Our most recent update on G10FX sensibility to the volatility benchmark showed interesting developments in safe haven currencies, both the Swiss franc and the Japanese yen recorded the largest absolute changes in their respective betas
The yen saw a decrease of sensibility to volatility, however, it is still positive while the franc saw an increment on its negative beta
Historically, it is usual to see both the franc and the yen in the same side of the scale, a positive beta profile
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