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Global

Markets

World

Spot Performance

Gain (+) or Loss (-) Against USD, Year to Date, %, Updates Daily

Represents the percentage change in the nominal exchange rate relative to the US dollar year to date.

World

DXY-Weighted Yield Differential

Foreign-US 10-Year Government Bond Yield Differentials, %

Represents the difference between the 10-year US Treasury yield and a weighted basket of 10-year yields for the Euro Area, Japan, the UK, Canada, Sweden, and Switzerland. Positive values indicate higher yields in US dollars relative to other currencies, while negative values imply the opposite.

World

Currency Volatility

Realized 3-Month Historical G7 Currency Volatility v. Implied Volatility, 3-Month ATM Options, Updates Weekly

Represents realized volatility - the scale and frequency of moves over the prior three months - and implied volatility - the market’s expectations of moves over the next three months. Realized volatility is measured using the annualized standard deviation of daily returns over a three-month rolling time horizon, and implied volatility is derived from at-the-money three-month currency options.

World

Equity Volatility

VIX Volatility Index, NSA, Adjusted for Breaks, Updates Daily

The VIX Volatility Index is a measure of the stock market's expectation of volatility based on S&P 500 index options. It does not directly measure volatility in currency markets, but large movements in global foreign exchange rates are often associated with spikes in the VIX.

World

Speculative Positioning

Net Long (+) or Short (-) Futures Position Held by Large Speculators, Billions US Dollars, Updates Weekly

The Commodity Futures Trading Commission's weekly Commitments of Traders report provides a breakdown of the net positions for "non-commercial" (speculative) traders in US futures markets. Market participants follow the data to identify extreme long or short positions in a currency - something that can signal a trend reversal.

World

Turnover by Currency

"Net-Net" Basis, April 2022 Daily Averages, Billions USD

Turnover by Currency measures the USD-equivalent value of spot contracts executed on a global basis during an average trading day. Figures on a "net-net" basis are corrected for local and cross-border inter-dealer double-counting.

World

Turnover by Instrument

"Net-Net" Basis, April 2022 Daily Averages, Billions USD

Turnover by Instrument measures the USD-equivalent value of spot transactions, outright forwards, foreign exchange and currency swaps, options non-deliverable forwards, and other contracts executed on a global basis during an average trading day. Figures on a "net-net" basis are corrected for local and cross-border inter-dealer double-counting. 

Latest Analysis

Latest Analysis