G10 FX Daily — 14 Jan 2026

USD didn’t sell off after a benign CPI because the market found firmer “under-the-hood” interpretations (core PCE expectations edging up) and the broader regime remains: if the Fed isn’t cutting, sustained USD downside is hard. That keeps G10 breakouts difficult, with JPY the main exception as USDJPY grinds toward 160 amid rising intervention chatter.

Risk tone is mixed: investors are piling into EM carry as “the only game in town,” but JPM’s Risk Appetite Index is flashing warning signs, so EM longs may need hedges.

Positioning-wise, running relative value longs (AUD/SEK) vs GBP/CAD, has de-risked EUR longs after price failed to respond to CPI, maintains JPY upside exposure but is actively hedging delta into 161.5, and holds short USDCHF as a portfolio hedge (safe-haven ballast against EM risk).

Trade Blotter (positions, rationale, levels, triggers)

### G10 — Active positions / biases

| AUD vs GBP | Long AUD / Short GBP | Active | AUD domestic data strong; UK key data ahead; prefers being short GBP | GBP catalysts: UK GDP tomorrow; LFS & CPI next week |

| SEK vs GBP | Long SEK / Short GBP | Active | Sweden data improving; prefer SEK strength vs GBP weakness | EURSEK watched for break (see below) |

| AUD vs CAD | Long AUD / Short CAD | Active | CAD buying seen but price action poor; AUD preferred | No explicit level given |

| SEK vs CAD | Long SEK / Short CAD | Active | Same CAD critique; SEK supported by domestic data | No explicit level given |

| EURUSD | Long EUR | Trimmed (cut half) | CPI failed to produce follow-through; keeps only small “core” | EURUSD 200d ~ 1.1585 key below |

| USDJPY (spot bias) | Long USDJPY / Short JPY (implicit) | Active, but hedging | Expects continued test higher toward 160; intervention fears rising | Support 158.15/25, 157.30/40; focus on 160/162 zone |

| USDJPY (risk mgmt) | Delta hedging | Started | Reduce intervention-tail risk; plan to be fully hedged by ~161.50 | Fully hedged by ~161.50 |

| USDCHF | Short USDCHF | Active (hedge) | Hedge to EMFX long; CHF = quality safe haven in risk-off | Aware EURCHF could grind higher in risk-on |

| SEK (via EURSEK) | Short EURSEK | Active / core | Sweden data supportive; expects eventual downside break | Looking for break of 10.6650; add on 10.82/85 (sell rallies) |

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### EM — Active positions / biases

| ZAR | Long ZAR | Active (some) | Metals supportive but FX lagging; still holding | Notes lag vs metals; RAI warning → consider hedges |

| EURPLN | Short EURPLN | Active | Expressing EM view via PLN strength | RAI warning suggests hedging/reducing EM risk |

| CAD vs EM (ZAR/MXN) | Short CAD vs ZAR/MXN | Preferred expression | Prefers short CAD against high-beta EM | No explicit levels |

“What matters today” watchlist (from the note)

- US 10y ~ 4.20% as a level to watch (ties to USDJPY grind)

- JPY intervention rhetoric as spot approaches 160

- Risk Appetite Index warning (impacts EM carry positioning + hedge need)