Swiss Franc

This week, we review our currency positions, based on the latest data from G10 economies.

In this week’s report, we release an update to our long-term REER valuation model and expected future returns for major currencies.

In this Insight, we speculate on the outlook for the CHF.

This week’s report explores factors behind the recent rise in the dollar, and whether this could continue in the next month.

In light of the hotter-than-expected US CPI report, we look at what interest rate currency investors should focus on. Our conclusion largely keeps our existing trades in place, as published in our outlook, a few weeks ago.

In this report, we go around the globe and survey the near-term outlook for G10 currencies. Our longer-term view on the dollar has been clear, we are sellers. In this report, we review if a tactical sell is also warranted given incoming data and the message from our models.

In this Special Report, we introduce two strategies that use our Central Bank Monitors for global fixed income country allocations and currency trades. We find that using the Monitors in country selection helps improve the performance of a developed markets government bond portfolio. The CBMs can also help substantially minimize the drawdowns on a standard FX carry strategy.