FX Dashboard: Short Dollar Positions Have Been Cleaned Up
We discuss the current positioning in the dollar, which has gone from heavy short to close to flat now, based on CFTC data, and its implications...
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FX Dashboard: How Well Would a Euro Hedge Have Worked for EM?
In this note, we evaluate whether hedging with the euro would have helped ameliorate losses from EM currencies over the past couple of months...
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FX Dashboard: Leaders and Laggards in EM in the Dollar’s Latest Appreciation Bout
We compare the beta-adjusted performances of EM currencies to identify leaders and laggards in the latest bout of dollar appreciation.
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FX Dashboard: Is Carry Compensating for Volatility?
In this note, we discuss the relationship between a currency's carry with its volatility, and use it to identify dislocations.
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Alpha Bites: Long Colombia 5s10s Steepener
We recommend a 5s10s steepener in Colombia ahead of the monetary policy meeting later this month as we expect the central bank to be more dovish...
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