EUR/USD
<<<<<<< HEAD
1.1621
-0.04%
12M:
+2.36%
=======
1.1591
+0.14%
12M:
+5.56%
>>>>>>> 76d9fa60c42f6567e27b062c6b5b6060231a145b
NEUTRAL
POSITIONING (COT)
Lev Money+16,31767th %ileNEUTRAL LONG
Asset Mgr+270,76725th %ileNEUTRAL LONG
VOLATILITY & CORRELATION
30D Vol4.9%13th %ileNORMAL
60D Corr+0.378WEAKENING
20D Corr+0.162BROKEN
Oil corr 60D-0.405MODERATE
DXY corr 60D-0.001EUR SPECIFIC
RATE DIFFERENTIALS
US-DE 10Y1.43%+0.03pp
US-DE 2Y1.45%+0.05pp
BTP-Bund (IT-DE)0.35ppNORMAL
G10 REGIME COMPOSITE
Composite Score-1NEUTRAL
REGIME READ ▶
spread compression supports EUR strength; positioning neutral — no crowding distortion.
USD/JPY
<<<<<<< HEAD
159.02
+0.08%
12M:
+10.57%
=======
158.69
+0.07%
12M:
+8.81%
>>>>>>> 76d9fa60c42f6567e27b062c6b5b6060231a145b
CROWDED SHORT
POSITIONING (COT)
Lev Money-64,94519th %ileNEUTRAL SHORT
Asset Mgr-41,88619th %ileNEUTRAL SHORT
VOLATILITY & CORRELATION
30D Vol7.2%23th %ileNORMAL
60D Corr-0.364INVERTED
20D Corr-0.285BROKEN
Oil corr 60D+0.241LOW
Gold corr 60D-0.237WEAK
DXY corr 60D-0.102YEN SPECIFIC
RATE DIFFERENTIALS
US-JP 10Y1.82%-0.08pp
US-JP 2Y2.63%-0.05pp
G10 REGIME COMPOSITE
Composite Score-16NEUTRAL
REGIME READ ▶
spread compression favors lower USD/JPY; Leveraged Money 19th pct and Asset Manager 18th pct both crowded short — dual category confirmation, strongest squeeze signal this framework produces.
USD/INR
<<<<<<< HEAD
96.17
-0.37%
12M:
+12.45%
=======
92.64
-0.90%
12M:
+7.18%
>>>>>>> 76d9fa60c42f6567e27b062c6b5b6060231a145b
RATE DIFF ONLY
POSITIONING (FPI PROXY)
FPI 20D Flow-4,440 CrBUILDINGOUTFLOW
CENTRAL BANK ACTIVITY
RBI Reserves 1W+12.2BACTIVE CAPPING
VOLATILITY & CORRELATION
30D Vol10.1%96th %ileEXTREME
Oil corr 60D+0.100LOW
Gold corr 60D-0.258GOLD DIVERGENCE
Seasonal windowACTIVEAKSHAYA TRITIYA
DXY corr 60D+0.013INDIA SPECIFIC
RATE DIFFERENTIALS
US–IN 10Y——
US-IN Policy—0.00pp
INR COMPOSITE
Regime Score+12NEUTRAL
Oil+3
Dollar+0
FPI+6
RBI+4
Rate diff+0
REGIME READ ▶
US-IN spread at —. Rate differential needs monitoring. FPI positioning data pending.