The economic calendar in Asia on Tuesday, June 24, 2025, is sparse in detail.

There are no major releases anticipated to significantly impact foreign exchange markets upon release.

Calendar Features

The calendar features timelines in GMT, with the last column showing the prior results from the previous month or quarter.

Where applicable, the column just before this provides the consensus median expectation.

With few scheduled figures due in the region, market participants may find themselves scanning for secondary signals. While data from Asia often matters most for local currencies and bonds, this lack of fresh input limits the room for immediate repricing. What’s left is for traders to shift their focus—northward or westward—to other global inflections that might steer momentum.

We take this kind of hiatus as a challenge, not a lull. When there’s little direct stimulus, markets tend to react more sharply to any surprises. In this sort of environment, even marginally off-consensus figures from Europe or North America later in the day can generate outsized positioning reactions across asset classes, particularly when liquidity is thinner in the Asian session.

Previous Numbers And Consensus

Previous numbers, which fill the final column of each listing, serve as the grounding point—something we always pair with the second-last column: consensus. It’s not enough to know what happened; what matters more in the ultra-short-term is what was expected and how reality compares. When expectations are tightly packed, the surprise threshold narrows, inviting stronger moves even from minor deviations.

For us, when the diary is quiet, the job becomes one of watching positioning more closely. We scan for accelerations not sparked by new information but triggered by technical flows or unwinding. Longer positioning held through low-volatility conditions can unravel quickly if a stop is triggered where traders least expect it. That’s where the real opportunity—or threat—exists.

During weeks like this, reading across from commodities, especially oil and metals, becomes a helpful tool. Movements there do not always begin in tandem with currencies, but when they diverge from expectations, they often tell us more about risk appetite than headlines or formal economic announcements. We’ve seen in similar periods that bond yields abroad react quicker than major currencies, offering a lead worth watching closely.

Honing in on the thin calendar isn’t about what’s missing, but about recognising that volatility doesn’t wait for scheduled flags. When fewer data points are pinned to a session, there’s more room for momentum-driven moves and instinctive trading. Responses become faster, sometimes overextending without immediate fundamentals. That’s the moment that defines the margin between disciplined and reactive positions.

The current calendar lays bare the necessity for alertness; nothing misleading, but also nothing offering safety. It’s this kind of trading day that can turn on futures flow, not dawn releases or central bank minutes. We look to options volumes building quietly over recent days for hints of where protection resides. When there’s little else tethering the price, that often anchors the ranges.

Stay nimble. Awareness often beats prediction—especially when headlines are absent, but positioning is not.

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