Source: FX Risk Advisory | Data: Bloomberg Note: COVID-19 - - PowerPoint PPT Presentation

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Aug 02, 2023 187 likes •278 views

Source: FX Risk Advisory | Data: Bloomberg Note: COVID-19 period covers Feb 14, 2020 Apr 6, 2020. Daily trading range for EUR/USD (expressed as percentage of spot) 3.50% Max 3.00% 2.50% 2.00% 75th

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Note: COVID-19 period covers Feb 14, 2020 – Apr 6, 2020.

Source: FX Risk Advisory | Data: Bloomberg

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Note: COVID-19 period covers Feb 14, 2020 – Apr 6, 2020.

Source: FX Risk Advisory | Data: Bloomberg

75th percentile 75th percentile Max Max Low Low 25th percentile 25th percentile

0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% 3.50% Jan 1, 2019 - Feb 13, 2020 COVID-19 period

Daily trading range for EUR/USD (expressed as percentage of spot)

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Note: COVID-19 period covers Feb 14, 2020 – Apr 6, 2020. Source: FX Risk Advisory | Data: Bloomberg

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Note: COVID-19 period covers Feb 14, 2020 – Apr 6, 2020.

3.07%
1.72%

0.38%

2.49%
1.04%
0.20%

0.71%

1.44%
3.50%
3.00%
2.50%
2.00%
1.50%
1.00%
0.50%

0.00% 0.50% 1.00% EUR GBP CNH ILS

Cost per annum to buy currency via forwards

One year ago (pre-COVID-19) Today (COVID-19 period)

'Negative %' implies carry cost 'Positive %' implies carry pick-up Source: FX Risk Advisory | Data: Bloomberg

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Note: COVID-19 period covers Feb 14, 2020 – Apr 6, 2020. Source: FX Risk Advisory | Data: Bloomberg

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