Loading…
FX BANK FORECAST · COVERAGE
Institutional FX coverage in your inbox
Aggregated year-end forecasts, scenario shifts, and curated analyst notes from 38 institutional desks. No promotion.
FX BANK FORECAST · COVERAGE
Aggregated year-end forecasts, scenario shifts, and curated analyst notes from 38 institutional desks. No promotion.
Live cross-firm bank consensus across 38 desks — FX, oil & gold
View bank forecastsResearching this URL
We’re aggregating cross-firm research for this URL. Coverage publishes once our desk has synthesised enough material from the firms we track. Check back shortly — in the meantime, the latest commentary and firm views below are always live.
Path: /research/commentary/hedge-funds-turn-most-bearish-on-yen-since-2007-as-currency-mvzak3
US Rates: Climb a mountain and turn around
J.P. Morgan strategists discuss implications of last week’s FOMC meeting and this week’s Treasury Quarterly Refunding Announcement for interest rate markets. Speakers: Ipek Ozil, Head of US Interest Rate Derivatives Strategy Chris Hayward, US Interest Rate Derivatives Strategist
Global FX: USD debate corner post mid-terms, payrolls, BoE
This week, our Global FX Strategists Meera Chandan, Pat Locke & James Nelligan address post-midterm election implications for FX from policy and the spillover from equities. They also look at this week’s NFP, and argue that risk market behavior should actually trump data near-ter
Global Commodities: A surplus of agri risks
This week has finally delivered the result of the Midterm elections, with energy markets repricing the risks in the Middle East. Risk premia have also eroded in agriculture, where many political and fundamental factors are active at once. In this episode, we discuss the risk prof
Will US Stocks Repeat History?
Why European earnings are defying GDP .keep-white { color:#ffffff !important; } .keep-black { color:#000000 !important; } .gsFooterGrey * { color:#000000 !important; } ul.gsFlushList li { text-indent:-1em !important