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USD

Fed holds rates, notes risks from tighter financial conditions

For a second consecutive meeting, the US Federal Reserve’s policy committee held its benchmark interest rate at a 22-year high and held out the possibility of further hikes if inflation pressures fail to ease. After 11 increases since March 2022, the target range for the federal funds rate was maintained between 5.25 and 5.5 percent. In a largely-unchanged statement, officials acknowledged an acceleration in growth, upgrading the economic expansion from “solid” to “strong”. Language which previously noted job creation had “slowed” was revised to say it had “moderated”. Policymakers retained optionality to deliver another hike, preserving a sentence that referred...

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US Fed on the radar

• Mixed markets. Equities higher & oil lower. Contrasting trends saw European & US yields diverge. USD firmer, with USD/JPY jumping up post the BoJ.• BoJ tweaks. The BoJ adjusted its yield curve control framework, but it wasn’t enough to appease FX markets. The USD move weighed on the AUD.• Fed in focus. Attention is on the US with data & Fed policy decision due. With no change in rates expected what Chair Powell says will be important. It was a rather placid end to another turbulent month for most asset classes. European and US equities edged higher with the...

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Dollar eases amid heavy macro data flow

The US dollar and yields are edging lower after the US Treasury surprised investors by lowering its estimates for government borrowing in the fourth quarter, helping ease fears of a supply-led melt-up in rates. According to yesterday’s release, net issuance is expected to hit a record $776 billion over the final three months of the year, but this is down from the $852 billion projected in late July as higher-than-anticipated tax receipts help offset funding requirements. Tomorrow morning’s issuance plan – which will outline the cadence and scale of auctions – could have a more meaningful effect on the rates...

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China PMIs & BoJ in focus

• Positive tone. Equities rose & oil prices extended their slide. Markets are taking the Middle East developments in their stride. The USD also softened.• AUD rebound. Firmer equities & a positive AU retail sales report which reinforced RBA rate hike expectations has helped the AUD recover some lost ground.• Asian focus. Today attention will be on the China PMIs & the BoJ decision. Another BoJ tweak could support the weak JPY, which in turn weighs on the USD. Markets have started the week on a more positive footing. Investors appear to be taking the Middle East developments in their...

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It’s quiet. Too quiet.

It may be the most wonderful time of the fear, but foreign exchange markets remain remarkably calm. 1-month implied volatility – a measure of expected swings in exchange rates – in G7 currency pairs is holding almost a full standard deviation below post-2000 norms, and remains well below comparable indicators in other asset classes. We doubt this can be sustained as geopolitical risks simmer, outcomes diverge across the major economic blocs, and stress grows on the global financial system. We’d try to remind market participants of the ghosts of previous foreign exchange shocks – major moves tend to occur just...

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