New EUR-JPY data series

Written by Manfred Hübner | 09 April 2013
Posted in Database news

The Japanese Yen has recently come back into the investor's focus. So far, sentix collects data on the expectations for the USD-JPY currency pair among institutional investors. Moreover, sentix offers a time series for the EUR-USD market for institutional and individual investors.

sentix now also offers Sentiment and Strategic Bias time series for the EUR-JPY currency pair. The basis for these new series is the existing data for institutional investors on the USD-JPY and the EUR-USD markets. The EUR-JPY data is generated by subtracting from the EUR-USD series the USD-JPY series which is multiplied by minus one (to obtain the same basis). The result is divided by two in order to keep the time series within the same theoretical range (of -1 to +1) of the already existing and corresponding sentix series. The following time series result from these calculations and are now available (with a long history) for analysis in our chart generator:

SNTMEYI1 – sentix Sentiment for EUR-JPY (institutional investors)
SNTBEYI6 – sentix Strategic Bias for EUR-JPY (institutional investors)

In addition, sentix now also offers two time series on the neutrality in the EUR-JPY market. They are obtained by taking the mean of the neutrality figures of institutional investors for the EUR-USD and the USD-JPY markets on the two available time horizons of 1 month and 6 months:

SNTNEYI1 – sentix Neutrality Index (short term) for EUR-JPY (institutional investors)
SNTNEYI6 – sentix Neutrality Index (medium term) for EUR-JPY (institutional investors)

Last but not least, we also have created a new overconfidence index for the EUR-JPY market:

SNTOEYOI – sentix Overconfidence for EUR-JPY

The new data series are part of the sentix Market Sentiment data package (SNMS).

Currently, the data is only available for download from our website. Until the data is available on Bloomberg, we provide a custom CIX index.