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📝 Target Volatility Funds See Steady Inflows This Year: Barclays
Target Volatility Funds have seen steady inflows YTD as volatility has remained subdued as S&P realized volatility nears post-pandemic...

Rosbel Durán
May 15, 2023


📝❗️Cable FX Macro Weekly Note
**As seen in Risk In The Week report 05/12/23, subscribe at cablefxm.co.uk/reports This week: Sweden Consumer Prices Canada Consumer...

Rosbel Durán
May 15, 2023


⚠️❗️ Spanish Banks Most Exposed to Turkey: Cable FX Macro
Spanish banks have historically been the most exposed to Turkey, the latest data compiled by the BIS confirmed this as foreign claims...

Rosbel Durán
May 15, 2023


🧮Leveraged Funds Turned Short AUD, GBP Last Week: Cable FX Macro
**As seen in IMM Positioning report 05/12/23,subscribe at cablefxm.co.uk/reports The latest weekly CFTC data showed hedge funds turning...

Rosbel Durán
May 15, 2023


🔺Dollar Index Rises to Post Best Week Since Early March: Cable FX Macro
Our own measure of the dollar vs G10 peers, the <.RDDXY> Cable FX Macro Dollar Index rose by 1.45%, this was the best performance...

Rosbel Durán
May 15, 2023


🏦📆 Central Bank Monday Session Docket
**As seen in Speakers Calendar 05/12/23, subscribe at cablefxm.co.uk/reports Monday docket holds four Federal Reserve speakers, ECB's...

Rosbel Durán
May 15, 2023


♻️EUR/USD Detached From Global Risk: Cable FX Macro
**As seen in Macro Walk report 05/12/23, subscribe at cablefxm.co.uk/reports The cross-asset correlation section in our Macro Walk report...

Rosbel Durán
May 15, 2023


RPT-🇸🇪❗️Cable FX Macro Weekly Note: Sweden April Consumer Prices
**As seen in Risk In The Week report 05/12/23, subcribe at cablefxm.co.uk/reports March headline prices rose by 10.6% Y/y, this was below...

Rosbel Durán
May 15, 2023


⚠️💱FX Volatility Premiums Fall Below Par: Cable FX Macro
**As seen in Macro Walk report 05/12/23, subscribe at cablefxm.co.uk/reports Front-end implied volatility premiums dip this week as the...

Rosbel Durán
May 14, 2023


⚖️🇩🇪 German Bund Curve Steepens The Most: Cable FX Macro
**As seen in Macro Walk report 05/12/23, subscribe at cablefxm.co.uk/reports Over the last month, the German curve has steepened the...

Rosbel Durán
May 14, 2023


📝 Discretionary Strategies Ignore The Rise In Global Composite PMI: Deutsche Bank
Our call for a squeeze this year was largely predicated on systematic strategies raising exposure as equity volatility fell (Equities in...

Rosbel Durán
May 14, 2023


🔻 Kiwi Sees Regression to One-Year Median: Cable FX Macro
The dollar rises across the G10 on Friday session, the group worst performer is the NZD The kiwi is followed by the AUD, but the gap is...

Rosbel Durán
May 12, 2023


📝 See A 50% Chance Of A Banxico Unanimous Pause: Scotiabank
Markets seem to have taken the Banxico comment as a clear-cut signal that the rate tightening cycle is now officially over; rates are...

Rosbel Durán
May 12, 2023


📝EM CB's Could Cut Rates Sooner Than We Expect: J.P. Morgan
Despite three unprecedented global shocks, much of EM is still standing largely due to excess private savings as in DM ◼ These shocks...

Rosbel Durán
May 12, 2023


🏦📆 Central Bank Docket: Friday Session
**As seen in Speakers calendar 05/06/23, cablefxm.co.uk/reports Speakers coming up:

Rosbel Durán
May 12, 2023


🎈🇺🇸U.S. Inflation Surprise Index Falls to Lowest Since December: Cable FX Macro
**As seen in Online Tools > U.S. Inflation Dashboard, subscribe at cablefxm.co.uk/reports The Cable FX Macro U.S. Inflation Surprise...

Rosbel Durán
May 11, 2023


⚖️💱 Rates And FX Volatility Divergence Widens: Cable FX Macro
A measure of FX volatility constructed by JPM has failed to catch up with the BofA's MOVE Index since March, the latter spiked on the...

Rosbel Durán
May 11, 2023


📝 Fed Turning More Concerned Of Financial Conditions: MUFG
Our analysis on the recent FOMC press conference transcript identifies that financial conditions remain more of concern for the Fed when...

Rosbel Durán
May 11, 2023


📆Thurday Session Docket
**As seen in Eco/Speakers calendar 05/06/23, subscribe at cablefxm.co.uk/reports Exp = survey median Ahead: Bank of England Bank Rate...

Rosbel Durán
May 11, 2023


🇺🇸❗️Cable FX Macro Weekly Note: U.S. April CPI
**As seen in Risk In The Week report 05/06/23, cablefxm.co.uk/reports March consumer prices eased by one full percentage point to 5.0%...

Rosbel Durán
May 10, 2023
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