FX pairs. Daily briefs. Live prices.

The most-traded currency pair in the world. Tracks ECB-Fed policy divergence, eurozone macro and the dollar trade-weighted index.

Cable. Tracks BoE-Fed differential, UK macro (CPI, wages, GDP) and gilts. The classic risk-on / risk-off proxy for sterling.

Cleanest single proxy for the global rate-differential trade. Carry-trade funder. Yen intervention triggers above 155 historically.

Safe-haven cross. SNB intervention is a recurring backdrop. Tracks risk-off premium plus US-Swiss rate spreads.

Aussie. The cleanest China demand proxy in FX. Tracks iron ore and copper. RBA rate path drives shorter-horizon moves.

Kiwi. Dairy-prices and tourism flow proxy. RBNZ rate path leads. Trades correlated with AUD/USD as a high-beta risk-on play.

Loonie. Inverse oil correlation runs high. BoC-Fed divergence + WTI levels drive most of the move.

Risk-barometer cross. Combines eurozone story with carry-trade dynamics. Often leads other JPY pairs during risk regimes.

Volatile risk-on carry cross. Nicknamed 'the dragon' or 'the beast' for its swings. BoE-BoJ divergence + carry flow drive.

European cross. ECB-BoE policy gap and eurozone-UK growth differential. Tighter trading range than majors but tells political risk premium clearly.

The cleanest risk-sentiment FX cross. Long-AUD short-JPY is the textbook positive-carry, long-vol-of-risk-assets trade. Watches commodity and Asian equity flows.

High-beta cousin of AUD/JPY. Smaller market but moves with carry-trade sentiment. RBNZ-BoJ divergence drives medium-term direction.

European-Pacific cross. Captures eurozone vs Australia growth divergence + China commodity demand via the AUD leg.

Twin safe-haven cross. Combines SNB-BoJ policy spread with global risk regime. Trades like a low-beta version of EUR/JPY when both havens move together.

European safe-haven cross. SNB defends the franc from excessive strength via intervention. Famous for the 2015 floor removal that wiped retail accounts.

UK-Swiss cross. BoE-SNB policy spread + risk-on/off rotation. Less liquid than GBP/USD but moves cleanly on Brexit-era political risk premium.

Commodity carry cross. Long-CAD short-JPY is positive carry with oil exposure. Tracks WTI and risk regime simultaneously.

Two commodity currencies. Iron ore vs oil proxy. RBA-BoC policy spread overlay. Range-bound for long periods until China demand or oil supply shocks pull them apart.

Pacific commodity cross. Dairy vs oil exposure with RBNZ-BoC differential overlay. Niche but tradeable when both central banks diverge.

European-Canadian cross. Captures eurozone vs Canada policy gap and indirectly oil-vs-eurozone-services exposure.

Wide-range cross. ECB-RBNZ policy spread + China demand on the NZD leg via dairy and tourism exposure.

BoE-RBA policy spread with UK services vs Australian commodity export exposure. Wide trading ranges typical of cross-cross pairs.

UK-Canada policy and growth spread. Both currencies are commodity-adjacent; tracks BoE-BoC differential plus oil for the CAD side.

Swedish krona cross. Riksbank tracks ECB closely but with timing offsets that create medium-term trading opportunities.

Norwegian krone cross. Brent oil is the dominant NOK driver via Norway's sovereign wealth fund flows. Norges Bank rate path is secondary.

Dollar vs Swedish krona. Direct exposure to DXY dynamics with Riksbank policy overlay. Higher beta than EUR/SEK to global risk regime.

Dollar vs Norwegian krone. Combines DXY direction with Brent oil exposure. The cleanest commodity-currency single ticker outside CAD.

US Dollar Index. Trade-weighted USD against EUR, JPY, GBP, CAD, SEK, CHF. The cleanest single ticker for the dollar trade.

Offshore yuan. The cleanest market read on PBOC policy + US-China trade relations. The onshore CNY follows the same path but is managed.

Mexican peso. Banxico's high carry funds long-MXN positioning in EM portfolios. NAFTA / USMCA news + oil prices drive shocks.

South African rand. Highly liquid EM proxy. Tracks gold and platinum prices, SARB rate path, and risk-on/off rotation into emerging assets.

Turkish lira. The most-watched EM stress signal. CBRT rate hikes, political risk, and inflation runs combine into chronic volatility.

Brazilian real. The highest carry in major-EM. BCB Selic rate, fiscal politics and commodity export prices drive.

Indian rupee. RBI intervenes actively to manage the pair. Crude oil import bill and FII equity flows drive most of the action.

Singapore dollar. Managed via MAS NEER policy band — the world's only pure FX-targeting central bank framework. Tight, predictable ranges.

Hong Kong dollar. Pegged to USD in a 7.75-7.85 band by HKMA. Tradeable only at band edges and during de-peg speculation episodes.

Thai baht. BoT policy + tourism flows drive medium-term direction. Asia carry-trade beneficiary when global risk-on holds.

Indonesian rupiah. Bank Indonesia intervenes actively. Commodity export exposure (coal, palm oil) + foreign equity flows drive the pair.

Polish zloty. CEE bellwether. NBP policy + EU funds flow + Ukraine-Russia geopolitical premium drive the move.

Chilean peso. The cleanest single ticker for copper price exposure in FX. BCCh policy + China demand for copper drive.