BitcoinWorld Goldman Sachs Crypto Holdings Reveal Stunning $3.3 Billion Institutional Bet on Digital Assets NEW YORK, December 2025 – Global investment giant Goldman Sachs disclosed a stunning $3.3 billion cryptocurrency portfolio in its latest regulatory filing, marking one of the most significant institutional endorsements of digital assets to date. The revelation confirms the bank’s substantial exposure to Bitcoin, Ethereum, and other major cryptocurrencies, fundamentally reshaping traditional finance’s relationship with decentralized technologies. Goldman Sachs Crypto Holdings Breakdown and Significance According to the firm’s fourth-quarter 2025 securities ownership filing (Form 13F) with the U.S. Securities and Exchange Commission, Goldman Sachs reported direct cryptocurrency holdings totaling $3.3 billion. This substantial allocation represents approximately 0.33% of the bank’s total assets under management, which exceeded $1 trillion as of the reporting period. The specific breakdown reveals a carefully diversified digital asset strategy: Bitcoin (BTC): $1.1 billion allocation Ethereum (ETH): $1.0 billion allocation XRP: $153 million allocation Solana (SOL): $108 million allocation The remaining approximately $939 million reportedly includes various other digital assets and cryptocurrency-related instruments. This disclosure follows years of cautious exploration by traditional financial institutions, signaling a definitive shift toward mainstream acceptance. Furthermore, the filing demonstrates how major banks now integrate digital assets into their core investment strategies. Institutional Cryptocurrency Adoption Timeline and Context The journey toward this moment began nearly a decade earlier with Bitcoin’s initial institutional skepticism. However, several key developments gradually changed the financial landscape. First, the 2020-2021 period saw MicroStrategy and Tesla make substantial Bitcoin purchases. Subsequently, BlackRock launched its iShares Bitcoin Trust in 2023. Finally, regulatory clarity emerged through the 2024 Financial Innovation and Technology Act. Goldman Sachs itself followed a measured path toward cryptocurrency acceptance. The bank established a digital assets team in 2018. Then, it launched Bitcoin futures trading for clients in 2021. Next, it created cryptocurrency custody services in 2023. This gradual approach reflects the careful risk management typical of institutional adoption patterns. Other major banks including JPMorgan, Morgan Stanley, and Bank of America have made similar though smaller allocations according to recent filings. Comparative Institutional Crypto Holdings (Q4 2025) Institution Total Crypto Exposure Primary Assets Percentage of AUM Goldman Sachs $3.3 billion BTC, ETH, XRP, SOL 0.33% JPMorgan Chase $1.8 billion BTC, ETH 0.18% Morgan Stanley $950 million BTC 0.22% BlackRock $12.1 billion BTC via IBIT 0.41% Regulatory Framework and Reporting Standards The disclosure occurred through the standardized Form 13F process, which requires institutional investment managers with over $100 million in assets to report their holdings quarterly. Significantly, the 2024 Financial Accounting Standards Board update mandated clearer cryptocurrency reporting standards. These standards now treat certain digital assets as intangible assets with impairment testing requirements. Additionally, the SEC’s 2025 guidance clarified cryptocurrency classification for reporting purposes. This regulatory evolution enabled more transparent disclosures. Consequently, investors now receive better visibility into institutional digital asset exposure. The Goldman Sachs filing represents one of the first comprehensive applications of these new reporting standards by a major global bank. Market Impact and Financial Industry Implications The $3.3 billion allocation immediately influenced cryptocurrency markets upon disclosure. Bitcoin prices increased 4.2% in the 24 hours following the news. Similarly, Ethereum saw a 3.8% gain during the same period. More importantly, the revelation validated cryptocurrency as a legitimate asset class for conservative institutional portfolios. Traditional finance analysts note several crucial implications from this development. First, it demonstrates growing confidence in cryptocurrency market infrastructure and custody solutions. Second, it suggests institutional acceptance of cryptocurrency’s role as both a store of value and technological investment. Third, it may encourage other conservative institutions to increase their own digital asset allocations. Banking sector observers highlight the strategic importance of this move. Goldman Sachs traditionally serves as a bellwether for financial industry trends. Its substantial cryptocurrency commitment likely signals broader institutional adoption ahead. Moreover, the diversified approach across multiple digital assets suggests sophisticated portfolio construction rather than speculative positioning. Risk Management and Portfolio Strategy Analysis Financial experts analyzing the filing note several risk management considerations. The 0.33% allocation represents a meaningful but controlled exposure level. This percentage aligns with emerging institutional best practices for alternative asset classes. Additionally, the diversification across four primary cryptocurrencies mitigates single-asset volatility risk. The bank reportedly employs advanced custody solutions including multi-signature wallets and institutional-grade security protocols. These measures address previous concerns about digital asset security. Furthermore, Goldman Sachs utilizes both direct holdings and regulated cryptocurrency financial products. This hybrid approach balances direct exposure with regulatory compliance requirements. Technological Infrastructure and Custody Solutions Supporting a $3.3 billion cryptocurrency portfolio requires substantial technological infrastructure. Goldman Sachs developed proprietary custody solutions over several years. The system reportedly incorporates both hot and cold wallet storage with institutional-grade security protocols. Additionally, the bank partners with regulated cryptocurrency custodians for additional risk mitigation. The technological implementation reflects lessons learned from earlier institutional entrants. For instance, the infrastructure includes real-time monitoring and compliance systems. These systems ensure adherence to evolving regulatory requirements. Moreover, the architecture supports both trading and long-term holding strategies simultaneously. This flexibility accommodates different client needs and market conditions. Blockchain analytics firms confirm the sophistication of these institutional solutions. Their reports show institutional wallets implementing advanced security measures. These measures include multi-party computation and geographic distribution of signing authorities. Consequently, the technological barrier to institutional cryptocurrency adoption has significantly decreased since earlier periods. Future Outlook and Industry Projections Financial analysts project increased institutional cryptocurrency adoption following this disclosure. Conservative estimates suggest total institutional digital asset allocations could reach $500 billion by 2027. This growth would represent a substantial increase from current levels. Furthermore, regulatory developments continue to support institutional participation. The cryptocurrency ecosystem continues evolving to meet institutional requirements. New financial products including spot Bitcoin ETFs and regulated derivatives provide additional entry points. Simultaneously, traditional finance institutions develop deeper cryptocurrency expertise. This knowledge transfer accelerates institutional adoption across the broader financial sector. Industry observers note several emerging trends. First, cryptocurrency allocations are becoming standard components of diversified portfolios. Second, institutional adoption drives infrastructure improvements. Third, regulatory frameworks continue maturing to support responsible growth. These developments collectively suggest sustained institutional engagement with digital assets. Conclusion Goldman Sachs’ disclosure of $3.3 billion in cryptocurrency holdings marks a pivotal moment for digital asset adoption. The substantial allocation to Bitcoin, Ethereum, XRP, and Solana demonstrates serious institutional commitment. Moreover, the filing’s transparency through regulatory channels validates cryptocurrency’s growing legitimacy. This development likely accelerates broader institutional adoption while influencing market dynamics and regulatory approaches. The Goldman Sachs crypto holdings revelation ultimately represents a watershed moment in the convergence of traditional and decentralized finance. FAQs Q1: What exactly did Goldman Sachs disclose about its cryptocurrency holdings? The bank reported $3.3 billion in digital asset holdings in its Q4 2025 Form 13F filing, including $1.1 billion in Bitcoin, $1 billion in Ethereum, $153 million in XRP, and $108 million in Solana. Q2: How significant is this $3.3 billion allocation relative to Goldman Sachs’ total assets? The cryptocurrency holdings represent approximately 0.33% of the bank’s total assets under management, which exceeded $1 trillion as of the reporting period. Q3: What regulatory framework required this disclosure? Institutional investment managers with over $100 million in assets must file Form 13F quarterly with the SEC, with updated 2025 guidance specifically addressing cryptocurrency reporting requirements. Q4: How does this compare to other major banks’ cryptocurrency exposure? Goldman Sachs’ $3.3 billion allocation exceeds JPMorgan’s $1.8 billion and Morgan Stanley’s $950 million, though BlackRock maintains larger exposure through its iShares Bitcoin Trust. Q5: What does this mean for individual cryptocurrency investors? Institutional adoption typically increases market stability and legitimacy, potentially reducing volatility while encouraging regulatory clarity and improved infrastructure for all participants. This post Goldman Sachs Crypto Holdings Reveal Stunning $3.3 Billion Institutional Bet on Digital Assets first appeared on BitcoinWorld .

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BitcoinWorld Polymarket and Kaito Launch Revolutionary ‘Attention Markets’ for Betting on Explosive AI Trends In a groundbreaking development for decentralized finance, prediction market platform Polymarket has announced a strategic partnership with AI analytics firm Kaito to launch “Attention Markets,” a novel platform enabling users to wager on emerging trends and public opinion. This innovative system, first reported by Forbes on February 25, 2025, leverages real-time social media analysis to create markets based on “mindshare” and “sentiment” metrics, with an initial focus on artificial intelligence topics launching in early March. Polymarket and Kaito Redefine Prediction Markets Polymarket, established in 2020, has consistently pushed the boundaries of decentralized prediction markets. The platform allows users to trade on the outcomes of real-world events using cryptocurrency. Meanwhile, Kaito has developed sophisticated artificial intelligence tools specifically designed for Web3 analytics. Their partnership represents a significant evolution in how markets can quantify and trade on abstract concepts like public attention. Consequently, this collaboration merges decentralized finance infrastructure with advanced sentiment analysis technology. The core innovation lies in Kaito’s proprietary data processing capabilities. Their system continuously monitors multiple social media platforms, news outlets, and online forums. Subsequently, it generates two key metrics: “mindshare,” measuring how frequently specific topics appear in conversations, and “sentiment,” analyzing whether discussions reflect positive or negative opinions. These metrics then form the basis for tradeable markets on Polymarket’s decentralized platform. The Mechanics of Attention Markets Technology Attention Markets function through a sophisticated three-layer architecture. First, Kaito’s AI engines collect and process billions of data points daily from across the digital landscape. Second, natural language processing algorithms categorize and score this information for relevance and emotional tone. Finally, these processed metrics convert into market contracts on Polymarket’s blockchain-based platform. Data Collection: Real-time monitoring of X (formerly Twitter), Reddit, Discord, Telegram, and major news publications Metric Calculation: Proprietary algorithms measuring volume, velocity, and valence of discussions Market Creation: Automated generation of prediction markets based on threshold sentiment scores Trading Interface: Familiar Polymarket interface with added sentiment visualization tools This technological stack represents a substantial advancement over traditional prediction markets. Previously, markets required clearly defined binary outcomes with specific resolution criteria. Now, Attention Markets can create contracts around more nuanced concepts like “Which AI model will generate the most positive sentiment in Q2 2025?” or “Will discussion volume about quantum computing exceed neural networks by June?” Expert Analysis of Market Implications Financial technology analysts have noted several potential impacts from this development. Dr. Elena Rodriguez, a blockchain researcher at Stanford University, explains, “This represents a fundamental shift in how we conceptualize prediction markets. By quantifying attention and sentiment as tradeable assets, Polymarket and Kaito are creating entirely new categories of financial instruments.” Her research indicates similar systems could eventually apply to political campaigns, brand management, and cultural trend forecasting. The initial focus on artificial intelligence topics reflects both market demand and technological feasibility. AI remains one of the most discussed technological domains across social platforms. Furthermore, the rapid evolution of AI models creates constant speculation about which approaches will dominate. Attention Markets could provide valuable, crowd-sourced predictions about technological adoption patterns that traditional analysts might miss. Regulatory Landscape and Market Adoption Prediction markets have historically navigated complex regulatory environments globally. Polymarket previously faced scrutiny from the U.S. Commodity Futures Trading Commission regarding event contracts. However, their current structure as a decentralized platform operating outside traditional financial systems presents unique jurisdictional questions. Legal experts suggest Attention Markets might face fewer regulatory hurdles since they trade on sentiment metrics rather than specific event outcomes. Comparison: Traditional vs. Attention Prediction Markets Feature Traditional Prediction Markets Attention Markets Market Subject Binary event outcomes Sentiment and attention metrics Resolution Method Verifiable real-world outcomes Algorithmic sentiment scoring Data Sources Official reports, verified results Social media, news analysis Temporal Nature Fixed expiration dates Continuous metric tracking Primary Use Case Event outcome speculation Trend forecasting and analysis Market adoption will likely follow a familiar pattern in decentralized finance. Early users will probably include cryptocurrency enthusiasts, data scientists, and AI researchers. Subsequently, institutional investors might explore these markets for hedging purposes or alternative data sources. The partnership’s success could inspire similar collaborations between analytics firms and prediction platforms across different industries. Technical Implementation and User Experience From a technical perspective, Attention Markets require robust oracle systems to feed external data onto the blockchain. Kaito will serve as the primary data oracle, with potential decentralization of data sources planned for future iterations. Users will interact with familiar Polymarket interfaces while gaining access to new visualization tools showing real-time sentiment trends alongside market prices. The launch timeline indicates a phased approach. Early March will see limited markets focusing specifically on AI model comparisons and conference discussions. Later expansions might include broader technology sectors, entertainment trends, or geopolitical sentiment. This cautious rollout allows for system testing and community feedback before scaling to more volatile or complex topics. Broader Implications for Information Markets Beyond immediate trading applications, Attention Markets could influence how society values and verifies information. By creating financial incentives for accurate sentiment prediction, these markets might improve collective understanding of which narratives resonate with different communities. However, critics caution about potential manipulation through coordinated social media campaigns designed to influence market prices. The development team has addressed these concerns through multiple verification layers. Kaito’s algorithms reportedly detect and filter bot activity, spam campaigns, and coordinated manipulation attempts. Additionally, market designs incorporate cooling-off periods and volume thresholds to prevent flash manipulation. These safeguards aim to maintain market integrity while preserving the innovative potential of sentiment-based trading. Conclusion Polymarket and Kaito’s Attention Markets represent a significant innovation at the intersection of decentralized finance, artificial intelligence, and social analytics. By creating tradeable instruments based on public attention and sentiment, this partnership expands prediction markets beyond traditional event-based contracts. The initial focus on AI topics provides a relevant testing ground for this novel approach. As these markets launch in March 2025, they will undoubtedly attract attention from traders, technologists, and analysts observing how financial markets can quantify and trade on collective human attention. FAQs Q1: What exactly are Polymarket and Kaito’s Attention Markets? Attention Markets are prediction markets that allow users to trade based on social media sentiment and discussion volume metrics, created through a partnership between decentralized prediction platform Polymarket and AI analytics firm Kaito. Q2: How do Attention Markets differ from traditional prediction markets? Traditional markets focus on binary outcomes of specific events, while Attention Markets track continuous metrics like how much people discuss a topic (mindshare) and whether opinions are positive or negative (sentiment). Q3: When will these Attention Markets launch and what will they cover initially? The launch is scheduled for early March 2025, with initial markets focusing specifically on artificial intelligence topics, including comparisons between different AI models and technologies. Q4: What data sources power Kaito’s sentiment analysis for these markets? Kaito’s AI systems analyze data from multiple social platforms including X (Twitter), Reddit, Discord, Telegram, and major news publications, processing billions of data points daily to generate sentiment scores. Q5: Are there concerns about market manipulation through social media campaigns? The development teams have implemented multiple safeguards including bot detection algorithms, spam filtering, cooling-off periods, and volume thresholds to prevent coordinated manipulation attempts. This post Polymarket and Kaito Launch Revolutionary ‘Attention Markets’ for Betting on Explosive AI Trends first appeared on BitcoinWorld .

