Where institutional money is moving — aggregated from FX, sentiment, crisis scores, commodities, and central bank policy signals
Prices move for many reasons; flows only move for one - somebody is actually buying or selling. This page tracks the directional movement of capital between safe havens (USD, JPY, gold, short Treasuries) and risk assets (EM equity and debt, high-yield credit, commodity-linked currencies). The output is a read on the global regime (risk-on, risk-off, rotation, dislocation, mixed) plus the specific region pairs driving it.
How to read it. Look first at the regime banner - that's the top-line call. Then check which regions are in the Safe Havens box versus the Risk Seekers box: those are the regions with the strongest directional flow in each direction right now. The pairs list below shows the specific FX or credit pairs that drove the call, with the confidence it took to reach that classification. Weak confidence + mixed regime = transition, not commitment.
Limitations. Public-flow data is proxy-based. We infer direction from price and relative-performance patterns, not from settlement systems. Broker flows, dark-pool activity, and FX fixings are not fully observable. Treat the call as a good-faith read of what the available data shows, not a privileged view.
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