Tag Archives: IDR

FX Quant Fund Positioning Data

Over the past week, the SG FX Enhanced Risk Premia strategy has increased its long CAD and

After policy comes … valuation?

Hungary’s NBH yesterday left rates unchanged at 2.10% and said in the following press conference that

FX Quant Fund Positioning Data

While biggest long position of the SG FX Enhanced Risk Premia remains the dollar,

FX Quant Fund Positioning Data

The SG FX Enhanced Risk Premia system has been building a long yen position comparable in size to

FX Quant Fund Positioning Data

The major changes in terms of the positioning of the SG FX Enhanced Risk Premia strategy are the increase in the aggregated long dollar position,

FX Quant Fund Positioning Data

There have been no substantial changes in the aggregated positions since last week except for switching to small longs in Aussie and Kiwi.

IDR: The fuel subsidy bullet

Jokowi will be inaugurated as the new President of Indonesia next month,

FX Quant Fund Positioning Data

There have been no substantial changes in the aggregated positions since last week except for an increase in the short kiwi position.

FX Quant Fund Positioning Data

The most substantial change in terms of positioning this week has been the cut in the long AUD, NZD and

FX Quant Fund Positioning Data

The main change in terms of positioning this week has been the increase in the short JPY and long CAD position.

FX Quant Fund Positioning Data

The aggregate positions of the SG FX Enhanced Risk Premia have not changed substantially over the week. The biggest longs continue to be USD, AUD, NOK and NZD.

FX Quant Fund Positioning Data

SG FX Enhanced Risk Premia continues to hold a sizable long dollar.