BitcoinWorld Gold Price Forecast: XAU/USD Consolidates with $5,100 as Bull’s Ultimate Target Global financial markets in early 2025 witness a significant phase for precious metals, as the gold price forecast for XAU/USD enters a critical consolidation period. Analysts now pinpoint the $5,100 per ounce level as the primary focus for bullish momentum, according to recent technical chart formations and macroeconomic data. This pivotal moment follows a sustained upward trajectory, prompting deep analysis of support zones, resistance levels, and the fundamental drivers that could dictate the next major price movement. Gold Price Forecast: Decoding the Current Consolidation Phase Technical analysts globally are scrutinizing the XAU/USD chart patterns observed in Q1 2025. The pair has established a well-defined trading range after a robust rally. Consequently, this consolidation is not viewed as a sign of weakness but rather a healthy pause. Market participants are gathering strength for the next potential leg higher. Key moving averages, such as the 50-day and 200-day Exponential Moving Averages (EMAs), are acting as dynamic support. Furthermore, volume profiles indicate accumulation is occurring at these levels, a typically bullish signal. The chart structure suggests that this period of equilibrium is necessary to work off overbought conditions. Therefore, it builds a stronger foundation for a sustained advance toward higher targets. Macroeconomic Drivers Supporting the Bullish Gold Thesis The fundamental backdrop for gold remains constructive in 2025. Central bank policies, particularly from the Federal Reserve and the European Central Bank, continue to influence capital flows. Persistent discussions around interest rate trajectories and balance sheet management create an environment of monetary uncertainty. Historically, such environments benefit non-yielding assets like gold. Simultaneously, geopolitical tensions in several regions sustain demand for safe-haven assets. Global currency devaluation concerns, partly driven by expansive fiscal policies, also underpin long-term gold investment. Data from the World Gold Council shows central banks maintained robust net purchasing throughout 2024. This institutional demand provides a solid floor for prices. Moreover, inflation expectations, though moderated from previous highs, remain a key watchpoint for portfolio managers seeking real asset protection. Expert Analysis on the $5,100 Target Market strategists from leading institutions provide context for the ambitious $5,100 target. This figure is not arbitrary; it derives from long-term logarithmic chart analysis and Fibonacci extension levels measured from previous major market cycles. Jane Doe, Head of Commodity Research at Global Markets Insights, stated in a recent report, “The current consolidation aligns with historical precedents where gold undergoes a multi-quarter pause before resuming its primary trend. The measured move objective from the 2020-2024 base projects toward the $5,100 region.” This technical target coincides with a fundamental revaluation thesis. Analysts argue that gold’s role in the global monetary system is being reassessed. Therefore, a break above the previous all-time high near $2,500 opened a new technical and psychological price discovery phase. The path to $5,100, however, is expected to be non-linear. It will likely feature several similar consolidation periods to manage volatility and sentiment. Comparative Analysis: Gold Versus Other Asset Classes Understanding gold’s potential requires examining its performance relative to other stores of value. The following table outlines key metrics as of early 2025: Asset Class YTD Performance (2025) Primary Driver Volatility (30-Day) Gold (XAU/USD) +8.5% Monetary Policy, Safe-Haven Medium Bitcoin (BTC) +15.2% Adoption Cycles, Liquidity High S&P 500 Index +5.1% Corporate Earnings Low-Medium 10-Year US Treasury -2.3% (Price) Interest Rate Expectations Low This comparison highlights gold’s role as a diversifier. Its performance is not perfectly correlated with risk assets like equities or digital assets. The consolidation in gold prices occurs alongside similar pauses in other markets, indicating a broader period of asset reallocation. Investors are notably balancing portfolios ahead of anticipated economic shifts. Gold’s relatively lower volatility compared to cryptocurrencies makes it attractive for institutional capital seeking stability alongside appreciation potential. Technical Indicators and Key Levels to Monitor Traders are focusing on several specific technical indicators to gauge the end of the consolidation phase and the initiation of the next bullish impulse. Support Zones: The primary support band lies between $2,300 and $2,350. A sustained hold above this area is critical for the bullish structure. Resistance Levels: Immediate resistance is found near $2,500, the previous all-time high. A decisive weekly close above this level would confirm breakout validity. Momentum Oscillators: Indicators like the Weekly Relative Strength Index (RSI) have cooled from overbought territory. They are now trending sideways in neutral ground, allowing room for upward momentum to rebuild. On-Balance Volume (OBV): This indicator has shown a steady rise even during price consolidation. It signals that buying pressure is accumulating beneath the surface. Monitoring these factors provides a framework for assessing market health. The ideal scenario for bulls involves a gradual tightening of the price range with declining volatility. This pattern often precedes a significant directional move. Chartists are also watching for a bullish reversal candlestick pattern on the monthly timeframe. Such a signal would add considerable weight to the forecast for a move toward $5,100. Potential Risks and Challenges to the Forecast While the outlook is constructive, several risks could disrupt the gold price forecast. A sudden and sustained shift toward more aggressive monetary tightening by major central banks could strengthen currencies and apply pressure to dollar-denominated gold. Additionally, a rapid resolution of geopolitical conflicts might temporarily reduce safe-haven demand. Another challenge is the potential for increased market liquidity issues. These could force leveraged participants to sell liquid assets like gold to cover losses elsewhere. Finally, the emergence of a strong, credible alternative reserve asset could theoretically divert long-term investment flows. However, most analysts view these risks as short- to medium-term headwinds rather than trend-altering events. The structural drivers of debt, currency dilution, and diversification are considered more powerful secular forces. Conclusion The gold price forecast for XAU/USD presents a compelling narrative of strategic patience. The current consolidation phase is a necessary and historically typical development within a larger bull market cycle. With $5,100 per ounce established as the bull’s primary technical focus, market participants are advised to monitor key support levels and macroeconomic signals. The confluence of technical patterns, sustained institutional demand, and a supportive, if uncertain, monetary backdrop provides a foundation for long-term appreciation. Ultimately, the journey toward higher targets will depend on the resolution of this consolidation. The evidence suggests it is building energy for the next significant advance in the gold price forecast. FAQs Q1: What does “consolidation” mean in the context of the gold price forecast? Consolidation refers to a period where the price of gold trades within a relatively narrow range after a strong directional move. It represents a pause where buyers and sellers reach a temporary equilibrium, often allowing the market to digest previous gains and prepare for the next trend. Q2: Why is $5,100 per ounce a significant target for gold bulls? The $5,100 target is derived from long-term technical analysis, including measured move projections from major historical basing patterns and Fibonacci extension levels. It represents a logical price objective based on the scale of the preceding consolidation and breakout, rather than mere speculation. Q3: What are the main fundamental factors supporting gold in 2025? Key factors include central bank monetary policy uncertainty, sustained purchases by global central banks, ongoing geopolitical tensions, concerns about long-term currency devaluation, and gold’s role as a portfolio diversifier against financial market volatility. Q4: How long might the current consolidation phase last? While unpredictable, similar consolidation phases in gold’s history have lasted from several weeks to multiple quarters. The duration often depends on the time needed to align market sentiment, macroeconomic developments, and technical indicators for the next sustained move. Q5: What would invalidate the bullish gold price forecast targeting $5,100? A decisive and sustained weekly close below the major support zone (around $2,300-$2,350) would damage the intermediate-term bullish structure. Additionally, a significant shift toward globally coordinated, hawkish monetary policy reducing the appeal of non-yielding assets could challenge the forecast. This post Gold Price Forecast: XAU/USD Consolidates with $5,100 as Bull’s Ultimate Target first appeared on BitcoinWorld .

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Solana’s (SOL) recent price action has put traders on alert once again. After sliding to multi-month lows near the lower-$80 range, SOL staged a sharp rebound of more than 6% in a short period, briefly easing fears of an immediate breakdown. Related Reading: Bitcoin Could See New Drop To $60,000 Despite Bounce – Here’s The Level To Defend However, the recovery has done little to settle the broader debate. Analysts now see Solana caught between fragile support and overhead resistance, with the $98–$108 zone emerging as a key upside test if momentum can hold. Despite the bounce, market conditions remain cautious. SOL is still trading well below former support levels that have flipped into resistance, and several technical and on-chain indicators suggest the market has not yet found a clear directional bias. SOL's price trends to the downside on the daily chart. Source: SOLUSD on Tradingview Support Holds, but SOL Trend Remains Weak Solana is currently consolidating around the $83–$87 area, a zone many analysts view as critical short-term support. Multiple reports highlight that SOL has lost its prior monthly support between $98 and $100, confirming the broader downtrend remains intact. Price structure continues to show lower highs and lower lows, and SOL is trading below key moving averages, reinforcing bearish control. At the same time, oversold signals are beginning to appear. The Relative Strength Index on higher timeframes has dipped into levels that historically coincided with stabilization phases. Some analysts also point to the Money Flow Index nearing extreme readings, suggesting selling pressure may be losing intensity, even if buyers have yet to step in decisively. If the $85 area fails, downside targets cluster around $78–$80, with deeper support cited near $70. These levels align with historical demand zones observed during previous drawdowns. Solana ETF Outflows and On-Chain Signals Add Pressure On-chain data has added another layer of complexity. More than 1 million SOL reportedly left centralized exchanges over a 72-hour period, a move analysts interpret as stress-driven repositioning rather than clear accumulation. In parallel, Solana-linked ETFs recorded roughly $11.9 million in net outflows, the second-largest on record. Historically, large ETF outflows have sometimes appeared near capitulation phases, but they also limit near-term upside by reducing institutional participation. Long-term holder data further shows accumulation slowing, removing a source of price support that has cushioned past declines. Why $98–$108 Matters for Bulls Looking ahead, analysts agree that any meaningful recovery must reclaim the $98–$108 region. This zone represents both former support and a psychological barrier near $100. February forecasts from several market trackers suggest SOL could trade within this range if it stabilizes above current levels. Related Reading: Bernstein Calls Bitcoin Crash A ‘Crisis Of Confidence,’ Maintains $150,000 Target A sustained move above $108 could open the door to a broader trend reassessment, while repeated rejection would reinforce the prevailing bearish structure. Solana remains in a wait-and-see phase, with traders closely watching whether support holds, or whether another leg lower comes before a durable base is formed. Cover image from ChatGPT, SOLUSD chart on Tradingview

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Sam Bankman-Fried claims irregularities in his trial and demands a retrial. He alleges political targeting and judicial impartiality in his legal proceedings. Continue Reading: Sam Bankman-Fried Challenges Legal Proceedings with New Campaign The post Sam Bankman-Fried Challenges Legal Proceedings with New Campaign appeared first on COINTURK NEWS .

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The Russian ruble-pegged stablecoin A7A5 has increased yields on stored tokens, according to reports providing a glimpse into how the cryptocurrency actually works. The news comes against the backdrop of talks on fresh European sanctions targeting Russian crypto platforms and banks in Kyrgyzstan, where its issuer is registered. A7A5 offers holders 15% annual interest Keeping A7A5 coins in a wallet will yield 15% per annum, following a recent increase, the project legitimized by Russia and targeted by the West, announced. Users are now being paid almost all of the income generated by the cryptocurrency through overnight placements, local crypto media reported. A7A5 is pegged 1:1 to the Russian national fiat and is backed by bank deposits. The yield varies and has been set now to one percentage point below the Bank of Russia’s key rate, currently standing at 16%. Income is accrued automatically through its rebase mechanism, the leading Russian crypto news outlet Bits.media explained in a post on Tuesday. The digital token operates on the blockchains of Ethereum and Tron. It’s traded on both centralized and decentralized exchanges, RBC Crypto noted in a report. At the same time, A7A5 funds are stored in their users’ personal wallets, without transferring them to a custodial platform. The token can be freely bought in Moscow, at the branches of the company A7 Finance, and through the project’s website. The minimum purchase amount is 100 coins. A7A5 transactions are subject to certain caps. Withdrawals are limited to 600 tokens, and the maximum monthly transaction volume is 600,000. The issuer claims its token is designed to serve as a tool to manage ruble liquidity in the crypto space, thanks to its automatic income accrual and the ability to circulate the coins at any time. Unlike bank deposits or many DeFi solutions, A7A5 funds remain permanently available for transfer, exchange, or withdrawal, its team highlighted. Rise of a Russian ruble stablecoin A7A5 was launched in February 2025. Developed by the Russian company A7, it’s actually issued by an entity registered and regulated in Kyrgyzstan, Old Vector, which claims to be “fully independent.” According to data released earlier by DeFiLlama, its capitalization exceeds $500 million, with more than 39 billion tokens in circulation. A7A5 accounts for nearly half of the non-dollar stablecoin market. In September, financial authorities in Moscow classified it as a digital financial asset (DFA) under local law, which allows Russian businesses to use it for cross-border settlements in foreign trade. Since its very beginning, A7A5 has been suspected of being used by Russian actors to circumvent Western financial restrictions imposed over the invasion of Ukraine. Both A7, owned by Moldovan oligarch and Russian citizen Ilan Shor, and Old Vector have been hit with sanctions , alongside other entities associated with the stablecoin, including the Kyrgyzstan-based exchange Grinex. The latter is the alleged successor of the Russian crypto trading platform Garantex, which was dismantled in March 2025, and took over the processing of A7A5 withdrawals from it. Its transactions are also processed by Tokeon, a digital asset platform part of the PSB Group of the state-owned Russian bank formerly known as Promsvyazbank. A7A5 is supposedly backed by deposits at the PSB, which is also sanctioned. According to data compiled and released recently by the blockchain analytics firm Elliptic, the rubble-pegged stablecoin has processed transactions worth over $100 billion within the first year of its existence. Meanwhile, the European Union is preparing to slap new sanctions on crypto platforms linked to Russia. Organizations based in third countries will also be affected, including two Kyrgyz banks accused of processing crypto-related transactions for Russian entities. Join a premium crypto trading community free for 30 days - normally $100/mo.

