Tag Archives: ZAR
FX Quant Fund Positioning Data
During the week the SG FX Enhanced Risk Premia increased the long dollar position and substantially cut the long NZD position.
FX Quant Fund Positioning Data
The most substantial change in the positions of the SG FX Enhanced Risk Premia strategy over the week has been the cut by around a third of the long NZD position.
FX Quant Fund Positioning Data
The following are the latest weekly positions updates on Societe Generale’s FX Quant Fund which runs systematic currency strategies by SocGen’s quant analysts.
FX Quant Fund Positioning Data
The Societe Generale FX Enhanced Risk Premia strategy has kept its pro-risk positioning over the week.
FX Daily: Back the EM Bounce
We think there is little prospect of recent country-specific crises spilling overinto other EM or DM markets.
Investors Continue Selling Emerging Markets Even After Rate Hikes
Markets are waging war against central bankers.
FX viewpoint: ZAR weakness is here to stay!
We have revised our USD/ZAR forecast! We expect external imbalances, domestic uncertainties and weak global demand to gradually weaken the ZAR towards 2014-15.
US Morning Update
Major Overnight Headlines • RBI unexpectedly boosts repo rate by 25bps to 7.50%; lowers marginal lending rate by 75bps
South Africa Morning Sheet
ZAR back at the low end of its short-term trading range following some dovish Fed developments. Bonds traded weaker yesterday.
G10 and EM Regime Machine
• Trendiness continues to fall in FX markets, with little sign of last week’s FOMC-inspired dollar move reflected in aggregate momentum.
FX Strategist – Japanese portfolio flow monitor
Repatriation continues, investment trusts increase allocation to EM The weekly portfolio flow data showed overall repatriation by Japanese investors.
FX Comment: meh
“The sky is falling onto USD” is a good summary of last week’s developments. That’s what happens when the positioning gets to the extremes and somebody decides to change the music!