The document discusses the recent rebound in Asian currencies, attributing it to market re-pricing of the Fed, a more benign view of CNY, and stretched long USD/Asia positioning. It analyzes positioning metrics, yield spreads, currency trading levels, volatility curves, risk reversals, and the impact of equity flows on Asian FX markets.
doj/DataSet10/EFTA01381400.pdf
{"title":"Asia FX. Positing on positioning","key_people":["Mallika Sachdeva"],"document_date":"2015-10-12","document_type":"correspondence","key_locations":["Asia"],"key_organizations":["Deutsche Bank"]}