The document provides an analysis of currency valuations and investment trends, focusing on the Swiss Franc (CHF) and its impact on foreign portfolio assets. It includes data on currency P/E ratios, TWI valuations, Swiss foreign portfolio investments, hedge ratios on FX assets, and leveraged investor positions. The document also discusses the implications of falling sight deposits on the Swiss National Bank's FX reserves and the valuation of CHF/JPY based on P/E ratios and CPIs.
doj/DataSet10/EFTA01387381.pdf
{"title":"FX Blueprint","document_date":"2018-01-09","document_type":"tabular","key_locations":["Switzerland"],"key_organizations":["Deutsche Bank","Haver Analytics","Bloomberg Finance LP"],"reference_numbers":["DB-SDNY-0089887","SDNY_GM_00236071","EFTA01387381"]}