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: AU 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. There were no G10 bond yields that had a 2 standard deviation move during the period.

USD has been mixed since 5AM this morning. NOK has depreciated the most vs. USD at -0.56%, while the MXN has strengthed the most with a 0.53% return. #Forex

Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include High Yield and Health Care, while outflows are being seen in Treasury and Consumer Discretionary.

The biggest movers in global FX overnight, based on volatility adjusted returns, were #NOKSEK, #EURNOK, #USDSEK, #EURAUD, & #EURCAD. For USD crosses, 12 out of 28 had positive returns. For EUR crosses, 10 out of 13 had positive returns. #Forex

The largest move in the last 7 days was: AU 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: Can. 10s30s. G10 bond yields that had 2 standard deviation moves during the period include: Can. 10s30s, Fra. 2s10s, Japan 5Y, US 10s30s, Japan 10Y

USD has broadly strengthened since 5AM this morning, with EUR, NZD, and CHF depreciating the most vs. USD. The KRW was strongest vs. USD with a 0.158% return, while the EUR was weakest vs. USD with a -0.402% return. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: SPY (-6.6B) VOO (5.0B) BIL (-2.8B) QQQ (-2.7B) SHV (-2.1B)

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

The biggest movers in global FX overnight, based on volatility adjusted returns, were #USDRUB, #USDTRY, #USDCAD, #EURCHF, & #USDSGD. For USD crosses, 4 out of 28 had positive returns. For EUR crosses, 5 out of 13 had positive returns. #Forex

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

7-Year Bond Auction Summary Today (Oct 29, 2026), the US Treasury auctioned a 7-Year bond for $48.9bn at a High Yield of 4.89%, recording a Bid to Cover of 2.46. In the chart below we summarize other auction metrics.

The largest move in the last 7 days was: AU 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: US 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: US 2s10s, US 10s30s, US 2Y, Can. 2s10s, Fra. 2s10s, Ger. 10s30s

USD has been mixed since 5AM this morning. MXN has depreciated the most vs. USD at -0.39%, while the SEK has strengthed the most with a 0.19% return. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: VOO (7.7B) SPY (-3.0B) BIL (-2.6B) SHV (-2.1B) GLD (-1.9B)

The biggest movers in global FX overnight, based on volatility adjusted returns, were #TWDCNH, #USDTWD, #EURMXN, #USDMXN, & #NOKSEK. For USD crosses, 17 out of 28 had positive returns. For EUR crosses, 3 out of 13 had positive returns. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: VOO (8.5B) SPY (-4.6B) TQQQ (3.1B) BIL (-2.5B) GLD (-2.4B)

The largest move in the last 7 days was: Can. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Can. 2s10s, AU 2s10s