Vanda Macro Intelligence

@ExanteData is now Vanda Vanda Macro Intelligence. Shortly, this account will evolve to reflect our new brand identity as part of Vanda. We'll be updating the handle of this account and the design of our posts will be refreshed. The same research. The same team. Now under @vandaresearch.

The largest move in the last 7 days was: Japan 2Y. G10 bond yields that had 2 standard deviation moves during the period include: Japan 2Y, Japan 5Y, Canada 5Y, Canada 2Y, Japan 10Y, Canada 10Y, Japan 10s30s, Canada 30Y (among others)

The largest move in the last 24 hours was: Japan 2Y. G10 bond yields that had 2 standard deviation moves during the period include: Japan 2Y, Japan 5Y, Japan 10Y, Japan 10s30s, China 30Y

USD has broadly strengthened since 5AM this morning, with KRW, EUR, and CHF depreciating the most vs. USD. The MXN was strongest vs. USD with a 0.363% return, while the KRW was weakest vs. USD with a -0.679% return. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: QUAL (144.6B) MTUM (51.8B) EFG (30.3B) EFV (30.2B) VOO (12.6B)

Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Broad Equity and Large Cap, while outflows are being seen in Financials and Industrials.

The biggest movers in global FX overnight, based on volatility adjusted returns, were #TWDCNH, #AUDJPY, #USDTWD, #EURMXN, & #NZDJPY. For USD crosses, 20 out of 28 had positive returns. For EUR crosses, 6 out of 13 had positive returns. #Forex

The largest move in the last 7 days was: US 10s30s. G10 bond yields that had 2 standard deviation moves during the period include: US 10s30s, US 2Y, US 5Y, Canada 2Y, Canada 5Y, Can. 10s30s, AU 10Y, AU 5Y (among others)

The largest move in the last 24 hours was: Sweden 5Y. G10 bond yields that had 2 standard deviation moves during the period include: Sweden 5Y, Japan 5Y, Sweden 10Y

USD has broadly strengthened since 5AM this morning, with KRW, AUD, and CAD depreciating the most vs. USD. The CHF was strongest vs. USD with a 0.202% return, while the KRW was weakest vs. USD with a -0.574% return. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: QUAL (144.5B) MTUM (51.9B) EFG (30.3B) EFV (30.2B) IVV (5.5B)

Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Broad Equity and Small Cap, while outflows are being seen in Telecommunications and High Dividend Yield.

The biggest movers in global FX overnight, based on volatility adjusted returns, were #USDPHP, #NOKSEK, #USDTHB, #USDIDR, & #USDMYR. For USD crosses, 10 out of 28 had positive returns. For EUR crosses, 6 out of 13 had positive returns. #Forex

The largest move in the last 7 days was: US 10s30s. G10 bond yields that had 2 standard deviation moves during the period include: US 10s30s

The largest move in the last 24 hours was: Italy 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Italy 2s10s, France 30Y, Italy 10Y, Italy 30Y, GB 10Y, GB 30Y, AU 10s30s, GB 5Y (among others)

USD has broadly strengthened since 5AM this morning, with NOK, MXN, and SEK depreciating the most vs. USD. The CNH was strongest vs. USD with a 0.032% return, while the NOK was weakest vs. USD with a -0.642% return. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: SPY (9.5B) VOO (4.1B) IVV (4.1B) TQQQ (3.0B) QQQ (1.9B)

Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Large Cap and Small Cap, while outflows are being seen in Telecommunications and Gold.

The biggest movers in global FX overnight, based on volatility adjusted returns, were #USDMXN, #EURCNH, #USDCAD, #USDEUR, & #USDDKK. For USD crosses, 6 out of 28 had positive returns. For EUR crosses, 5 out of 13 had positive returns. #Forex

The largest move in the last 7 days was: Fra. 2s10s. There were no G10 bond yields that had a 2 standard deviation move during the period.

The largest move in the last 24 hours was: China 30Y. G10 bond yields that had 2 standard deviation moves during the period include: China 30Y, China 10s30s, US 30Y, US 10Y