Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.

5-Year Bond Auction Summary The 5-Year bond sold today (Oct 27, 2026) by the US Treasury was worth $77.8bn, had a Bid to Cover of 2.33 and a High Yield of 4.845%. Check other auction metrics in the chart below.

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

The largest move in the last 24 hours was: China 10s30s. There were no G10 bond yields that had a 2 standard deviation move during the period.

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.65% in Asia, and 0.5% in Europe. Yesterday BTC returned -0.43% in the American session.

The largest move in the last 24h was: Lean Hogs. There were no commodities that had returns greater than 2 standard deviations during the period.

USD has broadly strengthened since 5AM this morning, with MXN, CAD, and EUR depreciating the most vs. USD. The SEK was strongest vs. USD with a 0.178% return, while the MXN was weakest vs. USD with a -0.398% return. #Forex

Over the last 20 days, we have generally seen the S&P index outperform the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +1.41% cumulatively during the period.

2 Hours ahead of the NY Open, our cross-asset model indicates a +0.11% gain for the S&P (while futures are up +0.40% since prior close). The signal from Global Equities is most bullish (+0.20%), while the signal from FX is least bullish (+0.01%).

The largest absolute flows over the past 7 days have been in the following ETFs: VOO (8.4B) SPY (-4.6B) QQQ (-4.3B) TQQQ (3.5B) BIL (-2.4B)

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 Investment Grade, while outflows are being seen in Treasury and Gold.

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Over the last 20 days, we have generally seen the S&P index outperform the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +1.16% cumulatively during the period.

5 Hours ahead of the NY Open, our cross-asset model indicates a +0.03% gain for the S&P (while futures are up +0.07% since prior close). The signal from Global Equities is most bullish (+0.10%), while the signal from FX is least bullish (-0.06%).

The biggest movers in global FX overnight, based on volatility adjusted returns were #TWDCNH, #USDTWD, #EURNZD, #EURNOK, & #EURAUD. For USD crosses, 16 out of 28 had positive returns. For EUR crosses, 1 out of 13 had positive returns. #Forex

Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.

2-Year Bond Auction Summary The 2-Year bond sold today (Oct 26, 2026) by the US Treasury was worth $76.7bn, had a Bid to Cover of 2.59 and a High Yield of 4.708%. Check other auction metrics in the chart below.

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, China 10Y, China 10s30s, AU 2s10s, China 5Y

The largest move in the last 24 hours was: Fra. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Fra. 2s10s, Italy 2s10s, France 10Y, France 30Y

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.13% in Asia, and 0.68% in Europe. Yesterday BTC returned 0.0% in the American session.