Yield strategy up in October

Currency managers using the yield strategy would have made a profit in October, largely off the back of Australian dollar and Norwegian krone strength, indicates research by Royal Bank of Scotland (RBS).

According to the bank's naive simulations of currency strategies, the yield strategy was the outperformer for the month, returning 1.1%, with gains from Australian dollar and Norwegian krone versus the US dollar, and smaller gains from sterling.

"During October there was a continuation of the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: