Short Term Fair Values G10 and Asian FX Chart Package

This SEB chart package analyzes G10 and Asian currency valuations relative to their short-term fair values as of May 12, 2026. It highlights over- and under-valuations for major pairs like EUR/USD, EUR/SEK, and USD/JPY based on rate spreads and risk factors.

Key Takeaways

• 1.The report provides a comprehensive quantitative analysis of G10 and Asian FX misvaluations relative to SEB's short-term fair value (STFV) models.
• 2.Detailed model breakdown for EUR/USD incorporates rate spread factors, risk factors, and EU peripheral spreads to determine deviation from fair value.
• 3.Valuation assessments are provided for USD, SEK, and NOK against broad currency baskets, indicating current over- or undervaluation levels.

Table of Contents

• Short-term fair values
• USD valuations
• SEK valuations
• NOK valuations
• Asian FX valuations
• Disclaimer

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