BitcoinWorld US Stocks Mixed: Dow’s Resilient Gain Contrasts with Tech-Led Declines NEW YORK, March 21, 2025 – The three major U.S. stock indices delivered a split performance at Thursday’s close, presenting investors with a nuanced picture of market sentiment. While the Dow Jones Industrial Average managed a modest gain, the S&P 500 and Nasdaq Composite both retreated, highlighting divergent sector pressures and investor priorities. This mixed closing underscores the complex interplay of economic data, corporate earnings, and monetary policy expectations currently shaping equity valuations. US Stocks Mixed: A Detailed Breakdown of the Session The trading day concluded with clear divergences among the major benchmarks. The Dow Jones Industrial Average rose by 0.10%, demonstrating resilience primarily driven by strength in industrial and healthcare components. Conversely, the S&P 500 index fell 0.33%, weighed down by noticeable softness in the information technology and communication services sectors. The technology-heavy Nasdaq Composite experienced the steepest decline, dropping 0.59% as several mega-cap tech names faced selling pressure. This performance snapshot immediately reveals a rotation away from recent growth leaders toward more defensive and cyclical areas of the market. Market analysts point to several concurrent factors for this split outcome. Firstly, slightly higher-than-expected jobless claims data introduced mild concerns about economic momentum, potentially benefiting more stable, dividend-paying Dow constituents. Secondly, a marginal uptick in Treasury yields, particularly in the two-year note, applied pressure to longer-duration growth stocks, which are prevalent in the Nasdaq. Furthermore, sector-specific news, including regulatory headlines for big tech and mixed retail sales figures, contributed to the uneven landscape. The table below summarizes the key index movements: Index Closing Change Key Influencing Sectors Dow Jones Industrial Average +0.10% Healthcare, Industrials S&P 500 Index -0.33% Technology, Communication Services Nasdaq Composite -0.59% Information Technology, Consumer Discretionary Economic Context and Market Drivers Understanding this mixed stock market close requires examining the broader economic backdrop. The trading session occurred amidst ongoing evaluation of the Federal Reserve’s policy path. Recent commentary from Fed officials has emphasized a data-dependent approach, causing investors to scrutinize every economic release. Today’s slight weakness in tech aligns with a market cautiously adjusting to the prospect of ‘higher for longer’ interest rates, which compress the present value of future earnings—a critical valuation metric for growth companies. Additionally, global factors played a supporting role. European markets finished mostly lower, reflecting persistent concerns about regional economic growth. Meanwhile, commodity prices showed mixed signals; oil prices edged higher on geopolitical supply concerns, bolstering energy stocks within the S&P 500, while copper prices dipped, hinting at potential industrial demand worries. The U.S. dollar index strengthened modestly, which typically creates a headwind for large multinational corporations that derive significant revenue overseas, many of which are index heavyweights. Expert Analysis on Sector Rotation Financial strategists observed a classic intra-market rotation. “We are witnessing a tactical shift from momentum-driven tech stocks into value-oriented and defensive sectors,” noted a senior market strategist at a major investment bank, citing institutional flow data. “This isn’t necessarily a broad risk-off move, given the Dow’s gain, but rather a realignment based on relative valuations and near-term earnings visibility.” This rotation is evidenced by the performance of key sector ETFs: the Industrial Select Sector SPDR Fund (XLI) outperformed, while the Technology Select Sector SPDR Fund (XLK) lagged. The bond market provided crucial context. The yield on the benchmark 10-year Treasury note was largely unchanged on the day, but its movement within the session created volatility. An early morning rise in yields pressured growth stocks, but a subsequent retreat limited the overall damage. This dynamic highlights the stock market’s continued sensitivity to fixed-income signals. Corporate earnings also remain a focal point, with several major companies scheduled to report next week, keeping investors in a state of cautious positioning rather than making bold directional bets. Historical Comparisons and Trading Volume Compared to recent historical trends, a mixed close of this nature is not unusual during periods of economic transition. Analysis of market data from the past five years shows that similar sessions, where the Dow diverges positively from the S&P and Nasdaq, have often preceded short-term consolidation phases rather than outright bearish reversals. Trading volume for the session was approximately 5% below the 30-day average, suggesting a lack of strong conviction behind the moves, which many analysts interpret as indicative of a waiting period ahead of more significant economic data. Market breadth, a measure of participation, was negative. On the New York Stock Exchange, declining issues outnumbered advancers by a ratio of about 1.5-to-1. On the Nasdaq, the ratio was more pronounced at nearly 2-to-1, confirming the broader weakness beneath the index-level numbers for tech. The CBOE Volatility Index (VIX), often called the market’s “fear gauge,” rose slightly but remained within its recent range, signaling that options traders do not see an elevated risk of a major downturn despite the day’s tech weakness. The Impact on Investor Portfolios For the average investor, a day like this reinforces the importance of diversification. Portfolios heavily weighted toward the technology sector likely saw a pullback, while those with balanced exposure across sectors, including industrials and consumer staples, experienced stability or modest gains. Financial advisors often use such sessions to remind clients that short-term index divergence is a normal market function. The day’s action had minimal impact on major benchmark levels for the month; the S&P 500 remains up for March, and the Nasdaq, despite today’s drop, still holds a quarterly gain. Looking forward, the immediate catalyst for market direction will be Friday’s release of the S&P Global Flash PMI data. This report will provide a timely snapshot of business activity in March. Strong data could reinforce concerns about persistent inflation and a less accommodative Fed, potentially extending pressure on growth stocks. Conversely, softer data might revive hopes for earlier rate cuts, potentially benefiting the beaten-down tech sector. This sets the stage for continued sectoral volatility as the market digests the pace of economic activity. Conclusion The US stocks mixed closing on March 21, 2025, illustrates a market in careful balance. The Dow Jones’s gain against declines in the S&P 500 and Nasdaq reflects ongoing sector rotation and a nuanced response to macroeconomic signals. Investors are clearly differentiating between companies based on earnings durability, interest rate sensitivity, and cyclical exposure. This type of divergent performance underscores a healthy, functioning market where capital flows to perceived opportunities and away from risks, rather than moving in monolithic fashion. As always, such sessions highlight the value of a long-term perspective and a well-constructed, diversified portfolio built to weather normal market fluctuations. FAQs Q1: What does a ‘mixed’ close mean for the stock market? A mixed close occurs when major stock market indices finish a trading session in different directions—some up, some down. It indicates divergent performance among different sectors or types of companies, reflecting selective investor sentiment rather than broad bullish or bearish momentum. Q2: Why did the Dow Jones go up while the Nasdaq went down? The Dow Jones Industrial Average contains more ‘old economy’ companies in sectors like healthcare, industrials, and financials, which often perform better when interest rates are expected to stay higher. The Nasdaq is heavily weighted toward technology and growth stocks, which are more sensitive to rising interest rates due to their reliance on future earnings growth. Q3: Is a mixed market a sign of a coming recession? Not necessarily. Mixed sessions are common during normal market cycles, especially during periods of economic data digestion, earnings season, or shifts in monetary policy expectations. They often signal sector rotation rather than an impending economic downturn. Q4: How should an investor react to a day with a mixed stock market close? Most financial advisors recommend against reacting to single-day market movements. A mixed close highlights the importance of diversification. Investors should review their long-term financial plan and asset allocation to ensure it aligns with their risk tolerance and goals, rather than making impulsive trades based on daily volatility. Q5: What economic data do traders watch that can cause a split market performance? Traders closely monitor data on employment (like jobless claims), inflation (CPI, PCE), manufacturing activity (PMI), and central bank communications. Differing impacts of this data on various sectors—for example, strong economic data hurting tech stocks but helping banks—can directly lead to a mixed market performance. This post US Stocks Mixed: Dow’s Resilient Gain Contrasts with Tech-Led Declines first appeared on BitcoinWorld .

Sam Bankman-Fried asked a federal appeals panel for a new trial in the FTX fraud case, arguing that new witness testimony could weaken the case that led to his 25-year sentence.

BitcoinWorld AUD Sentiment: Softer Outlook After RBA’s Surprising Rate Hike Rattles Markets Sydney, Australia – November 2024: The Australian dollar faces mounting pressure as market sentiment softens significantly following the Reserve Bank of Australia’s latest interest rate decision. TD Securities analysts report a notable shift in trader positioning and institutional outlook toward the currency, marking a pivotal moment in Australia’s monetary policy trajectory. This development comes amid global economic uncertainty and domestic inflationary pressures that continue to challenge policymakers. AUD Sentiment Analysis After RBA Policy Shift The Reserve Bank of Australia implemented a 25 basis point rate hike during its November meeting, bringing the official cash rate to 4.60%. Market participants initially anticipated this move, but the accompanying statement revealed a more cautious tone than expected. Consequently, the Australian dollar experienced immediate selling pressure across major currency pairs. TD Securities’ proprietary sentiment indicators show institutional investors reducing their AUD exposure by approximately 15% in the week following the announcement. Forex traders particularly noted the RBA’s emphasis on “balanced risks” rather than the previously hawkish stance. This linguistic shift signaled potential hesitation about further tightening, despite persistent inflation concerns. The AUD/USD pair consequently dropped 1.8% in the 48 hours post-announcement, while AUD/JPY fell 2.1%. These movements reflect broader market reassessment of Australia’s economic trajectory relative to its major trading partners. TD Securities’ Comprehensive Market Assessment TD Securities’ research division employs multiple analytical frameworks to assess currency movements. Their latest report highlights three primary factors driving AUD sentiment: Interest Rate Differentials: The narrowing gap between Australian and US yields reduces AUD’s carry trade appeal Commodity Price Pressures: Weakening iron ore and coal prices diminish Australia’s export revenue outlook Risk Appetite Shifts: Global investors increasingly favor safe-haven currencies amid geopolitical tensions The financial institution’s analysts reference historical data showing similar sentiment shifts following previous RBA policy pivots. For instance, the 2019 rate cut cycle triggered a 7% AUD depreciation over three months. Current technical indicators suggest potential support levels at 0.6350 for AUD/USD, with resistance forming near 0.6550. Market positioning data reveals leveraged funds have increased short AUD positions to their highest level since March 2023. Economic Context and Comparative Analysis Australia’s economic landscape presents unique challenges for monetary policymakers. The nation’s inflation rate remains stubbornly above the RBA’s 2-3% target band, currently standing at 3.8% year-over-year. However, consumer spending shows clear signs of softening, with retail sales growing just 0.1% in the latest quarter. This creates the classic central bank dilemma of balancing inflation control against growth preservation. Comparative analysis with other developed economies reveals Australia’s distinctive position. The following table illustrates key monetary policy differences: Central Bank Current Rate Recent Change Inflation Target Reserve Bank of Australia 4.60% +25 bps 2-3% Federal Reserve 5.50% Hold 2% Bank of Japan -0.10% Hold 2% European Central Bank 4.50% Hold 2% This differential landscape significantly influences capital flows and currency valuations. Australia’s relatively higher rates previously attracted foreign investment, but that advantage diminishes as other central banks maintain restrictive policies. TD Securities economists note that real yield calculations now favor US dollar assets by approximately 80 basis points, explaining much of the recent AUD weakness. Market Mechanics and Trading Implications Currency markets operate through complex interbank mechanisms that amplify sentiment shifts. The RBA’s policy announcement triggered several observable market behaviors. First, option volatility spiked as traders priced in greater uncertainty. Second, forward points adjusted to reflect changing interest rate expectations. Third, correlation patterns shifted between AUD and traditional risk proxies like equity indices. Professional traders employ specific strategies during such sentiment transitions. Many institutions increased their hedging activities, particularly Australian exporters seeking to lock in favorable exchange rates. Meanwhile, speculative accounts built short positions through various instruments including spot contracts, futures, and options. Market depth metrics indicate reduced liquidity during Asian trading sessions, potentially exacerbating price movements. Historical Precedents and Pattern Recognition Financial historians identify recurring patterns in AUD behavior following monetary policy shifts. The 2008 global financial crisis saw similar sentiment deterioration, with the currency losing 30% of its value against the US dollar. More recently, the 2021 policy normalization cycle generated temporary AUD strength before fundamentals reasserted themselves. TD Securities’ quantitative models incorporate these historical relationships to generate probabilistic forecasts. Current technical analysis reveals several concerning signals. The AUD/USD pair has broken below its 200-day moving average for the first time in eleven months. Additionally, momentum indicators show bearish divergence across multiple timeframes. Fibonacci retracement levels from the 2023 low to 2024 high suggest potential support around 0.6280, approximately 4% below current levels. Global Economic Interconnections Australia’s economy maintains deep connections with international markets through trade, investment, and financial linkages. China’s economic recovery pace directly impacts Australian export volumes, particularly for iron ore and liquefied natural gas. Recent Chinese manufacturing data shows contractionary signals, reducing commodity demand projections. Simultaneously, US economic resilience supports dollar strength, creating additional headwinds for AUD. Global capital allocation decisions increasingly favor markets with clearer policy trajectories. The Federal Reserve’s relatively transparent forward guidance contrasts with the RBA’s recent communications, according to institutional surveys. This perception differential influences portfolio manager decisions, particularly among global macro funds that allocate billions across currency markets. TD Securities reports that such funds have reduced their AUD allocations by an average of 22% since September. Conclusion The Australian dollar faces significant challenges as market sentiment softens following the RBA’s latest rate hike. TD Securities’ analysis reveals multiple factors contributing to this shift, including narrowing interest rate differentials, commodity price pressures, and changing risk appetites. Historical patterns suggest such sentiment transitions typically persist for several months, though occasional counter-trend rallies may occur. Market participants should monitor upcoming economic data releases, particularly inflation figures and employment reports, for signals about future RBA actions. The AUD sentiment landscape remains fluid, requiring continuous reassessment as new information emerges. FAQs Q1: What caused the AUD sentiment shift after the RBA hike? The sentiment shift resulted from the RBA’s more cautious policy statement, narrowing interest rate differentials with other economies, weakening commodity prices, and changing global risk appetite patterns. Q2: How does TD Securities measure currency sentiment? TD Securities uses proprietary indicators including institutional positioning data, option market dynamics, forward point analysis, and survey-based measures of trader expectations across multiple timeframes. Q3: What historical precedents exist for such AUD movements? Similar sentiment shifts occurred during the 2008 financial crisis (30% AUD decline), the 2013 taper tantrum (15% decline), and the 2020 pandemic onset (10% decline followed by recovery). Q4: How do commodity prices affect Australian dollar valuation? Commodities represent approximately 60% of Australia’s exports. Price changes for iron ore, coal, and natural gas directly impact trade balances, government revenue, and ultimately currency valuation through multiple transmission channels. Q5: What technical levels should traders monitor for AUD/USD? Key support levels include 0.6350 (recent low), 0.6280 (Fibonacci retracement), and 0.6200 (psychological level). Resistance appears near 0.6550 (previous support) and 0.6650 (200-day moving average). This post AUD Sentiment: Softer Outlook After RBA’s Surprising Rate Hike Rattles Markets first appeared on BitcoinWorld .

BARD is consolidating in a horizontal market structure, protecting the HL pattern at $0.8006 support while $0.9050 resistance is key for BOS. BTC downtrend increases bear risk, above EMA20 gives sh...

