The G10 is holding to the same currency volatility profiles we have seen so far this year, with a few exceptions. EUR and GBP are commonly known to hold a negative beta, however, our update has seen an increase and now stand above the antipodes and scandies
Our July volatility check now covers the June French election drama, this could explain this anomaly. CAD has been the largest negative beta in the group for all of 2024
top of page
Search
bottom of page
Comments