CTAs lost 4.3% in just three days since March 8, mainly due to bonds (2.3% loss) and equities (1.2% loss) -- although all asset classes...

**As seen in Risk In The Week report 03/11/23, subscribe at cablefxm.co.uk/reports January retail sales rebounded to post its best month...

**You can track the Cable FX Macro U.S. Inflation Surprise Index at the Inflation Dashboard, subscribe at cablefxm.co.uk Today we were...

Looking back at a history of daily returns over the previous 6-months, the USD and CAD stand as most sensitive to the volatility...

There have been some very notable moves in CTA positioning in FX markets since Thursday, based on data from Rebecca Cheong and Megan...

**You can analyze U.S. inflation historic data in the Inflation Dashboard, subscribe at cablefxm.co.uk BLS CPI report shows services...

**As seen in Macro Walk report 03/11/23, subscribe at cablefxm.co.uk/reports We're set to hear from the ECB this week, and recent...

Our financial fair value model takes into account an array of market factors to estimate mis-valuation in FX in the short-term. A closer...

Half of the position taken off due to the market “essentially” pricing out the hiking cycle and the Fed’s unlimited and attractive BTFP...

**As seen in Risk In The Week report 03/11/23, subscribe at cablefxm.co.uk/reports January consumer prices slowed to 6.4% Y/y from the...

We have seen massive volatility in sovereign debt markets, we recently noted Treasury 2-year notes posting a two-sigma day as yields fell...

**As seen in Risk In The Week report 03/11/23, subscribe at cablefxm.co.uk/reports Ahead: U.S. February CPI U.S. Retail Sales Australia...

**As seen in Eco/Speakers calendar 03/11/23, subscribe at cablefxm.co.uk/reports Exp = Bloomberg median survey Economic calendar holds...

Though China’s 2023 growth target of ‘only’ 5% disappointed the market this week, it should have been seen as a reason for confidence....

**As seen in Macro Walk Report 03/11/23, subscribe at cablefxm.co.uk/reports U.S. monetary conditions fell sharply on the week, the...

The front-end of the Treasury curve has seen bids taking yields sharply lower, the move is now recording about 42bps to the downside,...

**As seen in Macro Walk report 03/11/23, subscribe at cablefxm.co.uk/reports FX pairs implied volatility in short-term tenors jumped in...

**As seen in Macro Walk report 03/11/23, subscribe at cablefxm.co.uk/reports Last week, we saw a decline in yields across the board, the...

The February jobs report showed the U.S. participation rate rising to 62.5%, this is the highest since March 2020, however, it has not...

The G10 saw low yielders, CHF and Yen, lead the group for most of the week. By Friday close, the CHF recorded a gain of 1.7% to the...