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h Kapoor Oliver Harvey Nicholas Weng New York Alan Ruskin Daniel Brehon Drausio Giacomelli Guilhe
10: Turning Up the Volume: Buy USD/GBP variance swap and AUD/USD variance swap Research Team London Bilal Hafeez James Malcolm Henrik Gullberg George Saravelos Caio Natividade Siddharth Kapoor Oliver Harvey Nicholas Weng New York Alan Ruskin Daniel Brehon Drausio Giacomelli Guilherme Marone Mauro R
nd USD/CAD at 0.60, 0.50 and 1.45 respectively. Alan Ruskin (1) 212-250-8646 George Saravelos (44) 20
ally turns. We anticipate extremes in the likes of AUD/USD, NZD/USD and USD/CAD at 0.60, 0.50 and 1.45 respectively. Alan Ruskin (1) 212-250-8646 George Saravelos (44) 20-754-79118 Figure 6: USD/JPY and USD/EUR performance depending of US yield curve USD/JPY and USD/EUR performance depending of US yield cu
ntyev Jim Reid David Bianco Sebastian Raedler Alan Ruskin George Saravelos Michael Hsueh Binky Ch
cer Taimur Baig Gustavo Canonero Strategy Dominic Konstam Francis Yared Oleg Melentyev Jim Reid David Bianco Sebastian Raedler Alan Ruskin George Saravelos Michael Hsueh Binky Chadha Peter Garber Global Head of Research Global Head, Macro Research Telephone +44 20 754 55502 +852 2203 8303 Email
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