rphra
live
S&P 5007,500.58+1.08%
NASDAQ30,406.19+2.48%
DOW51,564.7+0.14%
VIX16.78+2.32%
US10Y4.45-0.27%
EUR/USD1.1506-0.93%
GOLD4,300.5-1.26%
WTI75.22-0.90%
BTC64,442.01-1.87%
S&P 5007,500.58+1.08%
NASDAQ30,406.19+2.48%
DOW51,564.7+0.14%
VIX16.78+2.32%
US10Y4.45-0.27%
EUR/USD1.1506-0.93%
GOLD4,300.5-1.26%
WTI75.22-0.90%
BTC64,442.01-1.87%
Markets · FX

USDCHF

US Dollar / Swiss Franc

Spot
0.8063
1D
+0.31%
1M
+2.63%
3M
+1.17%
YTD
+1.82%
As of
2026-06-24

Multi-lens summary · base USD · mildly constructive

Trend / technicalNeutral (USD)

Price is in a rangebound (+1.2% 3m).

Valuation (REER)Neutral (USD)

No effective-exchange-rate read available.

CarryBullish (USD)

Carry is positive (+376 bps rate differential) — long base earns carry.

Positioning (COT)Neutral (USD)

No futures positioning data.

MomentumNeutral (USD)

Momentum +1.0% (3m/12m blend).

Price · 348 sessions0.8063 · 2026-06-19
2025-05-11hi 0.8454 · lo 0.76072026-06-19
Forward / carry curve (CIP)
TenorOutrightPointsCarry
1M0.8038-25.2+376bp
3M0.7988-75.1+376bp
6M0.7914-148.7+376bp
12M0.7771-292.1+376bp

Covered-interest-parity forwards from USD/CHF short-rate differentials. Positive points ⇒ CHF trades at a forward discount.

Realised-vol term structure
1W
6.0%
1M
6.3%
3M
6.6%
6M
7.9%
1Y
7.0%

Annualised realised volatility by window — the license-free stand-in for an implied-vol surface.

Realised vol 1m
6.3%
Realised vol 3m
6.6%
Momentum 12m
0.7%
Carry
+376 bps
Real carry
REER z (base)
Positioning
n/a
Trend
range