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Results for "Central bank"
Showing 61-72 of 92
AUD and CAD as Commodity Proxies: Reading the Cycle
AUD and CAD move with commodity prices more than almost any other G10 pair. This article maps the terms-of-trade mechanism behind both currencies, contrasts the commodity baskets that drive each — iron ore and coal for AUD, crude oil and natural gas for CAD — and shows how to read the commodity cycle to anticipate FX direction before the central banks move.
Quick Start: Connect to FXMacroData with Node.js
Get up and running with FXMacroData in Node.js in minutes. Covers the built-in fetch API, async/await patterns, multi-indicator requests, and a ready-to-run script for pulling central bank data.
The Monetary Authority of Singapore: Exchange Rate Policy and the SGD
Unlike most central banks, the MAS steers Singapore’s economy through the exchange rate, not an interest rate. This guide explains the S$NEER band mechanism, traces the five-step 2022 tightening cycle, and maps the CPI, NEER, SORA, and GDP signals that drive SGD positioning.
Real vs Nominal: Why the Rate You See Isn't the Rate That Moves Markets
Central banks publish one number — but traders need two. This article explains the difference between nominal and real interest rates, shows how to compute real rates from policy rate and inflation data, and illustrates the dramatic real-rate cycles of 2020–24 across USD, GBP, AUD, NZD, and CHF.
FXMacroData vs Taiwan DGBAS Data: Taiwanese CPI and GDP for TWD Traders
A buyer-guide comparison of Taiwan's DGBAS (National Statistics portal, Macro Database, and data.gov.tw files) and FXMacroData for FX traders and developers who need Taiwanese CPI, GDP, and labour data for USD/TWD and central bank analysis.
Consensus, Nowcast or Projection? What prediction_class Actually Tells You
A model nowcast, a forecaster survey, an options-implied probability and a central bank's own projection are four different objects, and only two of the seven forecast classes are a genuine consensus. Here is what each prediction_class means, which US releases have no consensus from any publisher, and how to check before you build.
1-Year Government Bond Yields: What They Tell You
Understand what 1-year government bond yields reveal about the next year of central-bank policy, inflation and FX rate differentials.
2-Year Government Bond Yields and the Policy Cycle
Learn why 2-year government bond yields track the central-bank cycle and how to interpret 1Y-2Y, 2Y-5Y and cross-country spreads.
Why 30-Year Government Bond Yields Are Rising in 2026
30-year government bond yields are being repriced by fiscal supply, term premium, energy-driven inflation risk and, since September, renewed central-bank tightening. Updated for October 2026: the U.S. 30-year at 5.63% is near its highest since 2001, the 30-year JGB at 4.15% is a record, and the 30-year gilt is 6.04%. A sourced analysis of U.S., Japanese and Australian debt measures, long-bond auctions and the Strait of Hormuz oil shock.
Forecasting Macro Releases: How to Use the FXMacroData Predictions API
Market moves before the number drops. The FXMacroData predictions API surfaces market consensus, central-bank projections, IMF WEO forecasts, and survey data where the publisher provides them — all linked to realised observations via a stable announcement_id so you can measure forecast accuracy and build lookahead-free backtests.
Introducing FXMacroData SSE Streaming
FXMacroData now streams economic data releases in real time over Server-Sent Events. Connect once and receive live announcement payloads the moment central bank data is ingested — no polling required.
Gold’s Historic Two-Year Rally: Macro Forces Behind the $4,800 Surge
From $2,050 in January 2024 to over $4,800 by April 2026, gold’s 135% rally ranks among the most sustained bull runs in modern history. This deep-dive maps the five macro forces — falling real yields, central bank accumulation, dollar weakness, geopolitical risk, and record ETF flows — that powered the surge, and identifies what traders should watch for the rest of 2026.
