⚠️💱High-Beta FX Increased Sensibility to Vol: Cable FX Macro

**As seen in FX Beta Dashboard, subscribe at cablefxm.co.uk/reports

• Historically volatility sensitive currencies saw an increment on its Beta to volatility. Our data record shows that NZD, AUD, and GBP saw the sharpest rises in volatility sensibility since our last G10FX Beta update

• The group tends to holds the largest negative Betas to the volatility benchmark in our G10FX ranking. Also, our 6-month analysis left CAD and AUD with the highest R^2s to vol, CHF holds the lowest

• JPY and USD are the only currencies to hold positive betas to volatility, meaning they have been trading in line with a safe-haven risk profile