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⚠️💹USD/JPY Downside Protection Remains Within Ranges: Cable FX Macro
Demand for yen calls increase across the curve after the 10-year yield rose to the highest level since 2013 and the currency posts its...

Rosbel Durán
Sep 11, 2023


RPT--🇳🇴❗️Cable FX Macro Weekly Note: Norway Aug. Consumer Prices
**As seen in the Risk In The Week report 09/08/23, subscribe at cablefxm.co.uk/reports Norway consumer prices eased by one full...

Rosbel Durán
Sep 11, 2023


🏦📊Markets Pared Fed Rate Cut Bets Last Week: Cable FX Macro
**As seen in Macro Walk report 09/08/23, subscribe at cablefxm.co.uk/reports The implied rates section in our Macro Walk report is...

Rosbel Durán
Sep 11, 2023


📝 Factor Contribution Analysis Shows JGB Yields Rising On Inflation Expectations: MUFG
Graph 2 shows the results of a factor contribution analysis (FCA) of the 10-year JGB yield based on the Fisher equation, which states...

Rosbel Durán
Sep 11, 2023


📝❗️Cable FX Macro Weekly Note
**As seen in Risk In The Week report 09/08/23, subscribe at cablefxm.co.uk/reports Ahead: Norway Inflation U.S. Inflation Australia...

Rosbel Durán
Sep 10, 2023


🌐🔺U.S. Continues to Lead Global Inflows: Cable FX Macro
The U.S. continues to lead ETF inflows over last month as it tracks year-to-date net flows of +$259 billion, $28 billion were attracted...

Rosbel Durán
Sep 8, 2023


📝 Sweden Economy to Contract This Year And Next: Nordea
The Swedish economy is likely to shrink this year, as tight monetary policy weighs on domestic demand and the export industry. Inflation...

Rosbel Durán
Sep 8, 2023


🇨🇳❗️Cable FX Macro Weekly Note: China Aug. Inflation
**As seen in Risk In The Week report 09/01/23, subscribe at cablefxm.co.uk/reports Chinese consumer prices currently deflate at -0.3%...

Rosbel Durán
Sep 7, 2023


🐍🦅 Mexican Peso Implieds Now Above 1-Year Average: Cable FX Macro
Mexican peso implied volatility in the 3m tenor is extending a move higher on Thursday session to mark a fourth consecutive session of...

Rosbel Durán
Sep 7, 2023


🇨🇦❗️Cable FX Macro Weekly Note: Canada Aug. Labor Report
**As seen in Risk In The Week report 09/01/23, subscribe at cablefxm.co.uk/reports July jobs report surprised economists’ expectations of...

Rosbel Durán
Sep 7, 2023


💹FX Intervention More Likely As USD/JPY Advances Towards 150.0: Cable FX Macro
We are noting a rise in the probability of yen intervention from monetary authorities as the USD/JPY spot moves closer to previous JPY...

Rosbel Durán
Sep 7, 2023


📝U.S. Dollar Credit Supply Relatively Low In August: ING Credit Strategy
Supply in August totalled US$35bn, lower than previous year’s level. Although this is higher than June’s supply and, more notably,...

Rosbel Durán
Sep 7, 2023


📝G10FX USD Vols Seen Cheap Relative to Rates: J.P. Morgan Derivatives Strategy
Within USD/G10, based on the underlying rates vols/correlations (Exhibit 7), NOK, AUD, SEK vols are rich by 2.9, 2.3, 2.2 vols and CAD,...

Rosbel Durán
Sep 7, 2023


💱🔻Australian Dollar Fails to Catch Down With Yuan: Cable FX Macro
Thursday session saw the dollar/on-shore yuan rise to the highest level since 2007 as Chinese economy prospects continue to concern...

Rosbel Durán
Sep 7, 2023


📝ECB Monetary Tightening Seen Gaining Traction: Rabobank
On the domestic front, there is increasing evidence that monetary tightening by the ECB is gaining traction. Broad money supply growth...

Rosbel Durán
Sep 7, 2023


🇲🇽❗️Cable FX Macro Weekly Note: Mexico Aug. Consumer Prices
**As seen in Risk In The Week report 09/01/23, subscribe at cablefxm.co.uk/reports Mexico consumer prices slowed to 4.79% Y/y from the...

Rosbel Durán
Sep 6, 2023


📆Thursday Session Docket: Busiest Day This Week
**As seen in Eco/Speakers calendars 09/01/23, subscribe at cablefxm.co.uk/reports Exp = Bloomberg survey median Economic docket sees...

Rosbel Durán
Sep 6, 2023


📝 AI Model Provides Alternative to Traditional Inflation Forecasting: St. Louis Fed
The main objective of this paper is to use large language models (LLM) to generate conditional inflation forecasts and compare these to...

Rosbel Durán
Sep 6, 2023


📈G10FX Tracker Shows Continuation Of Trend: Cable FX Macro
**As seen in FX Quotes report 09/01/23, subscribe at cablefxm.co.uk/reports The G10FX tracker in our FX Quotes report measures the most...

Rosbel Durán
Sep 6, 2023


⚖️💵Rates & Dollar Trading In Line After Data: Cable FX Macro
The chart below shows our measures for dollar rate differentials and the dollar index. The latter saw choppy trading heading into the NA...

Rosbel Durán
Sep 6, 2023
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