZDUSDUSDJPYEURGBPEURNOKAUDUSDGBPUSDEURSEKEURUSDEURCHF14-Aug-201721-Aug-2017CurrencyUSDCADNZDUSDUSDJPYEURGBPEURNOKAUDUSDGBPUSDEURSEKEURUSDEURCHFSTEER1.26390.7328108.83

8、0.90409.26480.78481.26719.42191.14551.0977Spot1.26000.7310109.200.91309.31100.79201.28709.53301.17401.1350z-score-0.37(-0.33%)-0.13