Note: This section contains information in English only.[ANNOUNCE] The past week was largely the period of risk-aversion, as the safe-haven Euro, Swiss Franc, and Yen were the only observed currencies to raise their indexes well into the appreciation area and post positive weekly changes. Meanwhile, the Greenback, which was the main driving force behind its peers' success, dropped its index below the baseline in the very beginning of the period.
The week's turbulence profile was heavily dominated by the Yen's volatility peaks, with the Japanese currency's gauge mostly holding above the market average in the second half of the week. Nevertheless, the week's highest volatility surge was a result of a reaction to macroeconomic data.
The past period saw only marginal changes in the median correlation levels, but most of those changes indicated the strengthening of the bonds. [/ANNOUNCE]
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Mon, 22 May 2017 12:42:06 GMT
Source: Dukascopy Bank SA
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