Note: This section contains information in English only.[ANNOUNCE] The past week was largely a reversal of the previous periods. Thus the Euro's, the Franc's, and the Pound's indexes posted negative weekly changes after three weeks of reported gains, while the Yen's, the Aussie's, and the Loonie's gauges managed to rise above the baseline after three periods of weekly losses. Despite the overall turnaround, however, the week's developments were not dramatic enough to change the year-to-date tendencies.
The period's volatility landscape was somewhat dominated by the Asia-Pacific currencies, as the Kiwi's, the Yen's, and the Aussie's gauges posted the highest average values and formed many of the period's prominent peaks.
The past period saw relatively many changes in negative bonds, with five of the most changed correlation medians lying below the -0.50 line. In the previous periods the top ten contained only two or three negatively correlated combinations. Meanwhile, seven out of ten most changed correlation medians suffered a weakening, and six of them were produced by the combinations with the single currency's pairs. Strengthening of medians, on the other hand, was observed in the combinations with commodity currencies paired against the Euro and the Greenback.
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Mon, 15 May 2017 12:35:04 GMT
Source: Dukascopy Bank SA
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