🔺🔻Macro Movers: 2021
- Rosbel Durán
- Jan 2, 2022
- 1 min read
Measured by z-score of % moves.
In FX markets, the top mover was the JPY, falling 11.5% to the dollar, this was followed by a euro decline of 6.8%. The dollar, measured as BBDXY posted a return of 4.7% (the index captures dollar performance vs a basket of currencies of major trading partners including the yuan and the Mexican peso).
In rates, the top mover was the U.S. 5-year yield, rising 90.2bps, this was closely followed by the Canadian 5-year yield and the U.K. 2-year gilt yield
In commodities, Wheat futures topped natural gas and crude oil. Natural jumped above 200%! Crude oil futures increased above 50%
Happy new year, best of luck!
Comentarios