Currencies March 6, 2026

BofA Sees Upside for EUR/NOK as Positioning and Rate Expectations Shift

Bank of America flags crowded short positions and a potential change in Norway rate trajectory as reasons to buy the euro against the krone

By Marcus Reed
BofA Sees Upside for EUR/NOK as Positioning and Rate Expectations Shift

Bank of America has recommended a tactical buy on the euro versus the Norwegian krone, citing crowded short positioning in the pair and a view that Norway's interest-rate outlook could shift. The bank's metrics show EUR/NOK short exposure is high based on a one-year volatility lookback, and its base case assumes no prolonged conflict involving Iran, which would support improved risk sentiment and lower energy prices - factors it expects would ultimately push EUR/NOK higher. While markets are pricing a Norges Bank rate hike by year-end, Bank of America judges a rate cut more likely under its base scenario and also plans hedges for potential risk-off moves.

Key Points

  • Bank of America has recommended a tactical buy on EUR/NOK, citing crowded short positions and potential shifts in Norway’s rate outlook.
  • The bank’s up/down volatility measure for EUR/NOK sits in the 22nd percentile on a one-year lookback, signaling concentrated short positioning.
  • Under its base case - which assumes no prolonged conflict involving Iran - Bank of America expects improved risk sentiment and lower energy prices, factors it believes would push EUR/NOK higher. Markets, by contrast, are pricing the risk of a Norges Bank rate hike by year-end.

Bank of America has issued a tactical buy recommendation on the euro against the Norwegian krone, pointing to positioning and expected changes in the interest-rate outlook as the core drivers behind the call.

The bank’s proprietary up/down volatility gauge for the EUR/NOK pair is positioned in the 22nd percentile on a one-year lookback. That reading, Bank of America says, indicates short positions in the pair are crowded and creates an asymmetric opportunity for EUR/NOK to advance should those positions unwind.

Under its central scenario, Bank of America assumes there is no protracted conflict involving Iran. The firm expects that outcome would be associated with improved risk sentiment and with lower energy prices. Over time, the bank anticipates lower energy prices would come to dominate market dynamics and act as a force pulling EUR/NOK higher.

Market pricing currently reflects the risk of a Norges Bank rate hike by the end of the year. Bank of America, however, places greater probability on a rate cut than on a hike within its base case that excludes a prolonged Iran conflict. That assessment of Norway’s policy path underpins the firm’s preference for the euro against the krone.

The bank also highlighted a desire to hedge against risk-off scenarios. It made clear those hedges are not exclusively tied to geopolitical developments, indicating the firm is positioning more broadly for downside shocks to risk sentiment.

This recommendation blends technical positioning signals - notably the low percentile ranking of the up/down volatility measure - with a macro view in which energy prices and risk appetite shift in ways that favor a stronger euro versus the Norwegian currency. The stance contrasts with current market pricing that leans toward tighter policy from Norges Bank by year-end.

Observers should note that the bank’s outlook rests on the conditional assumption that a prolonged Iran conflict does not materialize; the firm links that scenario to the chain of effects that would improve sentiment and lower energy prices.

Risks

  • The bank’s outlook depends on its base case assumption that a protracted Iran conflict does not occur; a prolonged geopolitical conflict could alter risk sentiment and energy prices and therefore change the expected direction for EUR/NOK.
  • Market pricing currently reflects the possibility of a Norges Bank rate hike by year-end; if rates move in line with market pricing rather than Bank of America’s preferred path, EUR/NOK may not move as the bank expects.
  • The firm is hedging against generic risk-off scenarios, suggesting that sudden drops in risk appetite - from sources other than geopolitics - could materially affect currency moves and undermine the trade thesis.

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