We're looking back at a history of daily returns over the previous 6-months, we have seen the dollar sensibility to volatility ease a little bit from the prior month
Dollar and CAD remain the highest betas in the G10, while the greenback remains as the only positive B to volatility
Euro is persistent in the top rankings, following CAD as the second-highest beta to vol. We're looking at euro having more sensibility to risk than the historic high betas like AUD, NZD, NOK
While the 6-month beta in EUR is higher than in the traditional risk on currencies, AUD and NOK hold R^2s to volatility superior to the euro
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