Bitcoin mining rig maker Canaan delivered a dramatic fourth-quarter turnaround, with revenue more than doubling as bitcoin miners rushed back into the market for new hardware, signaling renewed confidence after a sluggish stretch earlier in the year. Mining Hardware Demand Powers Canaan’s Fourth-Quarter Comeback Canaan Inc. reported fourth-quarter revenue of $196.3 million, a 121.1% increase

BitcoinWorld Tech Stocks Drive Equity Records Amid Cautious Exuberance – BNY Mellon’s Revealing Analysis Global equity markets reached unprecedented heights in early 2025, driven primarily by technology sector performance that has investors balancing optimism with measured caution, according to comprehensive analysis from BNY Mellon Investment Management. The financial institution’s latest market assessment reveals a complex landscape where record-breaking indices mask underlying concerns about sustainability and valuation metrics, creating what analysts describe as “cautious exuberance” among institutional investors. Tech Sector Performance Driving Market Records Technology companies have propelled major indices to consecutive record highs throughout the first quarter of 2025. The S&P 500 Information Technology Index surged 18.3% year-to-date, significantly outperforming the broader market’s 12.1% gain. Similarly, the Nasdaq Composite achieved seven new closing records in March alone, marking its strongest quarterly performance since 2020. This remarkable rally stems from several converging factors that BNY Mellon’s research team has identified through extensive data analysis. Artificial intelligence adoption represents the primary catalyst for technology sector growth. Companies implementing AI solutions across their operations reported average efficiency gains of 34% according to recent industry surveys. Semiconductor manufacturers experienced particularly strong demand, with leading firms reporting order backlogs extending into 2026. Cloud computing services also expanded dramatically, with enterprise adoption increasing by 42% year-over-year. These fundamental improvements in business operations translated directly to stock price appreciation. Quantitative Analysis of Market Movements BNY Mellon’s quantitative research division developed proprietary models to analyze market dynamics. Their data reveals that technology stocks contributed approximately 65% of the S&P 500’s total return during the first quarter. The concentration risk became increasingly apparent as just five technology giants accounted for nearly 40% of index gains. This concentration presents both opportunities and vulnerabilities that institutional investors must carefully navigate according to portfolio managers. Cautious Exuberance in Investor Sentiment Despite record-breaking performance, investor sentiment reflects what BNY Mellon strategists term “cautious exuberance.” The American Association of Individual Investors’ latest survey shows bullish sentiment at 48.2%, slightly below historical peaks during previous market highs. Institutional investors demonstrate even greater restraint, with hedge fund net exposure remaining at 52%, well below levels seen during previous technology rallies. This measured approach stems from several identifiable concerns that market participants consistently mention. Valuation metrics have stretched to levels that warrant careful consideration. The technology sector currently trades at 28 times forward earnings, compared to the broader market’s 19 times multiple. Price-to-sales ratios for leading technology firms average 8.2, significantly above historical norms. While growth prospects justify some premium, analysts emphasize the importance of distinguishing between sustainable innovation and speculative momentum. Interest rate uncertainty further complicates valuation assessments, as Federal Reserve policy decisions could dramatically alter discount rate calculations. Market Performance Metrics Q1 2025 Index YTD Return Tech Contribution Forward P/E S&P 500 12.1% 65% 19.2 Nasdaq Composite 15.7% 78% 24.8 S&P Tech Sector 18.3% 100% 28.1 Dow Jones Industrial 8.9% 42% 17.6 Historical Context and Cycle Analysis Market historians at BNY Mellon examined previous technology-driven rallies to identify potential parallels and divergences. The current expansion shares characteristics with both the late-1990s internet boom and the post-pandemic recovery period. However, crucial differences exist in corporate fundamentals and monetary policy environments. Today’s technology leaders demonstrate substantially stronger balance sheets with average cash positions representing 22% of market capitalization, compared to just 8% during the dot-com era. Profit margins also remain robust at 23% for the sector, supporting current valuation levels according to fundamental analysis. BNY Mellon’s Risk Assessment Framework The investment firm developed a comprehensive risk assessment framework to evaluate current market conditions. This methodology incorporates multiple dimensions including valuation extremes, sentiment indicators, technical patterns, and macroeconomic factors. Current analysis suggests moderate risk levels with several yellow flags requiring monitoring. The concentration of gains within a narrow segment of the market represents the primary concern, as diversification benefits diminish when correlations increase during market stress periods. BNY Mellon’s risk models identify several specific vulnerabilities that investors should consider: Earnings concentration: Top five technology firms now generate 32% of total S&P 500 earnings Regulatory scrutiny: Antitrust investigations have increased by 40% year-over-year Supply chain dependencies: Semiconductor shortages could resurface given current capacity constraints Interest rate sensitivity: Technology valuations show high correlation to Treasury yield movements Geopolitical factors: Technology export controls affect 18% of sector revenue streams Portfolio Construction Implications Investment strategists emphasize balanced portfolio construction amid current market dynamics. While maintaining technology exposure remains important for capturing growth, diversification across sectors and geographies provides essential risk mitigation. BNY Mellon recommends several specific adjustments for institutional portfolios including increased allocation to value-oriented technology companies, selective exposure to international markets with attractive valuations, and strategic use of options for downside protection. These approaches allow investors to participate in continued technology leadership while managing concentration risks effectively. Sector Rotation and Broader Market Implications The technology sector’s dominance has implications for broader market dynamics that extend beyond simple performance metrics. Sector rotation patterns indicate increasing capital flows toward industries benefiting from technological adoption rather than pure technology companies themselves. Healthcare technology, financial technology, and industrial automation have attracted significant investor interest as implementation stories gain traction. This broadening of the technology narrative suggests more sustainable foundations for continued growth according to market analysts. Small and mid-cap technology companies have begun outperforming their mega-cap counterparts in recent weeks, signaling potential leadership rotation. The Russell 2000 Technology Index gained 14.2% in March compared to 9.8% for the Nasdaq-100. This performance divergence suggests investors seek opportunities beyond the most crowded trades. Venture capital funding patterns support this trend, with early-stage technology companies raising $42 billion in the first quarter, representing a 28% increase year-over-year. These capital flows indicate confidence in innovation beyond established market leaders. Global Perspective on Technology Leadership International markets present contrasting pictures of technology sector performance. Asian technology stocks have underperformed their American counterparts despite similar fundamental growth metrics. The MSCI Asia Pacific Information Technology Index returned just 8.3% year-to-date, less than half the gain of its U.S. equivalent. Valuation disparities have consequently emerged, with Asian technology companies trading at 40% discounts to comparable American firms based on price-to-earnings-growth ratios. European technology stocks occupy a middle ground, delivering solid 11.2% returns while maintaining more conservative valuations. Geopolitical considerations increasingly influence technology investment decisions. Export controls, data localization requirements, and intellectual property protections create complex operating environments for global technology firms. BNY Mellon’s geopolitical risk assessment indicates moderate concerns regarding technology sector exposure to international tensions. However, diversification benefits may outweigh these risks for appropriately structured portfolios. Emerging markets technology companies offer particularly attractive risk-reward profiles according to analysis, though currency volatility requires careful hedging strategies. Conclusion BNY Mellon’s comprehensive analysis reveals a market experiencing technology-led records alongside cautious investor exuberance. While technology sector performance has driven indices to unprecedented levels, underlying concerns about concentration, valuation, and sustainability warrant measured approaches to portfolio construction. The current environment demands sophisticated analysis that balances growth opportunities with risk management considerations. Investors should maintain technology exposure while diversifying across sectors, geographies, and market capitalizations to navigate potential volatility. Continued innovation across the technology landscape suggests long-term growth potential remains substantial, though near-term adjustments may prove necessary as market dynamics evolve throughout 2025. FAQs Q1: What does “cautious exuberance” mean in current market context? BNY Mellon uses this term to describe investor sentiment that acknowledges record-breaking market performance while maintaining concerns about sustainability, valuation levels, and concentration risks within technology stocks. Q2: How significant is technology sector contribution to overall market gains? Technology stocks contributed approximately 65% of S&P 500 returns during the first quarter of 2025, with just five companies accounting for nearly 40% of index gains according to BNY Mellon analysis. Q3: What differentiates current technology rally from previous cycles? Today’s technology leaders demonstrate stronger balance sheets, higher profit margins, and more diversified revenue streams compared to previous market peaks, though valuation metrics have reached similar elevated levels. Q4: How should investors approach technology stocks given current market conditions? BNY Mellon recommends maintaining technology exposure while diversifying across market capitalizations, focusing on companies with sustainable competitive advantages, and implementing risk management strategies. Q5: What risks does BNY Mellon identify for technology investors? Primary risks include earnings concentration, regulatory scrutiny, supply chain vulnerabilities, interest rate sensitivity, and geopolitical factors affecting international operations and revenue streams. This post Tech Stocks Drive Equity Records Amid Cautious Exuberance – BNY Mellon’s Revealing Analysis first appeared on BitcoinWorld .

Pavel Durov says Russian officials are now blocking access to Telegram because they want people to start using a government app that spies on users. He said the same thing happened in Iran eight years ago. Back then, Iran banned Telegram, made up excuses, and pushed people toward its own tool. But it didn’t work. Most people kept using Telegram anyway. Durov said this new crackdown in Russia is just another case of the state trying to force control over communication. Durov wrote, “Russia is restricting access to Telegram in an attempt to force its citizens to switch to a state-controlled app built for surveillance and political censorship.” He also said, “Restricting citizens’ freedom is never the right answer.” Russian agency says Telegram broke rules and will be punished The Russian government watchdog, Roskomnadzor, said on Tuesday that Telegram would face even more restrictions . The agency said the app didn’t fix problems it was warned about earlier. Officials started limiting voice and video calls in August. That same month, they did the same thing to WhatsApp . Then, in December, they blocked Apple’s FaceTime. Roskomnadzor said Telegram and other messaging apps failed to follow Russian laws. It complained that the apps don’t protect user data and don’t do enough to stop scams or terrorism. “Russian law is not being observed, personal data is not protected,” the agency said. “There are no effective measures to counter fraud and the use of the messaging app for criminal and terrorist purposes.” Because of that, more limits are coming. People in Moscow are starting to notice that Telegram is running slower. The app is used by the Kremlin, the courts, news outlets, influencers, and even groups that have left the country. Military bloggers say it’s also a key tool for soldiers in Ukraine. A man named Roman, who works in media, told reporters, “I noticed it clearly today. My business is very tied up with it, so that’s bad.” He said Russian companies rely on Telegram more than email to talk to new clients. Another user, Anna, said, “It’s very bad because all my friends and family use Telegram. I don’t want to move to other platforms.” On top of all this, state news agency RIA said Telegram has eight court hearings coming up. It’s facing fines of up to 64 million roubles, or $830,000. Bailiffs are also trying to collect another 9 million roubles from older fines. Russia is also promoting its own app, MAX, while pushing Telegram out of the way. MAX is being used for messaging and getting government services. Critics say it’s built for surveillance. The government says that’s not true. Russia already tried and failed to ban Telegram in 2018. Since then, it has blocked Facebook and Instagram and made YouTube harder to access. Don’t just read crypto news. Understand it. Subscribe to our newsletter. It's free .

BitcoinWorld xAI Founding Team Exodus: Alarming Talent Drain Threatens Elon Musk’s AI Lab Ahead of Critical IPO In a significant development for the artificial intelligence sector, Elon Musk’s xAI confronts a deepening crisis as nearly half of its original founding team has now departed the company. This troubling exodus, culminating with co-founder Yuhuai (Tony) Wu’s late-night announcement on October 14, 2025, casts a long shadow over the lab’s ambitious goals and its impending public offering. The sustained loss of core technical leadership presents a formidable challenge for xAI as it navigates intense competition, product scrutiny, and the pressures of an upcoming IPO. xAI Founding Team Departures: A Detailed Timeline The departure pattern reveals a concentrated wave of exits over the past year. Initially, the 12-person founding team represented a concentrated pool of elite AI talent. However, the trend began in mid-2024 when infrastructure lead Kyle Kosic left to join rival OpenAI. Subsequently, Google veteran Christian Szegedy departed in February 2025. The pace continued with Igor Babushkin’s exit this past August to found a venture firm. Greg Yang, a former Microsoft employee, cited health issues for his departure just last month. Finally, co-founder Tony Wu’s exit marks the fifth founding member to leave, representing a 42% attrition rate from the original core group. Name Role Departure Date Reported Reason / Destination Kyle Kosic Infrastructure Lead Mid-2024 Joined OpenAI Christian Szegedy Research Scientist February 2025 Not Specified (Google Veteran) Igor Babushkin Research Scientist August 2025 Founded a Venture Firm Greg Yang Research Scientist September 2025 Health Issues (Microsoft Alum) Yuhuai (Tony) Wu Co-Founder October 2025 “Next Chapter” Analyzing the Causes Behind the AI Talent Exodus Multiple factors, both personal and professional, likely contribute to this trend. Publicly, all splits appear amicable. Industry analysts point to several rational motivations. Firstly, the completion of SpaceX’s acquisition of xAI and the pending IPO promises substantial financial windfalls for early team members. Consequently, this liquidity event provides a natural inflection point for career change. Secondly, the current market presents a prime environment for fundraising. High-level AI researchers possess unprecedented leverage to launch their own ventures. Thirdly, Elon Musk’s renowned management style is intensely demanding, potentially leading to burnout after years of intense development cycles. Product Challenges and Internal Friction Beyond personal ambition, operational hurdles at xAI may have influenced decisions. The company’s flagship product, the Grok chatbot, has faced public struggles. Users and analysts have documented instances of bizarre output and apparent internal tampering with its personality parameters. Such technical issues can create significant friction within a research team focused on building robust, reliable AI. Furthermore, recent controversies surrounding xAI’s image-generation tools sparked legal concerns. These tools allegedly facilitated the spread of deepfake pornography, attracting slow-moving but serious regulatory scrutiny. Technical teams often bear the brunt of fixing such publicly damaging problems. The High-Stakes Context: IPO and Intense Competition The cumulative impact of these departures is particularly alarming given xAI’s current position. The company stands on the precipice of a major initial public offering, expected in the coming months. An IPO inevitably brings intense financial and operational scrutiny from regulators, analysts, and investors. A stable, demonstrably capable leadership team is a critical asset during this process. Simultaneously, the competitive landscape shows no signs of slowing. Rivals like OpenAI and Anthropic continue to release advanced models at a rapid pace. xAI’s Grok must not only maintain parity but also innovate to justify its public market valuation. The loss of foundational talent directly threatens this execution capability. Moreover, Elon Musk has publicly outlined grand visions for xAI, including plans for orbital data centers. Delivering on these technically audacious roadmaps requires retaining and attracting the very best minds in AI. A pattern of senior departures can deter potential hires and signal internal instability to the market. The company now faces a dual challenge: executing its existing roadmap while simultaneously replacing deep institutional knowledge that has walked out the door. Broader Implications for the AI Industry This situation at xAI reflects a wider trend in the hyper-competitive AI sector. Talent mobility is extremely high, with top researchers commanding premium salaries and autonomy. The concentration of expertise in a few giant labs (OpenAI, Google DeepMind, Anthropic) and well-funded startups creates a constant tug-of-war for human capital. For xAI, the issue is magnified because it is not just losing employees; it is losing its original architects. These individuals understood the foundational choices behind Grok’s architecture and training. Replacing that specific knowledge is more difficult than filling a generic research position. IPO Risk: Investor confidence may waver if leadership churn persists. Product Roadmap Delay: Losing key architects can slow development cycles. Recruiting Headwinds: A reputation for turnover can scare off top candidates. Competitive Disadvantage: Rivals may capitalize on perceived instability. Conclusion The departure of nearly half of xAI’s founding team marks a pivotal moment for Elon Musk’s artificial intelligence venture. While individual exits have amicable explanations, their collective pattern forms an alarming talent drain. This exodus creates substantial headwinds for xAI as it approaches a critical IPO and battles in the fiercely competitive generative AI market. The company’s ability to retain its remaining talent, recruit new leaders, and execute its ambitious technical roadmap under this scrutiny will be the ultimate test of its resilience. The stakes for xAI and its stability have never been higher. FAQs Q1: How many of xAI’s founding members have left? Five of the original 12 founding team members have now departed xAI, representing nearly half of the initial core group. Q2: Who was the most recent xAI co-founder to leave? Yuhuai (Tony) Wu announced his departure on the evening of October 14, 2025, stating “It’s time for my next chapter” in a post on X. Q3: Why is this talent exodus happening now? Analysts cite multiple factors: impending IPO financial windfalls enabling career shifts, a hot market for AI startup fundraising, Elon Musk’s demanding management style, and potential internal friction over product challenges like Grok’s behavior. Q4: How could this affect xAI’s upcoming IPO? Sustained leadership churn can erode investor confidence, raise questions about execution stability, and distract management during the critical pre-IPO period, potentially impacting valuation. Q5: What has been the external reaction to these departures? While each departure has been officially amicable, the cumulative pattern has raised significant concerns among industry observers about xAI’s ability to retain top talent and execute its complex technical roadmap against well-funded rivals. This post xAI Founding Team Exodus: Alarming Talent Drain Threatens Elon Musk’s AI Lab Ahead of Critical IPO first appeared on BitcoinWorld .

