G10 and Asian FX Short Term Fair Values

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This SEB chart package provides an automated weekly update on short-term fair value (STFV) misvaluations for G10 and Asian FX pairs as of June 2, 2026.

Key Takeaways

  • 1.The report provides a quantitative assessment of FX misvaluations relative to SEB's short-term fair value (STFV) models.
  • 2.Analysis covers misvaluations across G10 (USD, EUR, SEK, NOK bases) and major Asian currencies against the USD.
  • 3.EUR/USD valuation is modeled using specific factors including rate spreads, risk factors, and EU peripheral spreads.

Table of Contents

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

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Authors

Karl SteinerDana Malas

Securities

EURUSDEURSEKUSDCNY

Themes

Mean Reversion in FXQuantitative Macro Drivers

Regions

GlobalAsia PacificEuropeUnited StatesSwedenNorway