**As seen in Online Tools>U.S. Inflation Dashboard, subscribe at cablefxm.co.uk/reports Our own measure of U.S. inflation surprises...

July U.S. inflation report showed headline prices easing to 2.9% Y/y, the lowest since 2021. We have previously shown the CPI slowly...

Noting EUR/USD option markets skewed towards euro calls into the 1m tenor, risk reversals have retraced since yesterday's market reaction...

A Republican clean sweep is the most bullish scenario for the dollar medium term. Loose fiscal, tight monetary policy plus tariffs are...

Going back to the 1980s, every time the U.S. Treasury curve steepened from deep inverted levels, a U.S. recession along with an equity...

I have previously shown the Mexican peso holding the largest beta to the Japanese yen in the EM space. This is due to the popularity of...

August G10FX volatility beta update saw safe havens return to their historical profiles, the dollar had been the only +B for most of the...

This post is looking at the weekly <.VIX> range, I found it interesting as the 45.5 point range came to top the Covid crisis of March...

Last week's volatility spike did not hurt emerging market currencies as much, a Bloomberg measure of EMFX carry trades showed . However,...

Last week may have interrupted some people's day at the beach as the CBOE VIX Index rose to the highest level since the pandemic at...

There has been a lot of chatter on the Mexican peso carry unwind over the last couple of sessions, MXN weakness took the rate above 20.0...

Following the U.S. July labour report, the EU-US swap rate differential spiked to the highest level in more than a year to around...

The median 1Q25 USD/JPY projection sees the exchange rate trading at 150.0 with forecasts delivered as recent as today. Dollar-yen was...

SOFR calendar spreads show the market is pricing around 86bps of easing this year, in other words, traders now see three rate cuts on the...

The benchmark U.S. Treasury 10-year yield recorded a third consecutive monthly drop in July, such a streak has not been seen since 2021...

The last coupe of sessions has been heavy for the dollar-yen cross, the BoJ hikes rates while the FOMC signals easing might be as soon as...

The G10 is holding to the same currency volatility profiles we have seen so far this year, with a few exceptions. EUR and GBP are...

Heading into the second half of the year, sterling leads the 2024 performance as it is the only currency in the group to post gains vs...

2s30s curve uninverted on Monday session following the weekend developments, the curve has not seen longer-dated yields surpass the...

Fiscal discipline comes to mind in a year of elections, spending is good for domestic growth as long as deficits are within the rule....