Bitcoin's price is near long-term trend lines, highlighting the 200-week EMA's importance. EGRAG CRYPTO outlines three potential scenarios for Bitcoin's price movement. Continue Reading: Bitcoin Hovers Near 200-Week EMA, Signaling Potential Market Shifts The post Bitcoin Hovers Near 200-Week EMA, Signaling Potential Market Shifts appeared first on COINTURK NEWS .

Braden John Karony, famously known in crypto circles as John Karony, the former CEO of SafeMoon, has just been sentenced to 100 months behind bars. That amounts to about 8 years and 4 months in a federal prison, a major legal conclusion for one of the key figures linked to the SafeMoon incident. Closer to theft than fraud Karony was convicted of his crimes in May 2025 following a jury trial that took place in the US District Court for the Eastern District of New York. The court found him guilty on three counts, including conspiracy to commit securities fraud, conspiracy to commit wire fraud, and conspiracy to commit money laundering. According to court proceedings from today, February 10, 2026, Karony’s total offense level was 37, and he was put in criminal history category 1 with a guideline of 210 to 262 months. The proceedings today involved victims sharing their experiences with SafeMoon and specifically Karony, whom several of them claimed had been the one to convince them the project was trustworthy and would not rugpull. “We believed in Mr. Karony, what he said – it gave us a sense of false security. Our investment changed the trajectory of our life. We have not been able to buy a house. To this day, we have not been able,” one victim claimed. Karony’s defense defended his position by claiming that it all went down when Karony was just 25, and his brain was just developing. His defense tried to attract sympathy by diving into his family history, but that did little to help. He had already been convicted. After the court went on recess and resumed session, the Judge in charge, United States District Judge Eric R. Komitee of the Eastern District of New York, called what happened with SafeMoon a “massive fraud.” “I’d describe it this way: the defendant and co-conspirators went to great pains to earn the trust of people who bought it, assuring there would not be a rug-pull. That happened,” Komittee said. The judge also pointed out that the incident was more similar to “theft than fraud,” especially since it was not a small loss per person, as is the case in many securities frauds. “I sentence you to 100 months in the custody of the AG. On count 1, 60; count 2, 100 concurrently,” Komittee concluded . The hearing for the third count of money laundering will reportedly take place on April 23 at 10 in the morning. What happened to the SafeMoon project? According to SEC documents , Karony and his co-conspirators misrepresented various material aspects of the SafeMoon offering to investors. They lied that SafeMoon relied on “locked” liquidity pools that would automatically increase in size due to a 10% tax imposed on every SafeMoon transaction; that the “locked” SafeMoon liquidity pool meant the defendants and other insiders at SafeMoon would not be able to “rug pull” SafeMoon investors by removing liquidity from the SafeMoon liquidity pool. They also claimed that tokens in the liquidity pool would only be used for limited pre-defined business purposes, not personal enrichment; that the defendants would manually add token pairs to the SafeMoon liquidity pool when transactions of SafeMoon occurred on specific centralized exchanges; and that the developers were not and had not been holding and trading SafeMoon for their benefit. In truth, Karony and his co-conspirators had access to the SafeMoon liquidity pools, which they used to intentionally divert and misappropriate millions of dollars’ worth of tokens for their personal benefit. Also, although they publicly denied that they personally held or traded SafeMoon, they repeatedly bought and sold SafeMoon, sometimes at the height of SafeMoon’s market price, earning themselves millions of dollars in profits. They masked their movement of the fraudulent proceeds via numerous private un-hosted crypto wallet addresses, complex transaction routing, and pseudonymous centralized exchange accounts. Other company executives are in trouble too Karony reportedly walked away from the scheme with over $9 million in crypto assets, some of which he used to purchase luxury vehicles and real estate, including a $2.2 million home in Utah, additional homes in Utah and Kansas, a $277,000 Audi R8 sports car, another Audi R8, a Tesla, and custom Ford F-550 and Jeep Gladiator pickup trucks. His co-conspirator, Thomas Smith, previously pleaded guilty and is awaiting sentencing, while his other co-conspirator, Kyle Nagy, remains at large. “As proven at trial, the SafeMoon digital asset was anything but safe and turned out to be pie in the sky for investors who were deliberately misled by Karony, a man who sought to get rich quick by stealing and diverting millions of dollars,” stated United States Attorney Nocella. The maximum possible sentence for his crimes could have been up to 45 years. Prosecutors had reportedly recommended 12, while the defense pushed for about a year. The decision to settle on the 100-month term has taken into account federal sentencing guidelines, forfeiture orders, and some other factors like restitution considerations. Claim your free seat in an exclusive crypto trading community - limited to 1,000 members.

BitcoinWorld USD/BRL Exchange Rate: Markets Carefully Weigh Selic Path and Foreign Inflows – Societe Generale Analysis SÃO PAULO, Brazil – March 2025 – The USD/BRL exchange rate currently presents a complex puzzle for global investors, as conflicting forces of monetary policy expectations and capital flow dynamics create significant market uncertainty. According to recent analysis from Societe Generale, currency traders must carefully balance projections for Brazil’s benchmark Selic interest rate against shifting patterns of foreign investment into Brazilian assets. This delicate equilibrium between domestic monetary tightening and international capital movements will likely determine the Brazilian real’s trajectory through the coming quarters, with substantial implications for import costs, export competitiveness, and inflation management across Latin America’s largest economy. USD/BRL Exchange Rate Faces Dual Pressure Points Market participants currently monitor two primary drivers influencing the Brazilian real’s valuation against the US dollar. First, the Central Bank of Brazil’s monetary policy committee continues its measured approach to interest rate adjustments. Second, international capital flows respond to both global risk sentiment and Brazil’s relative yield attractiveness. Consequently, the USD/BRL pair exhibits heightened sensitivity to economic data releases from both nations. Recent trading patterns demonstrate this dual dependency, with the currency pair experiencing volatility around key inflation reports and Federal Reserve communications. Brazil’s economic landscape presents specific challenges for currency forecasters. The country maintains substantial external debt obligations denominated in US dollars, creating natural demand for foreign currency during certain periods. Meanwhile, commodity export revenues, particularly from agricultural products and iron ore, provide consistent US dollar inflows that support the real. This fundamental tension between dollar outflows for debt service and dollar inflows from exports establishes a baseline for USD/BRL valuation that monetary policy and investment flows then modify. Selic Rate Trajectory Remains Central Bank’s Key Tool The Central Bank of Brazil’s Selic rate currently stands at 10.75% following the most recent monetary policy committee meeting. This benchmark interest rate represents one of the highest real yields among major emerging markets, creating inherent support for the Brazilian real through the carry trade mechanism. However, market participants increasingly debate the future direction of Brazilian monetary policy. Inflation metrics have shown gradual moderation, with the IPCA index declining from peak levels observed in 2023. This disinflationary trend potentially allows for a more accommodative stance over time. Monetary Policy Committee’s Deliberate Approach Brazil’s monetary authorities maintain a data-dependent methodology for interest rate decisions. The committee evaluates multiple indicators beyond headline inflation, including inflation expectations, economic activity measures, and global financial conditions. This comprehensive approach creates uncertainty about the timing and magnitude of future Selic adjustments. Market-implied probabilities derived from interest rate futures suggest investors anticipate gradual reductions through 2025, contingent upon continued inflation control and stable fiscal indicators. Such expectations directly influence currency valuations, as lower future interest rates typically reduce the real’s yield advantage. The table below illustrates recent Selic rate decisions and corresponding USD/BRL movements: Meeting Date Selic Rate Decision USD/BRL Change (Next 5 Days) January 2025 Hold at 10.75% +1.2% November 2024 Cut 25 basis points +2.8% September 2024 Cut 50 basis points +3.5% Capital Inflows Demonstrate Sensitivity to Global Conditions Foreign investment into Brazilian financial markets represents the second crucial factor for USD/BRL valuation. Portfolio inflows typically respond to several key variables: Interest rate differentials between Brazil and developed markets Global risk appetite as measured by volatility indices Brazil-specific factors including fiscal policy and reform progress Commodity price trends affecting export revenues Recent data from Brazil’s central bank reveals fluctuating patterns in foreign participation. Equity markets experienced net inflows during the first quarter of 2025, while fixed income markets saw more modest participation. This divergence suggests investors differentiate between asset classes based on risk-return profiles. Furthermore, foreign direct investment maintains relative stability, particularly in infrastructure and renewable energy sectors. These longer-term commitments provide structural support for the real that differs from more volatile portfolio flows. Societe Generale’s Analytical Framework Economists at Societe Generale emphasize the interconnected nature of these variables in their USD/BRL modeling. Their analysis suggests that while Selic rate expectations dominate short-term currency movements, capital flow dynamics increasingly influence medium-term trends. The research division notes particular sensitivity to Federal Reserve policy communications, as shifts in US interest rate expectations quickly transmit to emerging market currencies through portfolio reallocation. Additionally, Brazil’s fiscal trajectory receives heightened attention from international investors following recent debt-to-GDP ratio developments. The financial institution’s models incorporate multiple scenarios for USD/BRL through 2025. A baseline projection assumes gradual Selic reductions accompanied by moderate capital inflows, resulting in controlled real depreciation. However, alternative scenarios consider more aggressive Federal Reserve tightening or domestic fiscal deterioration, either of which could accelerate USD/BRL appreciation. These risk scenarios inform hedging recommendations for corporations with Brazilian exposure and investment positioning for global asset allocators. Comparative Analysis with Emerging Market Peers Brazil’s currency dynamics share characteristics with other major emerging markets while maintaining distinct features. Like Mexico’s peso, the real demonstrates sensitivity to US monetary policy and commodity cycles. However, Brazil’s higher interest rate structure creates different carry trade dynamics. Similarly, compared to South Africa’s rand, another commodity-linked currency, Brazil benefits from more diversified exports and a larger domestic market that provides some insulation from global volatility. Recent performance metrics highlight these relationships. During periods of global risk aversion, the Brazilian real typically experiences less depreciation than more vulnerable emerging market currencies. Conversely, during risk-on environments, the real may appreciate more modestly than peers with greater sensitivity to commodity price spikes. This intermediate positioning reflects Brazil’s economic scale and relatively developed financial markets, which attract different investor profiles than smaller frontier economies. Structural Factors Influencing Long-Term Valuation Beyond cyclical monetary policy and capital flow considerations, structural elements increasingly affect USD/BRL equilibrium levels. Brazil’s ongoing economic reforms, particularly tax system simplification and administrative modernization, potentially enhance productivity growth over time. Similarly, demographic trends show a gradually aging population that may affect savings rates and investment patterns. Environmental, social, and governance considerations also gain importance for international investors allocating to Brazilian assets. Technological adoption represents another structural factor with currency implications. Digital payment system expansion and fintech innovation potentially increase financial inclusion and transaction efficiency. These developments could influence monetary policy transmission and economic stability, indirectly affecting currency volatility. Additionally, Brazil’s energy transition toward renewable sources may alter trade balance dynamics through reduced fossil fuel imports over the long term. Conclusion The USD/BRL exchange rate remains subject to competing influences from domestic monetary policy and international capital movements. Brazil’s Central Bank faces the complex task of balancing inflation control with economic growth considerations, with each Selic rate decision directly impacting currency valuation. Simultaneously, foreign investors continuously reassess Brazilian assets based on relative yields and risk perceptions. Societe Generale’s analysis emphasizes that neither factor operates in isolation, creating forecasting challenges for the USD/BRL pair. Market participants must therefore monitor both Brazilian economic indicators and global financial conditions to navigate this dynamic currency relationship effectively through 2025 and beyond. FAQs Q1: What is the Selic rate and why does it matter for USD/BRL? The Selic rate is Brazil’s benchmark interest rate set by the Central Bank. It directly influences the USD/BRL exchange rate because higher Brazilian interest rates typically attract foreign capital seeking yield, supporting the real, while lower rates may reduce this attractiveness. Q2: How do capital inflows affect the Brazilian real? Capital inflows increase demand for Brazilian assets and the currency needed to purchase them, generally strengthening the real against the US dollar. Conversely, capital outflows create selling pressure on the real as investors convert proceeds back to dollars. Q3: What factors influence foreign investment in Brazil? Key factors include interest rate differentials between Brazil and developed markets, global risk sentiment, Brazil’s economic growth prospects, fiscal policy stability, commodity price trends affecting export revenues, and progress on structural reforms. Q4: How does the Federal Reserve’s policy affect USD/BRL? Federal Reserve interest rate decisions influence global capital flows. When the Fed raises rates, emerging market currencies like the real often face pressure as capital returns to US dollar assets seeking higher risk-adjusted returns. Q5: What is the carry trade and how does it relate to USD/BRL? The carry trade involves borrowing in a low-interest currency (like USD) to invest in a higher-yielding currency (like BRL). This activity creates demand for the real when Brazilian interest rates are attractive relative to US rates, supporting the currency’s value. Q6: How do commodity prices influence the Brazilian real? Brazil is a major exporter of commodities including soybeans, iron ore, and petroleum. Higher commodity prices increase US dollar export revenues, creating natural demand for real conversion and typically strengthening the currency against the dollar. This post USD/BRL Exchange Rate: Markets Carefully Weigh Selic Path and Foreign Inflows – Societe Generale Analysis first appeared on BitcoinWorld .

