top of page
Search


📝Expect BoJ to Wind Down NIRP Sometime Jan-Mar 2024: MUFG Strategy
We expect the BoJ will wind down both NIRP and the policy framework for controlling the 10-year JGB yield sometime in Jan-Mar 2024. We...

Rosbel Durán
Dec 7, 2023


🚧💷 Sterling Correction Overshoots Yield Differential: Cable FX Macro
GBP/USD rose for three consecutive weeks before paring losses, the pair rallied about 600 pips from its October lows to reach levels...

Rosbel Durán
Dec 6, 2023


🇲🇽❗️Cable FX Macro Weekly Note: Mexico November Consumer Prices
**As seen in Risk In The Week report 12/01/23, subscribe at cablefxm.co.uk/reports Mexico consumer prices extended the deceleration...

Rosbel Durán
Dec 6, 2023


📅Thursday Session Docket: Busiest Day This Week
**As seen in Eco/Speakers Calendar 12/01/23, subscribe at cablefxm.co.uk/reports Exp = Bloomberg survey median Thursday's economic...

Rosbel Durán
Dec 6, 2023


🏦🇨🇦Cable FX Macro Weekly Note: Bank Of Canada Rate Decision
**As seen in Risk In The Week report 12/01/23, subscribe at cablefxm.co.uk/reports The Bank of Canada held its policy benchmark rate at...

Rosbel Durán
Dec 5, 2023


📝Our Central Scenario Sees RBA Easing Starting In Sept. 2024: CBA
We don’t anticipate any further increases to the cash rate, but acknowledge the near term risk sits with another 25bp rate hike(the next...

Rosbel Durán
Dec 5, 2023


🏦🔻SOFR Contract Spreads Price In Around 140Bps Of Rate Cuts: Cable FX Macro
Calendar spreads show rate cuts pricing rising on Tuesday session, the last read is close to 140bps of cuts for next year Tuesday...

Rosbel Durán
Dec 5, 2023


💶Euro Daily Range Surged Into December: Cable FX Macro
The daily trading range in EUR/USD holds an average of about 70 pips over the last 6-months. We have seen the pair trade above this level...

Rosbel Durán
Dec 5, 2023


❗️📝Cable FX Macro Weekly Note
**As seen in Risk In The Week report 12/01/23, subscribe at cablefxm.co.uk/reports This week: Switzerland CPI RBA Cash Rate Decision BoC...

Rosbel Durán
Dec 4, 2023


⚠️💱 High-Beta FX Consolidating As Volatility Rebounds: Cable FX Macro
Our basket of high-beta currencies posted declines over the previous 5-days, the index closed Friday 24.5 points lower as it pared some...

Rosbel Durán
Dec 4, 2023


🇺🇸❗️U.S. Monetary Conditions Gauge Nears YTD Highs: Cable FX Macro
**As seen in Macro Walk report 12/01/23, subscribe at cablefxm.co.uk/reports A measure of monetary conditions constructed by Bloomberg is...

Rosbel Durán
Dec 4, 2023


⚠️💱 Front-End FX Vol Rises, Premiums Rise: Cable FX Macro
**As seen in Macro Walk report 12/01/23, subscribe at cablefxm.co.uk/reports Front-end implied volatility rose, with 1w and 2w tenors...

Rosbel Durán
Dec 4, 2023


🏦🇦🇺Cable FX Macro Weekly Note: RBA Rate Decision
**As seen in Risk In The Week report 12/01/23, subscribe at cablefxm.co.uk/reports The RBA lifted its Cash Rate target by 25bps to 4.35%...

Rosbel Durán
Dec 4, 2023


RPT--🇨🇭❗️Cable FX Macro Weekly Note: Switzerland November Consumer Prices
**As seen in Risk In The Week report 12/01/23, subscribe at cablefxm.co.uk/reports Swiss October consumer prices rose 1.7% Y/y, this...

Rosbel Durán
Dec 4, 2023


💱GBP, CHF Hold Most Overvalued Real Rates: Cable FX Macro
**As seen in Risk In The Week report 12/01/23, subscribe at cablefxm.co.uk/reports The real effective exchange rates section in our Macro...

Rosbel Durán
Dec 4, 2023


📝 Further OPEC+ Supply Cuts Suggest Upside to Our Brent Forecast: ING Strategy
Our balance sheet shows that the additional voluntary cuts announced yesterday ensure that the marginal surplus that had been forecast...

Rosbel Durán
Dec 1, 2023


💹USD/JPY Lagging Move Lower In Yields: Cable FX Macro
USD/JPY has seen a decline of about 5BF this month, yen strength has extended this week to test 147.0 and breach the pair's 100DMA Yields...

Rosbel Durán
Nov 29, 2023


📊Canada Inflation Closing Gap to BoC's Target Band: Cable FX Macro
**As seen in G10 Inflation Dashboard, subscribe at cablefxm.co.uk/reports The G10 inflation monitor is updated with the latest consumer...

Rosbel Durán
Nov 29, 2023


📝Tarrifs Likely to Dominate FX Risk Premium: J.P. Morgan Strategy
If current US presidential polling persists, risks to the dollar from the elections will be skewed to the upside as the market processes...

Rosbel Durán
Nov 29, 2023


🧮Lveraged Funds Net USD Long Rises Despite Spot Weakness: Cable FX Macro
**As seen in IMM Positioning Dashboard, subscribe at cablefxm.co.uk/reports Hedge funds' net long dollar position extended higher...

Rosbel Durán
Nov 28, 2023
bottom of page