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🔄FX Correlations: USD/JPY Rallies Above

**As seen in Macro Walk reports 01/22/2022, subscrie at

  • Last week's edition of the Macro Walk report highlited the difference between the 25-day and 100-day correlation coefficients in the USD/JPY spot, and the 5-year yield. The absolute differential turned negative, meaning that short-term correlations broke from the longer term

  • Dollar-yen cross closed at 113.66 last Friday to rally close to 160 pips or 1.4%, moving more in line with U.S. Treasury yields.



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