Morgan Stanley Fixed-Global Macro Strategy Global FX Positioning Neutral USD Po...

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MMay6,202405:05AMGMTMorganStanley&Co.LLCUpdateGlobalMacroStrategyGlobalZoeKStrauss+1212761-0407+1212761-5287GlobalFXPositioning:NeutralStrategist+44207425-3518USDPositioningZoe.Strauss@morganstanley.com+44207425-6841+44207425-9781IntheweekendingFriday,May3optionspricingdataindicatethatinvestorsaddedAndrewMWatrouslongJPYandCHFpositions,andincreasedshortUSD(DXY)andCADpositions.Inthefuturesmarket,USDshortswereaddedagainstNZDandJPY,whileinvestorsStrategistincreasedshortGBPandUSD(DXY)positioningintheweekendingTuesday,AprilAndrew.Watrous@morganstanley.com30.Overall,optionsdatasuggestthattacticalinvestorsarelongAUD,whilebeingshortNOK(versusEUR)andSEK(versusEUR).PositioninginthefuturesmarketMorganStanley&Co.Internationalplc+remainslongEURandisshortAUDandJPY.DavidS.Adams,CFAExhibit1:StrategistDavid.S.Adams@morganstanley.comWantingLowStrategistWanting.Low@morganstanley.comDominicJKrummenacherStrategistDominic.Krummenacher@morganstanley.comSource:DTCC,Bloomberg,MorganStanleyResearch;Note:Usingoptionsthatweretradedinthepastthreemonthsandexpireinthecomingonemonth.Notionalsaredelta-adjusted.DataasofFriday,May3.Formethodology,seeAssessingFXPositioningwithCurrencyOptions.Exhibit2:Source:DTCC,Bloomberg,MorganStanleyResearch;Note:UsingoptionsthatweretradedinthepastthreemonthsandexpireintheMorganStanleydoesandseekstodobusinessw...

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