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⚠️ Dollar Overnight Volatility At Highest Since Pre-Nov. CPI Report : Cable FX Macro

Writer: Rosbel DuránRosbel Durán
  • Dollar O/N volatility reached a 52-week high last month as we headed into the Nov. CPI report, vol index reached 20.89%

  • The measure of overnight volatility is now at the highest since December 12, a day before the November CPI report

  • November inflation figures surprised to the downside and dollar volatility reverted below 10.0% just a couple sessions later



 
 

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