Currencies

FX Risk

Last Wrt Mrt Yrt Bonds CDS IV PMI YDiff Momentum
96.37 0.83 -0.11 6.91 2.788
(1.38%)
25.667
(-0.15%)
2.34
(23.34%)
54
(2.86%)
0.34
(2.23%)
EuroEUR/USD
1.1371 -0.78 -0.38 -7.04 0.26
(7%)
24.6685
(-2.12%)
6.33
(2.1%)
55.6
(1.28%)
-2.52
(-1.18%)
0.00911 -1.19 1.33 -3.19 0.011
(120%)
25.8714
(-0.01%)
6.74
(0.75%)
52
(0%)
-2.69
(-1.1%)
1.2882 0.13 1.88 -7.97 1.356
(0.3%)
38.057
(-0%)
11.25
(2.55%)
53.7
(3.67%)
-1.41
(-4.08%)
0.7168 -0.39 1.88 -6.7 2.343
(0%)
25.861
(-0.01%)
8.78
(2.69%)
47.39
(-11.05%)
-0.4
(5.26%)
0.7532 -0.01 2.57 -2.84 2.036
(1.9%)

(%)
6.3
(0.64%)
56.3
(2.74%)
-0.74
(-2.63%)
0.1169 -88.5 -88.37 -88.82 -0.142
(3.65%)

(%)
6.04
(2.03%)
61.5
(4.41%)
-2.85
(-1.38%)
0.2665 -1.08 4.51 -11.73 34.86
(283.08%)
169.341
(-5.79%)

(%)
48.5
(-0.41%)
208.77
(0.96%)
0.0524 0.31 4.32 -1.69 8.67
(-0.23%)
125.344
(-7.42%)
12.05
(0.75%)
50.4
(-0.98%)
5.99
(2.39%)
0.1877 1155.52 -0.9 -26.16 15.51
(0.78%)
323.841
(-4.65%)
16.84
(0.06%)
52
(0.58%)
13.31
(-1.19%)
1.2882 8545.64 8845.83 7219.32 8.26
(-0.48%)
132.039
(-3.16%)

(%)
50
(-0.79%)
5.66
(0%)
0.1522 -86.72 0 -7.42 0.197
(6.49%)
16.7106
(11.66%)

(%)
62.8
(-7%)
-2.54
(-1.17%)
0.1108 -0.98 0.82 -8.88 0.459
(0%)
16.2438
(8.46%)

(%)
71.4
(6.25%)
-2.7
(-1.82%)
0.1169 4.47 2.54 -9.45 1.79
(0.11%)
14.784
(2.2%)

(%)
57.3
(-0.17%)
-0.86
(-4.44%)
0.265 -0.75 -0.11 -8.4 2.84
(0%)
65.5724
(-1.44%)
8.6
(6.44%)
55.6
(-0.54%)
-2.54
(-1.17%)
0.003573 0.17 1.13 -9.34 2.98
(1.71%)
87.5675
(-1.08%)
5.04
(1.41%)
53.6
(6.35%)
13.31
(6905.26%)
22.514 0.89 -1.33 8.4 1.857
(0.43%)
42.6215
(-2.2%)

(%)
49.2
(0.82%)
1.62
(-2.41%)
0.07225 0.22 4.88 -13.52 8.895
(1.08%)
194.689
(-2.16%)
14.84
(-0.27%)
52.05
(-5.1%)
6.07
(0.83%)
307.3 -15.81 -15.69 0.62 35.86
(-0.06%)

(%)

(%)
51.3
(3.22%)
12.68
(0.32%)
0.7168 -0.39 6.92 -0.84 2.348
(0%)

(%)

(%)
56.91
(-2.82%)
-0.35
(2.94%)
0.736 7.93 1 -2.92 2.2
(1.76%)

(%)

(%)
50.4
(0.4%)
-0.48
(-5.88%)
6.8034 0.63 -1.45 7.56 3.118
(0.87%)
72.7342
(-3.8%)
5.35
(1.33%)
48.7
(-0.2%)
0.44
(12.82%)
0.1275 -0.08 -0.16 0 1.982
(0%)

(%)

(%)
49.7
(-4.24%)
-0.71
(-7.79%)
0.01403 -1.27 -1.54 -8.72 7.596
(0.62%)

(%)

(%)
54.9
(0.18%)
4.8
(1.48%)
0.00706 -0.28 3.22 -2.89 8.088
(0.06%)
122.484
(-2.48%)

(%)
51.4
(-0.39%)
5.26
(1.74%)
Korean WonKRW/USD
0.000888 -0.56 -0.22 -5.73 2.012
(0%)
41.1651
(-2.27%)

