巴黎银行-全球-外汇策略-巴黎银行外汇行业引导

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1、Thisdocumenthasbeenproducedby:BNPParibasLondonBranchMichaelSneyd,CFA,GlobalHeadofFXStrategy&Cross-AssetStrategistNatalieRickard,FXStrategistEURSEKshorttermvalue(FV=9.7224)USDSGDshorttermvalue(FV=1.3318)1.3810.051.379.951.361.359.851.349.751.331.329.651.3

2、19.551.3008-Nov-201708-Dec-201708-Jan-201808-Nov-201708-Dec-201708-Jan-2018STEEREURSEKSTEERUSDSGDBNPParibasSTEER™Model-TradingSignalsEntryDatePositionEntryRateTargetStopLossCloseRateReturn(%)SignalsUpdatedTodayNewSignals05-Feb-18SHORTEURSEK9.83989.72249.

3、8992-0.0005-Feb-18LONGUSDSGD1.31731.32491.3135-0.0005-Feb-18SHORTUSDMXN18.615318.438318.7038-0.00ClosedSignals29-Jan-18LONGEURSEK9.7860--9.8287(02-Feb-18)0.4431-Jan-18LONGUSDSGD1.3081--1.3126(02-Feb-18)0.3402-Feb-18SHORTUSDKRW1080.1000--1083.8600(05-Feb-

4、18)-0.35ExistingSignals–noexistingsignalstodayRecentlyClosedSignals19-Jan-18SHORTGBPUSD1.3895--1.4028(24-Jan-18)-0.9630-Jan-18SHORTUSDCOP2846.5000--2828.99(30-Jan-18)0.62Notes:STEERinitiatesashortEURSEKsignalwithatargetof9.7224.Thepair’sfairvaluehasdecl

5、inedinlinewithrecentweaknessinglobalequities,whilespothasremainedelevated.STEERhasre-initiatedalongUSDSGDsignal,asthepairisnowpassingtheco-integrationtest,targeting1.3249.ThemodelcloseditspreviouslongUSDSGDsignalon2Februaryfora0.35%gain,asthepairwasfail

6、ingthemodel’sco-integrationtest.STEERinitiatesashortUSDMXNsignalwithatargetof18.4383,astherecentrallyinspotappearsunjustifiedversusshort-termfundamentals.STEER™closedoutitsshortUSDKRWsignalforalossof0.35%.Pleaserefertoimportantinformationattheendofther

7、eportwww.GlobalMarkets.bnpparibas.comBNPParibasSTEER™Model–G10Deviationfromshort-termvalue(z-score)4.03.02.01.00.0-1.0-2.0-3.0-4.0USDJPYEURCHFUSDCADEURGBPEURNOKEURUSDEURSEKAUDUSDGBPUSDNZDUSD29-Jan-201805-Feb-2018CurrencyUSDJPYEURCHFUSDCADEURGBPEURNOKEURU

8、SDEURSEKAUDUSDGBPUSDNZDUSDSTEER113.811.19311.26170.88749.54191.22159.72240.77171.37640.6941Spot110.001.16001.24200.88309.63201.24509.83900.79301.41000.7300z-score-2.97(-3.43%)-1.93(-2.89%)-1.92(-1.58%)-0.24(-0.52%)0.78(0.9