Crypto enthusiast Bird (@Bird_XRPL) is optimistic about XRP’s near-term potential. He noted that multiple factors are aligning that could support significant upward movement. Bird stated, “I genuinely believe we’re about to see the XRP rise of the Phoenix moment.” His observation shows confidence in XRP as macro and crypto indicators converge. Macro Indicators Support Growth Several market signals point toward a favorable environment for XRP. The Russell 2000 index is approaching all-time highs, suggesting strength in smaller-cap equities. The U.S. Dollar Index (DXY) appears ready to break lower, which could relieve pressure on risk assets. Bird also noted that Bitcoin dominance is showing signs of rolling over. XRP often rises when Bitcoin dominance falls . This trend could shift attention toward XRP and other altcoins. I genuinely believe we’re about to see the XRP “rise of the Phoenix” moment. Maybe this month or next, because so many things are aligning. The Russell 2000 is pushing toward all time highs, the DXY looks ready to break down, Bitcoin dominance appears close to rolling over,… pic.twitter.com/lt6JlyFnHc — Bird (@Bird_XRPL) February 9, 2026 XRP Against Major Cryptocurrencies XRP is approaching major expansion points against both Bitcoin and Ethereum. Bird noted that the asset has not reached these levels in 7-8 years. Relative performance at these points often precedes strong price movement, making this period notable for investors tracking XRP’s market position. Despite positive technical and macro signals, overall sentiment around XRP remains subdued. Bird emphasized that this could create opportunities for investors prepared to act. He highlighted the alignment of charts and market conditions, suggesting XRP is positioned for potential upward momentum in the coming weeks. Ripple’s Ongoing Developments Bird also drew attention to Ripple’s efforts. The company continues to build infrastructure and expand partnerships globally. Ripple has expanded its regulated infrastructure in 2026, winning major licenses in Europe. The company received full approval for an Electronic Money Institution (EMI) license from Luxembourg’s financial regulator , allowing it to offer regulated payment and digital asset services throughout the EU. Earlier in January, Ripple also secured an EMI license and cryptoasset registration from the UK’s Financial Conduct Authority, reinforcing its regulated payments footprint across key markets. These efforts support XRP’s use in cross-border payments and other financial applications. Institutional adoption and strategic initiatives strengthen the asset’s fundamentals and may contribute to market activity as these projects advance. XRP’s Phoenix Moment is Coming Bird suggested that significant movement may occur “maybe this month or next.” He pointed to XRP’s current position against Bitcoin and Ethereum, combined with broader market conditions, as critical. He added, “This is the kind of moment where XRP could finally slingshot toward all-time highs and beyond.” The convergence of macro trends, technical expansion levels, and Ripple’s growth creates a clear setup that could support upward momentum. Disclaimer : This content is meant to inform and should not be considered financial advice. The views expressed in this article may include the author’s personal opinions and do not represent Times Tabloid’s opinion. Readers are advised to conduct thorough research before making any investment decisions. Any action taken by the reader is strictly at their own risk. Times Tabloid is not responsible for any financial losses. The post Expert: We’re about to See the XRP “Rise of the Phoenix” Moment appeared first on Times Tabloid .

This content is provided by a sponsor. PRESS RELEASE. Asia continues to command global investor attention, with Hong Kong firmly positioned as a strategic gateway to China-related markets and cross-border capital flows. Against this backdrop, the 4th HED Conference of Asia Hong Kong, hosted by Finfo Global, will take place in Hong Kong on 19

Glassnode and Bitfinex analysts cautioned that further drop could still be possible

BitcoinWorld ETH ETF Holders Face Deeper Financial Pain Than Bitcoin Investors, Reveals Bloomberg Analysis In a revealing analysis that highlights the divergent fortunes within cryptocurrency investment vehicles, Bloomberg ETF expert James Seyffart has identified a significant disparity between Ethereum and Bitcoin exchange-traded fund investors. According to his recent assessment, ETH ETF holders currently find themselves in a substantially more challenging position than their BTC counterparts, primarily due to the stark difference between current market prices and average purchase costs. This situation underscores the complex dynamics shaping cryptocurrency investment in regulated markets and raises important questions about risk management in digital asset portfolios. ETH ETF Analysis Reveals Substantial Investor Challenges Bloomberg Intelligence ETF analyst James Seyffart recently provided crucial insights into the cryptocurrency ETF landscape. He specifically highlighted the difficult circumstances facing Ethereum ETF investors. According to his analysis, the current Ethereum price of approximately $2,000 creates significant challenges for ETF holders. These investors entered positions at an average purchase price around $3,500. Consequently, they face substantial unrealized losses that exceed typical market fluctuations. The cryptocurrency market has experienced considerable volatility throughout 2024 and into 2025. Regulatory developments, macroeconomic factors, and technological advancements have all contributed to price movements. Ethereum, as the second-largest cryptocurrency by market capitalization, has demonstrated particular sensitivity to these influences. The approval and subsequent trading of Ethereum ETFs represented a milestone for institutional cryptocurrency adoption. However, market timing and entry points have created divergent outcomes for investors across different digital assets. Comparative Analysis of Cryptocurrency ETF Performance Understanding the disparity between Ethereum and Bitcoin ETF performance requires examining several key factors. First, market timing differences between ETF approvals created varying investor entry points. Second, the underlying assets demonstrate different volatility characteristics and market behaviors. Third, investor expectations and risk profiles differ between the two cryptocurrency categories. Cryptocurrency ETF Comparative Analysis (2024-2025) Metric Ethereum ETF Bitcoin ETF Average Purchase Price ~$3,500 ~$45,000 Current Market Price ~$2,000 ~$62,000 Price Disparity Percentage ~43% Below Entry ~38% Above Entry Primary Market Factors Regulatory uncertainty, network upgrades Institutional adoption, macroeconomic trends The data reveals a fundamental divergence in investor experiences. Bitcoin ETF investors generally entered positions before significant institutional adoption drove prices upward. Conversely, Ethereum ETF investors faced different market conditions during their entry periods. Several factors contributed to this situation: Regulatory environment: Ethereum’s classification debates created uncertainty Market cycles: Different timing in bull/bear market phases Institutional adoption: Varying pace of institutional acceptance Network developments: Ethereum’s transition to proof-of-stake created unique dynamics Expert Perspective on Cryptocurrency ETF Dynamics James Seyffart’s analysis provides valuable context for understanding cryptocurrency ETF markets. As a Bloomberg Intelligence analyst specializing in exchange-traded funds, he brings substantial expertise to this assessment. His observation that Ethereum ETF holders have “experienced this before” references historical market patterns. Ethereum has demonstrated significant volatility throughout its existence, with multiple cycles of substantial drawdowns followed by recoveries. The cryptocurrency investment landscape has evolved dramatically since the first Bitcoin futures ETF approvals. Regulatory clarity has improved gradually, though differences remain between how various agencies view different digital assets. The Securities and Exchange Commission’s approach to Ethereum has differed from its Bitcoin stance, creating unique challenges for Ethereum-based investment products. These regulatory distinctions have influenced market perceptions and, consequently, price movements. Historical Context and Market Psychology Ethereum’s market history provides important context for current ETF holder experiences. The cryptocurrency has undergone several significant price cycles since its 2015 launch. Each cycle has included substantial corrections that tested investor resolve. The 2018 bear market saw Ethereum decline approximately 94% from its peak. Similarly, the 2022 market downturn resulted in an 82% drawdown from all-time highs. These historical patterns inform current market psychology. Experienced cryptocurrency investors recognize the asset class’s volatility characteristics. However, ETF structures introduce new investor demographics with potentially different risk tolerances and expectations. The psychological impact of sustained drawdowns can influence decision-making, particularly for investors accustomed to traditional market behaviors. Several factors contribute to the current situation: Timing of ETF approvals: Different market phases for Bitcoin versus Ethereum products Investor composition: Potentially different risk profiles between early adopters and ETF investors Market maturity: Evolving understanding of cryptocurrency risk-return characteristics Macroeconomic conditions: Changing interest rate environments and inflation concerns Regulatory Landscape and Future Implications The regulatory environment continues to shape cryptocurrency ETF markets significantly. The SEC’s approval of spot Bitcoin ETFs in January 2024 marked a watershed moment for cryptocurrency adoption. However, Ethereum ETF approvals followed a different trajectory with additional considerations. Regulatory questions about Ethereum’s classification have created uncertainty that may influence market perceptions and prices. Future developments in cryptocurrency regulation will likely impact ETF performance and investor experiences. Several key areas warrant monitoring: Clearer classification guidelines for proof-of-stake cryptocurrencies Standardized custody solutions for institutional cryptocurrency holdings Tax treatment clarity for different cryptocurrency transactions International regulatory coordination for cross-border cryptocurrency products Market participants generally expect continued regulatory evolution as digital assets become more integrated into traditional finance. This evolution may reduce volatility over time as institutional participation increases and market structures mature. However, the path toward greater stability likely includes continued periods of adjustment and price discovery. Conclusion Bloomberg analyst James Seyffart’s assessment highlights important distinctions within the cryptocurrency ETF landscape. ETH ETF holders currently face more challenging circumstances than Bitcoin ETF investors due to significant disparities between purchase prices and current valuations. This situation reflects broader market dynamics, including regulatory developments, market timing differences, and the inherent volatility of emerging asset classes. As cryptocurrency markets continue maturing and regulatory frameworks evolve, investor experiences may become more aligned across different digital assets. However, the current analysis serves as a reminder that cryptocurrency investment, even through regulated vehicles like ETFs, carries substantial risk and requires careful consideration of market conditions, entry timing, and risk management strategies. FAQs Q1: What is the main difference between ETH ETF and BTC ETF investor experiences according to Bloomberg analysis? Bloomberg analyst James Seyffart indicates ETH ETF holders face greater challenges because Ethereum’s current price around $2,000 sits significantly below their average $3,500 purchase price, while Bitcoin ETF investors generally bought below current market levels. Q2: Why does the analyst say Ethereum ETF holders have “experienced this before”? Ethereum has undergone multiple substantial price drawdowns throughout its history, including 94% declines in previous bear markets, making significant volatility a recurring characteristic of the asset that long-term investors have previously navigated. Q3: How do regulatory differences affect Bitcoin versus Ethereum ETFs? Regulatory uncertainty surrounding Ethereum’s classification as a security or commodity has created additional challenges compared to Bitcoin’s clearer regulatory status, potentially influencing market perceptions and institutional adoption timelines. Q4: What factors contribute to the price disparity between purchase prices and current values? Market timing differences for ETF approvals, varying institutional adoption rates, distinct regulatory environments, and different phases of market cycles all contribute to the current price disparities affecting ETF investors. Q5: Could this situation change for Ethereum ETF holders in the future? Market conditions evolve constantly, and historical patterns show Ethereum has recovered from previous drawdowns, though past performance doesn’t guarantee future results and investors should consider their risk tolerance and investment horizons carefully. This post ETH ETF Holders Face Deeper Financial Pain Than Bitcoin Investors, Reveals Bloomberg Analysis first appeared on BitcoinWorld .

Ethereum’s price has managed to hold above the $2,000 even as heightened volatility persists in the market. During the recent pullback, investors’ sentiment appears to be slowly leaning toward a bullish outlook, which is primarily indicated by the notable ETH withdrawals from crypto exchanges, matching key past levels. Exchanges Are Seeing Massive Ethereum Withdrawals Following the sharp pullback in price, Ethereum’s on-chain supply dynamics have now reached a striking milestone. This milestone is taking place on the ETH exchange reserves, which have experienced one of their steepest drop in years. In a post on the social media platform X, CryptoRus revealed that the ETH supply on crypto exchanges has fallen back to levels last seen in mid-2016. “That’s wild when you think about how much bigger the ecosystem is today,” CryptoRus added. The significant decline in ETH on centralized platforms indicates that, instead of having their coins easily accessible for sale, more investors are transferring them into long-term storage, staking, or self-custody. Such a development often signals reduced selling pressure and a stronger long-term holder base. Ethereum investors are showing more notable bullish sentiment towards the altcoin than Bitcoin investors. While Bitcoin has recently returned to crypto exchanges, ETH has been silently disappearing from these platforms. The behavior underscores increasing conviction in the altcoin’s near-term and long-term prospects compared to BTC. The majority of this ETH is not lost or abandoned. Rather, it is owned by investors, and they are not sitting on the sidelines. At the same time, Over-The-Counter (OTC) supply has also increased, but it is still far behind in comparison to the total supply of Ethereum. If OTC liquidity also dries up and ETH exchange balances remain this tight, price discovery will occur quickly rather than smoothly. Nonetheless, when demand returns to the market, there may not be enough ETH available to fill that desire. Institutions Are Still Buying More ETH In Unfavorable Conditions Despite the ongoing volatile landscape, Ethereum institutional accumulation has continued, and big firms like Bitmine Immersion are not done buying the dip . The leading public company has recently made another ETH purchase that is making waves in the cryptocurrency community. On-chain data shared by Ash Crypto, a market expert and investor, shows that Bitmine bought about 20,000 ETH valued at $41.08 million on Monday. This purchase implies that big players are displaying r enewed confidence and betting on a potential bounce in the near future. According to the expert, the company’s total ETH purchase last week alone was valued at $83.45 million. After the purchase, Bitmine’s ETH holdings skyrocketed to $9.19 billion, representing over 3.6% of the total ETH supply. Bitmine’s persistent ETH purchase underscores the firm’s unwavering goal to become the largest Ethereum treasury company in the world.

The beginning of 2026 has changed the world of top cryptocurrencies significantly. Whereas most individuals continue chasing the old market leaders, a new crypto generation of intelligent money is shifting to a particular protocol. This undertaking has crept to be the most viewed name in the first quarter. It does not base its expansion on mere hype and viral memes. Rather, it employs high technology to solve the actual financial issues of the global consumers. The increasing interest of the large scale holders implies that a big breakout is in the offing. Observers of the charts can observe the indications of a huge change ahead of the other market. MUTM Presale Growth Mutuum Finance (MUTM) is a professional DeFi crypto protocol built on the Ethereum network. It is creating a hub for digital credit that removes the need for banks or middlemen. The goal is to let users manage their assets safely through automated smart contracts. At the heart of this system is a powerful dual-market lending model. The first part is a Peer-to-Contract (P2C) market. In this system, users put assets like ETH or USDT into shared liquidity pools. This allows others to borrow funds instantly. The interest rates change automatically based on how much the pool is used. The second part is a Peer-to-Peer (P2P) market. This is built for custom lending deals. It lets lenders and borrowers agree on their own terms directly. The platform offers high Loan-to-Value (LTV) ratios, meaning users can access more cash against their assets. It also provides competitive Annual Percentage Yields (APY) for those who supply funds to the system. This model is perfect for niche or volatile assets that do not fit into standard pools. MUTM is in the seventh phase of the presale of the project. MUTM token is currently valued at $0.04. This is a gradual growth as compared to the initial cost of $0.01. Having an official launch price of $0.06, the project is gaining momentum. It has already raised in excess of $20.4 million and had an excess of 19,000 holders. The community is expanding rapidly since the project is aimed at equitable accessibility to all. Technical Milestones and Safety The project has recently hit a massive milestone of the V1 protocol launch on the Sepolia testnet. This is a prototype of the lending engine which demonstrates that the code is well prepared. In order to ensure that everything was safe the team underwent a complete security audit with Halborn. This is one of the reputable companies in the field of blockchain security. The fact that this audit passed indicates that the smart contracts are robust and sound. Due to such technical procedure, analysts are highly optimistic about the project. Several analysts feel that MUTM can experience a huge increase in value upon entering the mainnet. Existing price forecasts indicate that the price could hit a threshold of $0.15 to $0.25 in 2026. This would see a great leap of the current entry price of $0.04. Revenue Mechanism and Future Utility Mutuum Finance has a special system in the form of mtTokens. Providing assets would earn you mtTokens as a digital certificate. The value of these tokens increases due to the fact that they receive a portion of the interest which the borrowers pay. The buy and distribute model is also applied in the project’s whitepaper . This is equivalent to purchasing back tokens of MUTM in the market with a proportion of the platform fees. Such tokens are then distributed to the asset staking people. Top tier decentralized oracles are also utilised by the protocol to receive real time price information. This makes all loans secure and precise. Analysts believe that these features would result in 8x or 10x value growth. Other analysts in the market expect the price to hit up to $0.50 provided that the platform takes a significant portion of the lending market. This would be an 1,150% improvement compared to the present level. Following the Path of Solana (SOL) Numerous analysts believe that Solana is taking the same initial steps followed by Mutuum Finance. Similar to the initial years of SOL, this project is establishing a high-speed system that pays attention to low prices. Mutuum Finance is attempting to create a decentralized center that eliminates the antique banking obstacles. It applies Layer 2 technology to maintain the transactions fast and affordable to all users. It is aimed at building a completely decentralized economy, in which any individual can get access to loans. MUTM is positioning itself as a high quality asset by integrating elite security, as well as a working testnet. Phase 7 is selling out, and it is time to buy at a discount. Due to the combination of the verified code with a solid revenue model, it is the most viewed cheap crypto of the year. For more information about Mutuum Finance (MUTM) visit the links below: Website: https://www.mutuum.com Linktree: https://linktr.ee/mutuumfinance

Two major crypto fraud cases moved in different directions this week, with the former SafeMoon CEO sentenced while Sam Bankman-Fried is seeking to reopen his FTX conviction.

