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by Ashraf Laidi
Posted: Aug 21, 2008 1:27
Comments: 55
View Analytic
This thread was started in response to the Analytic:

US EU Bond Yield Spreads

Rather than simply comparing currencies' overnight interest rates, FX traders pay close attention to differentials in 10-year yields for the market's assessment of longer term interest/inflation rate horizons. The relationship is straight forward.
 
Qin
Jonkoping, Sweden
Posts: 492
15 years ago
Jun 5, 2009 13:04
Sorry, Ashraf
I didn't really look it carefully. To be honesty, I just notice that currencies is affected by bond market last week, when people were talking about selling bonds.

By the way, there are many investors and analysts encourage people short USD and long commodity currencies.
But the banks like USB and RBC are now talking about selling EUR and buying USD. It remind me that banks said buy GBP and sell USD when BOE was announcing print more money to buy gilts.

I am little scary of recently market, don't know whom I should listen to. Do you have any clue why the banks are talking about long USD and short EUR? And if it is possible that EUR will get weak for a while, will it affect to long CAD and AUD and short USD? I am looking for a chance to long AUD, CAD and short USD now.

Best regards
Qin
cougr
Australia
Posts: 101
15 years ago
Jun 5, 2009 13:04
Hi Ashraf ,I have had some difficulty with finding a site that provides updated charts of long term yield spreads such as the one you have provided for this article. If it's not asking for too much would you be able to recommend a site or sites where we could access such information relating to the yield spreads of the main currencies ?
Ashraf Laidi
London, UK
Posts: 0
15 years ago
Jun 5, 2009 12:25
Quin, the chart shows the SPREAD between US and german yields, as these decline to the favor of germany, USD is usually drops down.

Ashraf
Qin
Jonkoping, Sweden
Posts: 492
15 years ago
Jun 5, 2009 12:00
Hey, Ashraf
I still don't understand the chart about EUR/USD and 10 yield bond which you showed on the web.

According the chart and your explanation in 2008 October, if the bond yield is rising, it will make EUR/USD weak.
As you reply to me that you still see EUR/USD will go to 1.5, which means that the bond yield will go down or keep flat. Is that correct? On another hand, what will happen to the commodity price?

Best regards
Qin
Rama
United States
Posted Anonymously
16 years ago
Oct 3, 2008 20:23
Beautiful Charts. Can you present similar charts for USD/JPY, USD/AUD & USD/NZD.

Thanking,

Rama