June second, two thousand twenty-five

I. Foundation 

resistance to change and hence greater dependability for the results shown in the past.

Revisiting a weaker U.S. dollar and NFP as a volatility trading proxy

Based on recent price action and options market data, The Swiss franc (CHF), Canadian dollar (CAD), and euro (EUR) are the best-performing counterparts for short positions against the U.S. dollar.In other words, these three currencies are the most likely to rise further when the U.S. dollar weakens, or, put differently, they have higher betas to the dollar.

These three currency pairs can be prioritized for trades on a weaker U.S. dollar.

Moreover, across the past 12 nonfarm payroll releases, the Mexican peso (MXN) and Brazilian real (BRL) had the most pronounced gamma (that is, sensitivity to volatility) among emerging markets, with strong price reactions after the payrolls... Correspondingly, Among G10 currencies, the Swedish krona (SEK) and the euro (EUR) showed the most pronounced reactions..

(The corresponding attachments have also been posted on the Planet.)

2025.06.02

II. Insights 

Our Viewpoints and ideas on market...

III. Market Pulse 

Our latest Comments on the economic and market environment

Note: All content in this article is for reference only and does not constitute investment advice or serve as a basis for any laws, regulations, or regulatory policies. Investors should not use or rely on this information as a basis for their decisions.