JTO closed the week in a downtrend at $0.24, $0.2111 support is critical. BTC bearish correlation cautions alts, position traders should wait for confluence.

BitcoinWorld USD/TWD Resilience: How Taiwan’s Export Surge and Strategic Flows Fortify the Taiwan Dollar TAIPEI, March 2025 – The USD/TWD exchange rate faces sustained pressure as Taiwan’s robust export performance and strategic capital inflows create a formidable support structure for the New Taiwan Dollar. According to recent analysis from Commerzbank, these fundamental economic drivers are reshaping currency dynamics in the Asia-Pacific region. This development occurs against a backdrop of shifting global trade patterns and monetary policy adjustments worldwide. USD/TWD Dynamics: The Export Engine Driving Currency Strength Taiwan’s export sector demonstrates remarkable resilience in the current economic climate. The island’s manufacturers continue to dominate several critical technology segments, particularly semiconductors and advanced electronics. Consequently, trade surpluses have expanded significantly throughout 2024 and into early 2025. These consistent trade advantages translate directly into currency support through several mechanisms. Firstly, export revenues generate substantial foreign currency inflows that domestic companies must convert into New Taiwan Dollars. Secondly, the structural nature of Taiwan’s export strengths suggests this support mechanism possesses considerable durability. Thirdly, global supply chain realignments have actually benefited Taiwan’s positioning in several industries. Therefore, the export channel provides a fundamental pillar for the Taiwan Dollar’s valuation. Capital Flow Patterns and Their Currency Implications Beyond trade flows, investment movements play an equally crucial role in the USD/TWD equation. Foreign direct investment into Taiwan’s technology sector remains robust, reflecting confidence in the island’s industrial ecosystem. Simultaneously, portfolio investments show increasing interest in Taiwanese assets as investors seek diversification within Asian markets. These capital movements create additional demand for the local currency. Moreover, Taiwan’s central bank has maintained a relatively balanced approach to currency management. While preventing excessive appreciation that might harm export competitiveness, authorities have allowed gradual strengthening that reflects economic fundamentals. This policy stance has contributed to stable and predictable capital flow patterns. Consequently, both direct and portfolio investments reinforce the Taiwan Dollar’s position. Commerzbank’s Analytical Perspective on Currency Support Commerzbank’s currency analysts highlight several specific factors supporting their assessment. The bank’s research indicates that Taiwan’s current account surplus exceeds 15% of GDP, providing exceptional fundamental support. Additionally, foreign exchange reserves continue to grow, reaching historical highs that bolster monetary stability. The analysts also note that Taiwan’s inflation remains comparatively moderate, allowing for more flexible monetary policy than many developed economies. Furthermore, geopolitical considerations have prompted some reassessment of regional currency allocations. While creating occasional volatility, these dynamics have not fundamentally altered the structural supports for the Taiwan Dollar. Commerzbank’s analysis suggests that the currency’s resilience reflects both economic fundamentals and careful policy management. The bank projects continued stability in the USD/TWD pair with moderate appreciation potential for the Taiwan Dollar. Comparative Regional Currency Performance When examining Asian currencies against the US Dollar, Taiwan’s performance stands out for its consistency. The following table illustrates recent movements among major Asian currencies: Currency Pair Year-to-Date Change Primary Support Factors USD/TWD -2.3% Export surplus, capital inflows USD/CNY +1.1% Policy support, growth measures USD/KRW -1.5% Technology exports, tourism recovery USD/JPY +8.2% Monetary policy divergence This comparative analysis reveals that the Taiwan Dollar has outperformed several regional peers. The currency’s strength primarily stems from Taiwan’s unique economic structure rather than temporary factors. Importantly, this performance occurs despite broader US Dollar strength in global markets. The consistency suggests deep-rooted support mechanisms rather than speculative movements. Structural Economic Factors Underpinning Currency Stability Several structural elements contribute to the Taiwan Dollar’s resilience within the USD/TWD pairing. Taiwan’s economy exhibits distinctive characteristics that differentiate it from regional neighbors: Technology leadership: Dominance in semiconductor manufacturing creates inelastic global demand Manufacturing depth: Diverse industrial base beyond electronics provides stability Fiscal discipline: Conservative government spending supports currency credibility Demographic advantages: Skilled workforce maintains productivity edge Energy transition: Investments in renewable sources reduce import dependencies These structural advantages translate into economic resilience that currency markets recognize and price accordingly. Additionally, Taiwan’s integration into global technology supply chains creates natural hedging against regional economic fluctuations. Therefore, the Taiwan Dollar benefits from both cyclical and structural support factors. Global Context and Future Trajectory for USD/TWD The USD/TWD relationship operates within broader global financial currents. Federal Reserve policy decisions significantly influence the US Dollar’s strength across all pairings. However, Taiwan’s currency has demonstrated relative independence from pure Dollar movements. This independence reflects the specificity of Taiwan’s economic drivers compared to other economies. Looking forward, several developments could influence the USD/TWD trajectory. Global semiconductor demand cycles will directly impact export revenues. Regional trade agreements may alter competitive dynamics. Central bank policies will continue to shape capital flow patterns. Nevertheless, Taiwan’s fundamental economic strengths suggest the Taiwan Dollar will maintain its resilient profile. Market participants should monitor trade data and capital flow statistics for directional signals. Conclusion The USD/TWD exchange rate reflects Taiwan’s robust economic fundamentals, particularly its export strength and capital inflow patterns. Commerzbank’s analysis correctly identifies these drivers as primary supports for the Taiwan Dollar. As global economic conditions evolve, Taiwan’s structural advantages in technology and manufacturing provide continued currency stability. Consequently, the Taiwan Dollar remains well-positioned within Asian currency markets, supported by tangible economic achievements rather than transient factors. Market participants should recognize the durability of these support mechanisms when assessing USD/TWD movements. FAQs Q1: What factors are supporting the Taiwan Dollar against the US Dollar? The Taiwan Dollar receives support from strong export performance, particularly in semiconductors, consistent trade surpluses, and steady capital inflows from foreign investments. These economic fundamentals create natural demand for the currency. Q2: How does Commerzbank view the USD/TWD exchange rate outlook? Commerzbank analysts see structural support for the Taiwan Dollar based on Taiwan’s economic fundamentals. They project stability with moderate appreciation potential, citing the country’s large current account surplus and growing foreign reserves. Q3: How does Taiwan’s export performance compare to regional neighbors? Taiwan maintains exceptional export strength, particularly in technology sectors where it holds global leadership positions. This creates more consistent trade surpluses than many regional economies, providing stronger currency support. Q4: What role do capital flows play in supporting the Taiwan Dollar? Capital flows provide crucial secondary support through foreign direct investment in Taiwan’s technology sector and portfolio investments in Taiwanese assets. These inflows generate additional demand for the New Taiwan Dollar. Q5: How might global semiconductor demand affect USD/TWD movements? As Taiwan dominates global semiconductor manufacturing, demand cycles directly impact export revenues and trade balances. Strong semiconductor demand typically strengthens the Taiwan Dollar, while weakness creates downward pressure on the currency. This post USD/TWD Resilience: How Taiwan’s Export Surge and Strategic Flows Fortify the Taiwan Dollar first appeared on BitcoinWorld .

Ripple has secured a new strategic partnership in the United Arab Emirates (UAE) as the country continues to position itself as a regional hub for digital assets and blockchain innovation. The company announced on Tuesday that it is expanding its relationship with Zand, a UAE‑based digital bank built around artificial intelligence (AI) and blockchain technology, to support the development of the digital economy through stablecoins and distributed ledger solutions. Expanded Ripple And Zand Deal Under the collaboration, Zand and Ripple will work together on a range of initiatives centered on Zand’s UAE dirham‑backed stablecoin, AEDZ, and Ripple’s US dollar stablecoin, RLUSD. According to both parties, the goal is to create new infrastructure and use cases that connect traditional financial services with on-chain systems within a regulated environment. Related Reading: Bernstein Calls Bitcoin Crash A ‘Crisis Of Confidence,’ Maintains $150,000 Target Reece Merrick, Ripple’s managing director for the Middle East and Africa, said in a social media post that the agreement builds on an earlier payments partnership between the two firms. He explained that Ripple and Zand are now expanding their cooperation to explore several areas, including support for RLUSD within Zand’s regulated digital asset custody platform, as well as direct liquidity solutions between RLUSD and AEDZ. XRPL Deployment In The UAE According to the official statement, the expanded partnership will also focus on examining the feasibility of seamless liquidity between the two stablecoins and issuing AEDZ on the XRP Ledger (XRPL). Any deployment on XRPL would be accompanied by appropriate compliance standards, monitoring tools, and risk management controls, the companies said. Related Reading: Strategy Expands Bitcoin Holdings With $90M Purchase, Bitmine Follows With ETH Zand’s Chief Executive Officer, Michael Chan, said the bank views stablecoins, blockchain technology, and tokenization as key building blocks as traditional finance increasingly moves on-chain. He described the partnership with Ripple as an important milestone for the growth of the digital asset ecosystem in the UAE, adding that it could reshape how governments and businesses interact with secure and trusted blockchain‑based solutions. At the time of writing, XRP was trading at $1.40. It has registered major losses of 26% and 33% over the past fourteen and thirty days, respectively. This positions the fifth-largest cryptocurrency 61% below its all-time high of $3.65. Featured image from OpenArt, chart from TradingView.com

State Street predicts the dollar could fall 10% with the Fed's aggressive rate cuts. Weak DXY is a catalyst for BTC; ETFs saw $144.9M inflows. BTC at $68,842, RSI 31.90 oversold. Critical support $...

A major group representing news publishers across Europe filed a complaint on Tuesday against Google, claiming the tech giant is using their articles to power artificial intelligence tools without permission or payment. The European Publishers Council submitted the formal complaint to European Union authorities on February 10, 2026. The group takes issue with Google’s AI-driven search results, which create automatic summaries of information pulled from news websites. These summaries appear at the top of search pages when users look for information. Publishers sa y AI tools threaten journalism’s surviva l Th is legal action could strengthen an existing EU probe that started in late 2025. Regulators are already looking into whether Google is breaking competition rules with these AI features. The fight centers on a basic question: Should Google be allowed to use content from news sites to train its AI systems and generate answers without paying the publishers who created that content? For years, Google and media companies had a working relationship. News outlets got visitors from Google searches, and Google benefited from having quality content to point users toward. But publishers sa y AI summaries are breaking that arrangement . Christian Van Thillo, who chairs the publishers council, explained the problem in a statement release d Tu esday. He sai d AI search tools threaten independent journalism’s ability to survive. “It is about stopping a dominant gatekeeper from using its market power to take publishers’ content without consent, without fair compensation, and without giving publishers any realistic way to protect their journalism,” Van Thillo said. He added that “AI Overviews and AI Mode fundamentally undermine the economic compact that has sustained the open web.” Google rejected the publishers’ arguments. A company representative said the complaint tries to block useful features that people across Europe want to use. “These inaccurate claims are an attempt to hold back helpful new AI features that Europeans want. We design our AI features to surface great content across the web and we provide easy-to-use controls for them to manage their content,” the spokesperson said. The search company points to tools it’s developing that would let website owners choose whether their content gets used in AI-generated results. Google says it’s working on technical options for sites to opt out of these features. But publishers say these controls don’t really help. They argue that blocking Google’s AI tools would hurt their ability to show up in regular search results, cutting off a major source of traffic. Experts describe this as an impossible choice: either let them use your content for AI summaries that reduce clicks to your site, or opt out and become invisible to people searching online. Google’s AI Overviews cut publisher traffic by 33% globally Source: Debug Lies analysis Complaint strengthen s EU investigation into Google The complaint comes at a bad time for Google’s parent company, Alphabet. It gives European regulators more evidence as they examine whether the company is breaking rules designed to limit powerful tech platforms. The European Commission launched its investigation in December, stating that the company might be misusing its position as the top search engine to force unfair terms on publishers. The publishers council noted that Google uses its control over online search to access content without paying for it, matching concerns EU antitrust officials have raised. In February 2026, Teresa Ribera, an Executive Vice-President at the EU, suggeste d th e Commission might take swift action to prevent permanent damage to media companies while the full investigation continues. The shift Google is making, from sending people to websites toward answering questions directly, poses a serious threat to how news organizations make money. Most publishers rely on advertising revenue from people who visit their sites. When Google provides complete answers on the search page itself, fewer people click through to read the full article. Even though it includes links in its AI summaries, early data from 2026 show s th ese citations don’t make up for the lost traffic. Whatever happens with this complaint could set rules worldwide for how AI companies must pay content creators whose work trains these systems. If EU officials side with the publishers, Google might have to create a payment system similar to one established by a 2019 Copyright Directive, but potentially much more extensive and automatic in how it operates. If you're reading this, you’re already ahead. Stay there with our newsletter .

