MACRO QUANT STRATEGY | G10 FX01 November 2018
Chart 2: Absolute total G10 positioning
Three-year plot of G10 currency positioning scores
Chart 3: USD overall positioning Chart 4: GBP overall positioning
Chart 5: EUR overall positioningChart 6: JPY overall positioning
Chart 7: AUD overall positioningChart 8: CAD overall positioning
All charts source: BNP ParibasAll charts source: BNP Paribas
70
120
170
220
270
Oct-16Apr-17Oct-17Apr-18Oct-18
Overall absolute FX Positioning
5y Average
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
MACRO QUANT STRATEGY | G10 FX01 November 2018
Chart 9: NZD overall positioningChart 10: CHF overall positioning
Chart 11: NOK overall positioningChart 12: SEK overall positioning
All charts source: BNP ParibasAll charts source: BNP Paribas
One-year plot of G10 currency positioning individual scores
Chart 13: USD positioning componentsChart 14: GBP positioning components
Chart 15: EUR positioning componentsChart 16: JPY positioning components
All charts source: BNP ParibasAll charts source: BNP Paribas
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-35
-25
-15
-515
25
35
45
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-50
-30
-1030
50
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
MACRO QUANT STRATEGY | G10 FX01 November 2018
Chart 17: AUD positioning componentsChart 18: CAD positioning components
Chart 19: NZD positioning componentsChart 20: CHF positioning components
Chart 21: NOK positioning componentsChart 22: SEK positioning components
All charts source: BNP ParibasAll charts source: BNP Paribas
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorIMMRisk ReversalsFund Position Tracker
Client Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorRisk Reversals
Fund Position TrackerClient Survey
-50
-30
-1030
50
Nov-17Feb-18May-18Aug-18
BNPP Trending IndicatorRisk Reversals
Fund Position TrackerClient Survey。。。。。。