💱⚠️ CAD And USD Stand Most Sensitive to Vol: Cable FX Macro

• Looking back at the 6-month beta in FX crosses to the market benchmark volatility gauge, we find the dollar and the loonie remain as the most sensitive to vol spikes

• The yen has lost some of its safe-haven dynamics as it stands flat, while the CHF has turned negative, but we have seen this develop over the last couple of months, so it is no 'news'

• GBP and antipodes follow the loonie in the negative beta ranking, in fact, these currencies have seen an amplification of their respective sensitivity to volatility over the last month

Take care out there,

Rösbel