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⛔️G10FX Beta to Equity Volatility

  • Visual guidance on G10FX spot beta to equity volatility. Going back a couple of months, EUR and CHF would have been in a neutral to positive metric here, now these currencies have lost their safe haven status (remember this figure is compared to U.S. equity volatility). Dollar and yen see upside when volatility rises, CAD is the most hurt in these periods


 
 
 

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