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Treasury Funding Rally Fades as Event Risks Loom

Sentiment is stabilizing in financial markets after a late-Monday surge that saw equity indices jump, Treasury yields fall, and risk-sensitive currencies outperform the dollar. The rally was touched off when the US Treasury said it would need to borrow less than previously anticipated, essentially soaking up less market liquidity than had been feared. According to an updated estimate, marketable borrowing should total $760 billion in the first quarter, unexpectedly undershooting the $816 billion projected at the end of October amid higher-than-anticipated starting cash balances and an improvement in “net fiscal flows” (likely higher tax revenues). Investors remain wary however –...

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Upbeat vibes. Will it last?

• Positive tone. US equities higher as bond yields dip. News the US Treasury had reduced its borrowing estimates a factor. USD slips back, AUD firmer.• More vol? There is a long list of global data releases this week, with the US Fed also meeting. More bursts of short-term volatility likely.• AU data. Retail sales expected to decline as Black Friday boost unwinds. Q4 CPI (due tomorrow) likely to come in below the RBA’s thinking. It has been a relatively positive start to an action-packed week that includes US Fed and Bank of England meetings, key global releases such as...

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Weekly Chartbook, January 29

Fed policy is growing more restrictive. Fed Funds Target Rate, % Quarterly Refunding Announcements have been moving markets. USDCAD, DXY, EURUSD exchange rates, % change  British inflation rates are coming down faster than previously anticipated. Consumer Price Index, annual change, %, SA

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Big Week Beckons, Keeping Markets Rangebound

Consolidative trading patterns are dominating markets this morning as participants prepare for a banger of a week. Tomorrow’s euro area gross domestic product, US consumer confidence, and job openings prints will help set the tone before Wednesday brings Canadian gross domestic product numbers, the Fed’s preferred wage cost measure, the Treasury’s quarterly refunding announcement, and a Federal Reserve meeting. Updated euro area inflation data and the Bank of England’s latest decision will drop on Thursday ahead of Friday’s January’s non-farm payrolls report. The greenback is holding steady, defying a slight drop in yields, equity futures are stable, commodity prices are...

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Will the US Fed lean against rate cut pricing?

• Soft landing? US GDP & PCE inflation data supported ‘soft landing’ views. Growth was better than expected, while inflation pressures continue to ease.• FX consolidation. Despite the macro signals FX majors have been range bound. USD is treading water, with AUD near its 200-day moving average.• Event radar. It is a busy week with Eurozone GDP/CPI, China PMIs, Australian inflation, & a range of US labour stats wrapped around the US Fed meeting. Last weeks economic dataflow supported views the US remains on the very narrow path towards a ‘soft landing’. US GDP exceeded expectations with growth running at...

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