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Forex Portfolio Allocation - November

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Forex Portfolio Allocation - November Powered By Docstoc
					Type Capital Allocated to Follow the Model in the blue square. The suggested portfolio recommendation is shown

Exposure                         Cross                Positions / 1 mio. EUR *    1000000
              7.5%                    AUDCAD                     123,276           123276
              2.0%                     AUDCHF                     32,999            32999
              1.8%                     AUDJPY                     29,017            29017
              5.1%                    AUDUSD                      83,979            83979
             -4.4%                     CADCHF                    -69,677           -69677
             -2.9%                     CADJPY                    -46,700           -46700
              0.0%                      CHFJPY                       0                  0
             -5.5%                     EURAUD                    -54,928           -54928
              3.7%                     EURCAD                     36,855            36855
              0.0%                     EURCHF                        0                  0
              4.0%                     EURGBP                     39,995            39995
              0.0%                      EURJPY                       0                  0
              0.0%                     EURNOK                        0                  0
             -4.3%                     EURNZD                    -43,004           -43004
              0.0%                     EURSEK                        0                  0
              3.6%                     EURUSD                     36,472            36472
             -7.1%                    GBPAUD                     -64,368           -64368
              0.0%                     GBPCAD                        0                  0
             -5.0%                     GBPCHF                    -45,326           -45326
             -3.9%                      GBPJPY                   -34,807           -34807
              0.0%                     GBPUSD                        0                  0
              0.0%                     NOKSEK                        0                  0
              0.0%                    NZDAUD                         0                  0
              5.8%                     NZDCAD                    118,389           118389
              1.8%                     NZDCHF                     37,577            37577
              6.1%                     NZDGBP                    125,236           125236
              1.6%                     NZDJPY                     33,418            33418
              4.6%                     NZDUSD                     94,618            94618
              0.0%                     USDCAD                        0                  0
             -5.3%                     USDCHF                    -77,971           -77971
             -5.8%                     USDJPY                    -85,513           -85513
             -4.8%                    USDNOK                     -72,243           -72243
             -3.2%                     USDSEK                    -48,750           -48750

* Position sizes assuming that 1 million EUR is allocated to follow the model.
olio recommendation is shown in the cells marked with yellow

				
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