Skandinaviska Enskilda Banken AB
June 2, 2026
G10 and Asian FX Short Term Fair Values
FX StrategyFXOther
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
