The following data is as per Nov. 11, 2013. It is based on a $100 million investment in Quaesta Capital’s FX Multi-Manager Program that currently consists of 11 top-rated FX single managers globally.
FX Portfolio Indicator
The FX Portfolio Indicator shows the largest long and short positions, based on a $100 million portfolio. A long position in USD against a short position dominates the portfolio.
FX Flow Indicator
The FX Flow Indicator shows the inflows and outflows in the currency positions compared to last week’s position. GBP has seen the biggest inflow; EUR, USD and CNO the biggest outflows.
FX Trader Sentiment Indicator
The FX Trader Sentiment Indicator shows the proportion of the bullish and bearish FX traders. Traders are bullish for NOK and CNO, bearish for EUR, AUD and GBP; the view on the dollar is split.
Quaesta Capital AG is an independent Swiss financial services provider that focuses primarily on currency management. Its products and services are tailored to the aims and needs of institutional clients. Quaesta Capital is regulated by the Swiss Financial Market Supervisory Authority FINMA. A full listing of Quaesta Capital’s currency abbreviations can be found here.