(%)
51.24
(0.22%)
-0.7
(-1.41%)
0.2432 -0.37 1.67 -4.7 4.069
(0.02%)
89.9545
(-4.32%)

(%)
48.8
(-1.41%)
1.37
(0%)
0.0324 -0.22 -0.31 -5.54 0.875
(0%)

(%)

(%)
48.6
(-6%)
-1.82
(-2.67%)
52.65 162050 -0.43 0.92 6.435
(-0.83%)
79.9092
(-2.91%)

(%)
53
(-2.03%)
-1.82
(-145.39%)
31.76 -0.53 -2.4 1.93 2.48
(5.98%)
44.5139
(-3.12%)

(%)
49.3
(-1%)
-0.17
(-15%)
31.76 73689000 73757400 72379100 4.943
(0.2%)
161.714
(-0.88%)

(%)
43.6
(-8.98%)
-0.71
(-7.79%)
Last Wrt Mrt Yrt vs SPY YoY% Momentum
Last Wrt Mrt Yrt vs SPY YoY% Momentum
Last Wrt Mrt Yrt vs SPY YoY% Momentum

Global Risk Report, Macro & Financial Data

Get Free Financial Risk Analytics and Historical Data of Financial Risk Factors, Macroeconomic & Financial Data for 120 Countries.

Riskvar monitors major currency markets risk and trends, and implied volatility of major currencies. FX markets are analyzed in conjuction with other investment factors like yield curves and credit risk of developed and emerging countries.

RiskVar Global Risk Snapshot

    Global Risk Snapshot presents major financial assets. Click here to view RiskVar Global risk full analysis.
Stocks
Stocks
Indvr Last Wrt Mrt Yrt
ACWIGlobal
483.496 2.16 8.71 -11.45
2670.71 2.87 6.53 -4.55
357.05 2.25 4.87 -11.21
NIKKEIJapan
20666.1 2.49 -5.27 -13.35
SSECChina
2596.01 1.65 1.82 -23.46
EEMEmerging
41.55 2.01 6.76 -17.36
Stocks Risk
Stocks Risk
Ind Last Wrt Mrt Yrt
VIX 17.8 -2.14 -30.41 45.66
VSTOXX 14.28 -18.02 -25.49 20.51
VXJ 21.23 9.04 -5.01 26.44
VFXI 24.8 -8.39 -19.45 14.97
Bonds
Bonds
Indvr Last Wrt Mrt Yrt
2.91 -4.93 -8.66 14.57
0.252 -16 -37.16 -41.94
0.039 -43.48 -64.55 -50.63
3.309 -1.08 -1.63 -15.52
-1.19857 -45.68 -2.55 -202.78
Credit Risk
Credit Risk
Ind Last Wrt Mrt Yrt
CDX IG 79.1 2.99 39.26 50.67
CDX HY 399.4 0.76 24.62 23.96
ITRAXX IG 82.2 3.66 44.46 69.14
ITRAXX HY 330.5 -1.99 19.06 40.22
FX
FX
Indvr Last Wrt Mrt Yrt
96.96 0.18 -0.04 7.14
1854.78 59.75 75.7 2198.36
0.00887 0.68 1.03 -4.42
6.8448 -1.38 -1.5 7.81
18.51 1.2 1.31 -3.44
FX Risk
FX Risk
Ind Last Wrt Mrt Yrt
EUR IV 6.35 -6.89 -16.12 8.55
JPY IV 5.42 -9.97 -21.11 -11.87
CNH IV 5.4 -9.85 -8.78 31.71
AUDJPY IV 8.2 -9.79 -3.53 36.67
Commodities
Commodities
Indvr Last Wrt Mrt Yrt
52.94 2.68 -12.05 -17.02
2.758 1.17 2.64 -13.81
328.8 -5.03 -0.36 -23.98
1243.6 1.94 3.08 -7.01
1182.1 2.25 7.54 5.39
488.21 0.43 0.71 -3.43
Commodities Risk
Commodities Risk
Ind Last Wrt Mrt Yrt
Vol. Oil 48.63 -11 48.81 105.36
Vol. Gold 11.29 -2.92 -6.92 -1.48
Manufacturing PMIs
Manufacturing PMIs
Indvr Last Mrt Yrt
51.58 -1.96 -8.37
54 2.86 3.25
55.6 1.28 13.01
52 0 57.58
48.7 -0.2 -3.56
50.09 -1.74 -5.75
Risk Indicators
Risk Indicators
Ind Last Wrt Mrt Yrt
USDMXN IV 15.0 1.28 52.28
EURHUF IV 4.45 -1.98 25