Forex Portfolio Allocation - January 2011 _Excel_

Document Sample
Forex Portfolio Allocation - January 2011 _Excel_ Powered By Docstoc
					Saxo Bank Forex Portfolio Model allocation for January 2011 (net exposures vs. EUR, USD and GBP)
Please find below the suggested net exposures from the FX model. Use the relevant table for the currency your ac
Type the capital allocated to follow the model in the blue cell and press enter. The suggested position follows.

                     Allocation                            Net Change
vs. EUR        EUR 1 mln.       1,000,000                    EUR      1,000,000
EURAUD            165,636         165,636                 98,706         98,706
EURGBP            -33,476         -33,476                 33,198         33,198
EURUSD            280,735         280,735               -119,654       -119,654
EURCAD             45,940          45,940                 60,078         60,078
EURCHF           -294,241        -294,241                 27,076         27,076
EURJPY             18,234          18,234                 29,766         29,766
EURNOK            166,193         166,193                -62,863        -62,863
EURSEK           -327,146        -327,146                109,573        109,573
EURNZD           -235,088        -235,088               -230,088       -230,088

                     Allocation                            Net Change
vs. USD        USD 1 mln.       1,000,000                   USD       1,000,000
AUDUSD           -162,390        -162,390                -93,037        -93,037
GBPUSD             21,602          21,602                -21,136        -21,136
USDCAD             45,940          45,940                 60,078         60,078
USDCHF           -294,241        -294,241                 27,076         27,076
USDJPY             18,234          18,234                 29,766         29,766
USDNOK            166,193         166,193                -62,863        -62,863
USDSEK           -327,146        -327,146                109,573        109,573
EURUSD           -160,186        -160,186                -40,594        -40,594
NZDUSD            302,417         302,417                297,417        297,417

                    Allocation                             Net Change
vs. GBP        GBP 1 mln.      1,000,000                     GBP      1,000,000
GBPAUD           165,636         165,636                  98,706         98,706
GBPUSD           280,735         280,735                -119,654       -119,654
GBPCAD            45,940          45,940                  60,078         60,078
GBPCHF          -294,241        -294,241                  27,076         27,076
GBPJPY            18,234          18,234                  29,766         29,766
GBPNOK           166,193         166,193                 -62,863        -62,863
GBPSEK          -327,146        -327,146                 109,573        109,573
EURGBP          -248,221        -248,221                 -61,633        -61,633
NZDGBP           468,624         468,624                 463,350        463,350
osures vs. EUR, USD and GBP)
levant table for the currency your account is denominated in (marked with yellow).
 The suggested position follows.

				
DOCUMENT INFO
Shared By:
Categories:
Tags:
Stats:
views:1
posted:5/16/2012
language:
pages:2
fanzhongqing fanzhongqing http://
About