First of looking at some FX vs rates charts. The short end of the US rate curve has pushed quite a bit higher recently. Frankly, this hasn't really transferred into any USD strength yet, most likely with market participants still quiet, and volatility really low.
|EURUSD vs 1Y swap spread|
|AUD vs 2y swap spread|
|AUD vs CDX EM-IG spread|
Posted this next one last week, but its still striking in my opinion. USDCAD;
|USDCAD vs 5 year spread|
pretty clear this one, and I still like looking for long USDCAD down here
This one seemingly lost me a few followers on twitter, but heck, I still think its interesting.
Being long ARS is finally profitable, even after spot crashed 15% in one day earlier this year.
|Rolling 1Y NDFs|
|1M NDF implied annual yield|
but certainly helped by the fact you get >30% yield... (was >100% in Jan)
anyway, not much from me today, just some interesting charts. All mostly USD bullish.