S&P 5007,650.50+0.17%Nasdaq26,522.54+0.39%Dow51,682.64-0.18%Nikkei 22565,018.95+1.38%Hang Seng24,750.78+0.60%EuroStoxx 506,236.20-1.37%Dollar (DXY)100.22+0.00%EUR/USD1.15+0.18%USD/JPY156.85+0.46%GBP/USD1.34+0.26%USD/CNY6.70-0.15%US 10Y yield5.00+1.03%US 5Y yield4.86+1.15%Gold4,424.90+0.57%Silver66.56+1.66%Copper6.62+0.43%Platinum1,803.50+0.68%Palladium1,306.20+1.24%WTI100.30-1.58%Brent103.87-0.91%Henry Hub2.91+0.38%Gasoline3.53+0.58%Heating oil5.06-1.10%Wheat714.25-1.75%Corn527.50-0.57%Soybeans1,303.50-1.23%Coffee294.55+1.38%Sugar17.36-0.34%Cocoa5,327.00-7.71%Cotton77.38-1.31%Lithium ETF70.50-0.56%Uranium ETF41.65-2.41%Rare Earths ETF69.06-0.06%Copper Miners ETF87.28+0.77%Bitcoin81,244.98+0.42%Ethereum2,637.29+0.99%Solana111.48-0.99%S&P 5007,650.50+0.17%Nasdaq26,522.54+0.39%Dow51,682.64-0.18%Nikkei 22565,018.95+1.38%Hang Seng24,750.78+0.60%EuroStoxx 506,236.20-1.37%Dollar (DXY)100.22+0.00%EUR/USD1.15+0.18%USD/JPY156.85+0.46%GBP/USD1.34+0.26%USD/CNY6.70-0.15%US 10Y yield5.00+1.03%US 5Y yield4.86+1.15%Gold4,424.90+0.57%Silver66.56+1.66%Copper6.62+0.43%Platinum1,803.50+0.68%Palladium1,306.20+1.24%WTI100.30-1.58%Brent103.87-0.91%Henry Hub2.91+0.38%Gasoline3.53+0.58%Heating oil5.06-1.10%Wheat714.25-1.75%Corn527.50-0.57%Soybeans1,303.50-1.23%Coffee294.55+1.38%Sugar17.36-0.34%Cocoa5,327.00-7.71%Cotton77.38-1.31%Lithium ETF70.50-0.56%Uranium ETF41.65-2.41%Rare Earths ETF69.06-0.06%Copper Miners ETF87.28+0.77%Bitcoin81,244.98+0.42%Ethereum2,637.29+0.99%Solana111.48-0.99%
Dollar and Petro-FX Weekly
Petro-currency links and their residuals, which spreads still pass the Engle-Granger gate, the dollar against its own record, and the cross-section behind it.
data as of 2026-09-16 · published 2026-09-16 · next update next Wednesday
TL;DR — the read in bullets
- 3 petro-currency pairs are published this week, the strongest link being Norwegian krone vs Brent crude at R-squared 0.48 and the widest residual Canadian dollar vs WTI crude at -1.55 standard deviations.
- 0 of the 3 petro pairs carry an Engle-Granger gate in the spread panel, so their residual z is published as a description of where the residual sits and no mean reversion claim is attached to it.
3 further findings, 2 charts and the rest of the analysis are in the full report.
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