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Currency · CHF

Swiss franc

What the news says about the Swiss franc, and where its rates, macro data, CFTC positioning and strength against the other 7 currencies stand, each reading against its own history.

News tone (24 h)

Not enough news in the last 24 hours.

Pohuant publishes general, descriptive information. It is not investment advice or a recommendation to buy or sell any instrument. Trading in the markets involves a risk of loss.

Readings by factor

Where each official series stands against its own history. These are not forecasts.

Relative strength

  • Performance against the other 7 currencies, 20 sessions (ECB rates)

    0.67 %

    Percentile 64 of 5 years · Usual

    +0.69 pp over 1 week · Data as of Oct 28, 2026

    Source: ECB (ECB Data Portal). Evidence: No predictive evidence: studies fx_cross_sectional_reversal:v1 and csfx_momentum_review:v1 inconclusive.

  • Performance against the other 7 currencies, 60 sessions (ECB rates)

    -1.21 %

    Percentile 12 of 5 years · Low

    -0.24 pp over 1 week · Data as of Oct 28, 2026

    Source: ECB (ECB Data Portal). Evidence: No predictive evidence: studies fx_cross_sectional_reversal:v1 and csfx_momentum_review:v1 inconclusive.

Macro

  • Macro momentum: official indicators against their trend (−1 to 1)

    0.12 index

    Percentile 69 of 5 years · Usual

    -0.03 index over 1 week · Data as of Oct 20, 2026

    Sources: BLS, BEA, Census, Fed, Eurostat, ONS, StatCan, e-Stat, FSO, OECD. Evidence: No predictive validation (out-of-sample IC ≈ +0.01).

CFTC positioning

  • Asset managers' net position in CME futures (% of open interest)

    -18.7 %

    Percentile 89 of 3 years · High

    +4.2 pp over 1 week · Data as of Oct 20, 2026

    Source: U.S. Commodity Futures Trading Commission. Evidence: Pre-registered review cftc_flows_review:v1 rejected.

  • Leveraged funds' net position in CME futures (% of open interest)

    -10 %

    Percentile 28 of 3 years · Low

    +0.9 pp over 1 week · Data as of Oct 20, 2026

    Source: U.S. Commodity Futures Trading Commission. Evidence: Pre-registered review cftc_flows_review:v1 rejected.

Rates and curves

  • Central bank policy rate

    0 %

    Percentile 45 of 5 years · Usual

    No measurable change · Data as of Oct 20, 2026

    Source: Bank for International Settlements (BIS). Evidence: No predictive validation (out-of-sample IC ≈ 0); carry study fx_carry_spot:v1 inconclusive.

  • 10-year bond (monthly average)

    0.59 %

    Percentile 57 of 5 years · Usual

    +12 bp over 1 month · Data as of Sep 1, 2026

    Source: OECD (CC BY 4.0) via FRED. Evidence: No predictive validation (out-of-sample IC ≈ 0); carry study fx_carry_spot:v1 inconclusive.

Valuation

  • Real effective exchange rate against its 10-year trend

    -0.4 %

    Percentile 19 of 15 years · Low

    -2.2 pp over 1 month · Data as of Sep 30, 2026

    Source: Bank for International Settlements (BIS). Evidence: Pre-registered review reer_valuation_review:v1 rejected.