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2026-07-20

No data, Iran runs it: peso slips to 17.49 as risk score climbs to 49 defensive

Risk On Score
49/ 100
DEFENSIVE
0 · risk-offrisk-on · 100
Weighted breakdown
VIX46
USD/MXN21
S&P 50064
Carry41
MXN vol63
MOVE76
Bitcoin49
Curva 2s10s61
Oro49
Each signal is normalized to 0-100 (100 = more risk-on) and averaged by weight. Hover to see the weight.
What the index means

The Risk On index sums up global risk appetite — with a Mexico focus — in a single 0–100 number. Depending on where it lands, the day falls into one of these four bands:

032
Risk-off
Fear in control: money runs to safety (dollar, gold, Treasuries). Usually a weak peso and markets selling off.
3349
Defensive
Caution: not panic, but the market eases off the gas. A time to protect more than to reach for risk.
5067
Constructive
Healthy appetite: a selective willingness to take risk. The peso and risk assets find support.
68100
Risk-on
Full appetite: the market buys risk with confidence. A favorable backdrop for the peso and emerging markets.

The Risk On index is a proprietary indicator, designed and maintained by Mauricio Mercenario. It is a market-reading tool, not investment advice.

Happy Monday — let's get the week going!

Iran moves the needle, not the calendar

The weekend delivered no macro data — it delivered geopolitics. A ninth straight night of US strikes on Iran and Iranian reprisals scattered across the Gulf keep the haven bid alive.

The natural result is a firm dollar, with DXY at 100.88. There's no high-impact release on today's docket: what runs the session is the flight-to-dollar, not a number.

The peso gives ground, but the rate premium holds it

USD/MXN opens at 17.4903 (+0.48%), digesting that global defensive tone. On Friday we flagged the ceiling at 17.64 after the Brazil tariff scare; today spot sits well below that zone and the Banxico–Fed gap of 2.87pp does its job as a cushion.

With crude holding high on US-Iran tension — WTI near 81.87 — the oil-sensitive currency stands its ground. The risk shows up if the barrel rips higher.

The 10Y bounces to 4.57% and the curve breathes

On Friday the long bond eased to 4.53% and nobody cheered; today it ticks back to 4.57% on selling at the long end despite the haven flow. The 2s10s stays positive at 0.41pp: a moderate slope, no recessionary read.

A rising yield usually weighs on the peso, but with MOVE at 70.88 the rates vol isn't out of control. The pressure is real, it isn't panic.

Central-bank week: the ECB opens the dance

The calendar loads all its ammo up ahead: ECB on the 23rd, FOMC on the 29th, PCE on the 30th. The market prices ~79.5% for no Fed move in July and zero cuts across the rest of 2026, so the anchor of Mexico's rate premium looks stable.

My read as a market view: a neutral bias as long as the pair respects the 17.36–17.64 range. A break of the ceiling with the 10Y above 4.60% tilts me toward the dollar; below 17.44 the balance swings back to the peso.

The Risk On score climbs from 40 to 49 (DEFENSIVE): an improvement on Friday, but still in cautious mode. This week geopolitics runs the show and the calendar hasn't fired yet.

See you tomorrow for Tuesday's view.

What happened after this view?
USD/MXN +5d
+0.03%
USD/MXN +10d
S&P +5d
-0.40%
S&P +10d

Market return over the trading days after publication. For USD/MXN, negative = the peso appreciated. Automatic evaluation — not investment advice.

ShareX

Index at the time of this note (2026-07-20) — the live value on the homepage may have changed.

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