FX Positioning Update AUD Long vs GBP Short

Crédit Agricole CIB's G10 FX Positioning Index shows that AUD is the largest long and GBP the biggest short, though the broader market remains near its medium-term average.

Key Takeaways

• 1.AUD remains the largest long position in the G10 FX space, while GBP has become the biggest short.
• 2.G10 FX positioning is currently close to the medium-term average for all currencies, resulting in no new tactical trades this week.
• 3.The G10 FX PIX 3.0 model has shown a return of -0.27% over the past twelve months with a 46% hit ratio.

Table of Contents

• FX Positioning Update
• G10 FX Positioning Index (P.I.X 3.0)
• G10 FX Positioning Index (P.I.X 3.0) - Overview
• G10 FX Positioning Index (P.I.X 3.0) - Historic data
• G10 FX Positioning Index (P.I.X 3.0) - Performance & methodology
• Red Mount Analytics – G10 FX Research specific dashboards
• Disclosures and certification
• Valuation and methodology
• Disclaimer

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