FX Insights: Strategy portfolio update

Nomura Global Markets Research publishes FX Insights with a strategy portfolio update. The note presents the G10 FX strategy spot portfolio history and the Asia ex-Japan FX strategy portfolio history, together with the North Asia and South Asia rates strategy portfolio histories as of 15 October 2026, listing each trade's entry and exit dates, entry levels, current/exit levels, DV01 and P&L. In the G10 book, long USD/CAD entered 17-Sep-26 is up 2.0%, short GBP/AUD is down 1.1%, and a new short NOK/SEK position entered 2-Oct-26 is down 0.5%, while prior long EUR/USD and EUR/JPY positions have been exited. North Asia rates trades include China NDIRS, HK IRS, Taiwan NDIRS, Korea IRS/NDIRS and US IRS positions; South Asia trades cover INR NDOIS, THB NDIRS and SGD SORA swaps. No equity ratings or single-stock recommendations are included.