The correlation coefficient between dollar pairs and FX volatility strengthens this week, EUR/USD - J.P. Morgan FX Vol Index correlation...

The BoJ’s decision to make yield curve control operations more flexible came half a year earlier than we had been expecting, so we now...

The Bank of Japan can control either the yen or yields. Its mixed success in defending the yen this year is a more important driver in...

**As seen in Risk In The Week report 12/16/22, cablefxm.co.uk/reports The Bank of Japan meeting was held back in October, we did not have...

**As seen in Risk In The Week report 12/16/22, cablefxm.co.uk/reports

**As seen in Macro Walk report 12/16/2022, subscribe at cablefxm.co.uk/reports The week saw monetary policy decisions from a handful of...

**As seen in Macro Walk report 12/16/22, subscribe at cablefxm.co.uk/reports The spread between the Bund and the Treasury curve narrows...

**As seen in Macro Walk report 12/16/2022, subscribe at cablefxm.co.uk/reports Options market volatility structure saw the curve inverted...

**As seen in Macro Walk report 12/16/2022, subscribe at cablefxm.co.uk/reports We headed into major key events with implied volatility...

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Recently, our preferred 10-year/1-year Treasury yield spread breached the recession prediction threshold in August and remained negative...

UBS retail market making clients had $31 mn of single stock outflows on Thursday which has brought total single stock outflows for the...

**As seen in Eco Calendar 12/09/2022, cablefxm.co.uk/reports Exp = Bloomberg survey median Economic docket will see U.K. retail sales, EU...

Japan and China, the largest major holders of U.S. Treasuries, continued to decrease the net amount of U.S. notes in October U.S....

Banxico's latest policy meeting takes place on Thursday and UBS economists expect the board to slow its pace and to hike rates by 50bp to...

UBS The Fed's December statement opens with the observation (as it was in November) that job gains have been "robust" and that the...

**As seen in Eco/Speakers Calendar 12/09/22, subscribe at cablefxm.co.uk/reports Exp = Bloomberg survey median Economic docket sees U.S....

**As seen in Risk In The Week 12/09/2022, subscribe at cablefxm.co.uk/reports The Fed raised its benchmark rate by 75bps to 3.75%-4.0%...

The recent rally in EUR/USD has been driven by a combination of a weak dollar environment and a slight improvement in growth sentiment in...

**As seen in Macro Walk report 12/08/22, subscribe at cablefxm.co.uk/reports U.S. financial conditions are less tight than where we were...