The SNB releases its Q1 2018 currency holdings allocation

  • USD holdings similar to Q4 2017 at 35% q/q
  • EUR holdings 39% vs 40% q/q prior
  • GBP holdings 7% vs 7% q/q prior
  • JPY holdings 8% vs 8% q/q prior
  • CAD holdings 3% vs 3% q/q prior
  • Government bond holdings 68% of total assets, prior quarter also 68%
  • Q1 fixed income AAA assets 57% vs 59% q/q prior
  • Equities holdings 20% of total assets, prior quarter 21%

The full report can be found here. Overall, not much changes of note compared to Q4 2017.