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Writer's pictureRosbel Durán

🛢️💱 Currencies' Correlation to Crude Strengthens: Cable FX Macro

**As seen in Macro Walk report 09/15/23, subscribe at cablefxm.co.uk/reports


  • Crude oil futures have risen every week of this month, WTI is now trading above $90.0/bbl, this is a 7.7% gain month-to-date

  • As energy prices rally, we have seen an increase in FX correlation coefficients. GBP and JPY stand as the strongest relationships, a short-term correlation sees readings of -82% and +70%, respectively

  • Meanwhile, FX correlations to equities have weakened lately. The Macro Walk cross-asset section shows only EUR/GBP and USD/CAD as statistically significant coefficients to a gauge of global risk assets


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