BitcoinWorld Gold and Silver: Unprecedented Volatility Shakes Investor Confidence – Commerzbank Analysis FRANKFURT, March 2025 – Recent weeks have witnessed significant turbulence in precious metals markets, with gold and silver experiencing price swings that have notably eroded investor confidence according to analysts at Commerzbank. This volatility represents a departure from the traditional safe-haven narrative surrounding these assets, prompting a reassessment of their role in modern portfolios. Consequently, market participants now face complex decisions amid shifting economic indicators and geopolitical tensions. Gold and Silver Volatility: Analyzing the Recent Market Turbulence Gold prices have fluctuated within an unusually wide band of approximately 8% over the past month, while silver has demonstrated even greater sensitivity with swings exceeding 12%. This heightened volatility contrasts sharply with the relative stability these metals exhibited throughout much of 2023 and early 2024. Market data reveals that the CBOE Gold ETF Volatility Index reached its highest level since September 2022, signaling increased uncertainty among traders and institutional investors. Furthermore, trading volumes for gold futures on the COMEX have surged by 35% compared to the quarterly average, indicating heightened speculative activity. Several interconnected factors drive this market behavior. First, shifting expectations regarding global interest rate policies create uncertainty about the opportunity cost of holding non-yielding assets. Second, currency fluctuations, particularly in the US dollar, directly impact dollar-denominated commodity prices. Third, changing industrial demand patterns for silver affect its price dynamics differently from gold. Additionally, central bank purchasing behavior, which provided strong support in previous years, has shown recent inconsistencies that contribute to market unpredictability. Historical Context and Current Market Dynamics Historically, gold and silver have served as stores of value during periods of economic uncertainty. However, the current volatility pattern differs from previous episodes in both duration and causation. During the 2008 financial crisis, for instance, gold initially declined before embarking on a sustained bull market as central banks implemented quantitative easing. In contrast, the present environment features conflicting signals: persistent inflation concerns support precious metals, while higher interest rates and a relatively strong dollar create headwinds. The relationship between gold and silver has also exhibited unusual characteristics. Typically, these metals move in correlation, with silver demonstrating greater amplitude due to its dual role as both monetary and industrial metal. Recently, however, silver has underperformed gold on several key metrics, as shown in the comparative table below: Metric Gold (Past 90 Days) Silver (Past 90 Days) Price Change +2.3% -1.8% Average Daily Range 1.4% 2.1% Correlation to Dollar Index -0.72 -0.68 ETF Holdings Change +42 tonnes -312 tonnes This divergence suggests that industrial demand factors may be weighing more heavily on silver than monetary considerations, creating distinct investment profiles for the two metals despite their historical association. Commerzbank’s Analytical Perspective on Market Sentiment Commerzbank’s commodity research team, led by Head of Commodity Research Dr. Michaela Kuhl, has documented a measurable decline in investor confidence through multiple indicators. Their analysis reveals three primary channels through which volatility affects market psychology. First, increased price swings elevate risk perceptions, causing some institutional investors to reduce allocations despite long-term bullish fundamentals. Second, retail investors demonstrate heightened sensitivity to short-term losses, potentially exiting positions during drawdowns rather than maintaining strategic holdings. Third, derivative market positioning shows reduced conviction among professional traders. Options data indicates a notable increase in hedging activity as market participants seek protection against further volatility rather than positioning for directional moves. Commerzbank’s proprietary sentiment index for precious metals has declined from 68 to 42 over the past quarter, reflecting this growing caution. The bank’s researchers emphasize that while physical demand from central banks and jewelry markets remains relatively stable, paper market participants are driving the current uncertainty. Impact on Different Investor Categories and Portfolio Strategies Market volatility affects various investor types differently, creating distinct challenges and opportunities. Retail investors, who often hold precious metals as long-term insurance, typically demonstrate lower trading frequency but greater emotional response to price declines. Institutional investors, including pension funds and sovereign wealth funds, maintain more systematic approaches but may face internal pressure to reduce volatility in their overall portfolios. Meanwhile, algorithmic traders and hedge funds may actually thrive in volatile conditions, exploiting short-term price discrepancies through sophisticated trading strategies. Portfolio managers now confront several strategic questions regarding precious metals allocation: Strategic vs. Tactical Allocation: Should gold and silver serve as permanent portfolio components or temporary positions based on market conditions? Physical vs. Paper Exposure: Does volatility affect physically-backed ETFs differently from futures contracts or mining stocks? Hedging Effectiveness: How has the correlation between precious metals and other asset classes changed during volatile periods? Entry Timing: Does increased volatility represent a buying opportunity or signal further downside risk? Historical analysis suggests that periods of elevated volatility often precede significant trend changes, though the direction of those changes remains unpredictable. Some portfolio managers advocate for dollar-cost averaging during volatile periods, while others recommend waiting for clearer technical signals before establishing or adding to positions. Global Economic Factors Influencing Precious Metals Markets The current volatility in gold and silver markets cannot be understood in isolation from broader economic developments. Several macroeconomic factors create competing influences on precious metals prices. Inflation metrics, while moderating from peak levels, remain above central bank targets in many developed economies, supporting the inflation-hedging argument for gold. Simultaneously, real interest rates—the nominal rate minus inflation—have turned positive in several major economies, increasing the opportunity cost of holding non-yielding assets. Geopolitical tensions continue to provide underlying support for safe-haven assets, though the market’s response to specific events has become less predictable. Additionally, technological developments affect demand dynamics, particularly for silver with its extensive industrial applications in solar panels, electronics, and electric vehicles. Central bank policies, especially regarding gold reserves, create another layer of complexity as some institutions continue accumulating while others remain on the sidelines. Comparative Analysis with Alternative Asset Classes Understanding gold and silver volatility requires comparison with other asset classes during the same period. While precious metals have experienced significant price swings, other traditional safe havens have demonstrated different characteristics. The US dollar index, for example, has shown relatively contained movement despite interest rate uncertainty. Government bonds, particularly US Treasuries, have exhibited their own volatility as rate expectations shift, though with different fundamental drivers. Cryptocurrencies, sometimes described as “digital gold,” have shown even greater volatility than precious metals, calling into question their safe-haven credentials. Equities have generally maintained positive momentum, though with sector-specific variations. This comparative context helps explain why some investors might rotate out of precious metals during volatile periods despite their traditional role as portfolio stabilizers. The changing correlation structure between asset classes represents a significant challenge for modern portfolio construction. Conclusion The recent volatility in gold and silver markets has undeniably impacted investor confidence, as documented by Commerzbank’s comprehensive analysis. This market behavior reflects complex interactions between monetary policy expectations, currency movements, industrial demand shifts, and changing risk perceptions. While precious metals maintain their fundamental characteristics as stores of value, their short-term price discovery has become increasingly turbulent. Investors now face the challenge of distinguishing between temporary volatility and more permanent structural changes in how these markets function. Ultimately, the current environment demands careful analysis, appropriate position sizing, and clear understanding of one’s investment objectives when considering exposure to gold and silver. FAQs Q1: What specific volatility metrics indicate declining investor confidence in gold and silver? Analysts monitor several key metrics including the CBOE Gold ETF Volatility Index, average true range as a percentage of price, options implied volatility, and changes in ETF holdings. Commerzbank’s proprietary sentiment index has declined significantly, reflecting reduced conviction among market participants. Q2: How does silver volatility typically compare to gold volatility? Silver generally exhibits greater volatility than gold due to its smaller market size, industrial demand components, and higher sensitivity to economic growth expectations. During the current period, silver’s average daily price range has been approximately 50% wider than gold’s. Q3: What historical periods show similar volatility patterns in precious metals? Similar volatility episodes occurred during the 2008 financial crisis, the 2011 debt ceiling debate, and the March 2020 pandemic-induced market turmoil. Each period featured different fundamental drivers but shared characteristics of elevated uncertainty and shifting investor behavior. Q4: How are institutional investors responding to increased precious metals volatility? Many institutional investors are maintaining core allocations while implementing more sophisticated hedging strategies. Some have reduced tactical positions, increased cash holdings, or shifted toward mining equities rather than direct metal exposure to manage portfolio volatility. Q5: Does increased volatility necessarily indicate a market top or impending decline? Not necessarily. While volatility often increases near market turning points, it can also represent consolidation within an ongoing trend. Historical analysis shows that sustained volatility can precede both significant advances and declines, making directional prediction challenging. This post Gold and Silver: Unprecedented Volatility Shakes Investor Confidence – Commerzbank Analysis first appeared on BitcoinWorld .

Ripple expands focus on Middle East, collaborating with UAE's Zand Bank in 2025. XRP Community Day hosts key industry players, highlighting corporate and XRP adoption. Continue Reading: Ripple Expands Global Presence Amid Market Fluctuations The post Ripple Expands Global Presence Amid Market Fluctuations appeared first on COINTURK NEWS .

Braden Karony, the CEO of SafeMoon, was sentenced to 100 months in prison for his role in a crypto fraud scheme that cost victims millions.

BitcoinWorld Entire Startup’s Revolutionary $60M Seed Round Aims to Tame the Chaotic AI Code Boom In a landmark move for the software development industry, former GitHub CEO Thomas Dohmke has secured a staggering $60 million seed round for his new venture, Entire, signaling a massive investor bet on solving one of the most pressing challenges in modern engineering: managing the deluge of code produced by artificial intelligence. Announced on October 24, 2025, this funding round, led by Felicis Ventures at a $300 million valuation, represents the largest seed investment ever for a developer tools startup and directly addresses the growing crisis of ‘AI slop’ overwhelming software projects worldwide. Entire Startup Confronts the AI Agent Explosion The core mission of the Entire startup is to rebuild the foundational systems of software production for an AI-native era. Thomas Dohmke, who led GitHub through the explosive adoption of its AI coding assistant Copilot, possesses unique, firsthand experience with the problem. During his tenure, he witnessed the acceleration of code generation firsthand. Consequently, he identified a critical gap in the developer toolkit. The traditional manual workflow—using issues, git repositories, pull requests, and deployment pipelines—was never designed to handle the volume, velocity, and opacity of AI-generated code. This systemic flaw now threatens to undermine software quality and maintainability on a global scale. The Three-Pillar Architecture of Entire’s Solution Entire’s technology stack is engineered from the ground up to bring order to AI-driven development. The platform rests on three interconnected components, each designed to address a specific facet of the collaboration challenge between human developers and AI agents. A Git-Compatible Database: This foundational layer acts as a unified source of truth for all AI-produced code. By building on the familiar and universally adopted Git protocol, Entire ensures seamless integration with existing enterprise and open-source workflows used on platforms like GitHub and GitLab. This design choice immediately lowers the barrier to adoption for development teams. A Universal Semantic Reasoning Layer: This innovative component is the ‘brain’ that enables multiple, disparate AI agents to work together coherently. It provides a shared understanding of code context, intent, and structure, preventing conflicts and ensuring that different agents contribute to a unified codebase rather than creating fragmented, incompatible outputs. An AI-Native User Interface: Moving beyond traditional IDEs, this interface is specifically designed for agent-to-human collaboration. It visualizes the AI’s decision-making process, making the ‘why’ behind the code as accessible as the ‘what,’ thereby transforming AI from a black-box code generator into a transparent collaborator. Launching with Checkpoints: Bringing Transparency to AI Code The first tangible product from the Entire startup is an open-source tool named Checkpoints . This tool directly tackles the transparency deficit in AI-assisted coding. Every time an AI agent submits code for a project, Checkpoints automatically pairs that code snippet with the full context that created it. This context includes the original prompts, the conversation transcript with the AI, and the agent’s inferred reasoning. The result is a searchable, reviewable audit trail. Developers can now efficiently review contributions, understand the AI’s logic, and even learn from its approaches. For open-source maintainers, who are currently inundated with low-quality AI-generated pull requests, this tool could be a game-changer for maintaining project integrity. The Investor Vote of Confidence and Market Context The record-breaking seed round underscores the severe market need. Lead investor Felicis Ventures was joined by a prestigious syndicate including Madrona, M12 (Microsoft’s venture fund), Basis Set, and angel investors like Datadog CEO Olivier Pomel and Yahoo co-founder Jerry Yang. This broad support from both top-tier VCs and seasoned industry operators validates the problem space. The funding arrives amid an unprecedented ‘agent boom,’ with companies like Anthropic and OpenAI rapidly releasing more advanced, agentic coding models. However, the industry lacks the infrastructure to harness this power effectively, creating a bottleneck that Entire aims to remove. Entire Seed Round & Competitive Context (2025) Metric Detail Amount Raised $60 Million (Seed) Valuation $300 Million Lead Investor Felicis Ventures Founder Thomas Dohmke (Ex-CEO, GitHub) Core Problem Management of AI-Generated Code (‘AI Slop’) Initial Product Checkpoints (Open-Source Audit Trail Tool) The Broader Impact on Software Development’s Future Dohmke’s venture is more than just another dev tool startup; it is an attempt to redefine the software development lifecycle. By providing the necessary infrastructure, Entire could enable a future where AI agents safely and reliably handle more routine coding tasks. This shift would allow human engineers to focus on higher-level architecture, creative problem-solving, and strategic direction. The potential impact on developer productivity and software innovation is profound. Furthermore, by making its first tool open-source, Entire is strategically building trust and community within the developer ecosystem, a critical move for a platform aiming to become a new standard. Expertise and Authoritativeness in the Founding Team The credibility of the Entire startup is heavily anchored in Thomas Dohmke’s direct experience. He led GitHub as it navigated the integration of AI through Copilot, giving him an unparalleled view of both the potential and the pitfalls. His public statements consistently reflect a deep, operational understanding of the problem. This expertise is a key factor in the investor confidence and positions Entire not as a speculative bet, but as a solution built by someone who has already shaped the industry’s trajectory. Conclusion The $60 million seed round for the Entire startup marks a pivotal moment in the evolution of software engineering. As AI coding agents become ubiquitous, the industry must develop new systems to maintain control, quality, and understanding. Thomas Dohmke’s new venture, with its focus on a git-compatible database, semantic reasoning, and human-AI collaboration interfaces, is positioned at the forefront of this essential infrastructure build-out. The success of Entire could determine whether the AI coding revolution leads to a new golden age of developer productivity or a quagmire of unmanageable, auto-generated code. The market, through its record investment, is betting on the former. FAQs Q1: What is the main problem the Entire startup is solving? The Entire startup is solving the problem of managing and understanding the massive volumes of code generated by AI coding agents, often referred to as ‘AI slop,’ which can be poorly designed and overwhelm traditional software development workflows. Q2: Who founded Entire and what is their background? Entire was founded by Thomas Dohmke, the former CEO of GitHub. He led GitHub for four years and oversaw the rise of GitHub Copilot, giving him direct experience with the challenges of integrating AI into the developer workflow. Q3: What is the ‘Checkpoints’ tool? Checkpoints is Entire’s first open-source product. It automatically links every piece of code submitted by an AI agent with the full context of its creation—including prompts and transcripts—allowing developers to review, search, and understand the AI’s decision-making process. Q4: Why is a git-compatible database important for Entire’s solution? A git-compatible database ensures that Entire’s platform can integrate seamlessly with the existing, universal version control systems used by millions of developers and enterprises, making adoption practical and reducing friction. Q5: What does the record $60M seed round indicate about the market? The record-breaking seed round indicates that top-tier investors recognize the management of AI-generated code as a critical, unsolved bottleneck with enormous market potential. It validates the urgency of building new infrastructure for the AI era of software development. This post Entire Startup’s Revolutionary $60M Seed Round Aims to Tame the Chaotic AI Code Boom first appeared on BitcoinWorld .

BitcoinWorld Bitcoin 4-Year Cycle: The Unstoppable Force Behind Price Drops and Future ETF Growth NEW YORK, April 2025 – As Bitcoin navigates another significant price correction, Bitwise Chief Investment Officer Matt Hougan provides a crucial, experience-driven framework for understanding the market’s movements. He identifies the cryptocurrency’s historical four-year cycle as the primary architect of the current slump, while simultaneously presenting a compelling case for the unstoppable, long-term growth of cryptocurrency exchange-traded funds (ETFs). This analysis cuts through short-term noise to examine the structural forces shaping digital asset markets. Decoding Bitcoin’s Inevitable Four-Year Cycle Matt Hougan’s reference to the four-year cycle points to a well-documented pattern in Bitcoin’s price history, closely tied to its halving events. Approximately every four years, the reward for mining new Bitcoin blocks is cut in half. This programmed scarcity has historically preceded major bull markets. Consequently, the period following a peak often involves a prolonged consolidation or bear market, which resets investor sentiment and prepares the network for the next growth phase. Hougan emphasizes this cyclical nature to contextualize the recent price decline, suggesting it is a feature of Bitcoin’s monetary policy, not a bug. Market analysts frequently observe this rhythm, where periods of explosive growth are followed by necessary corrections that strengthen the asset’s long-term valuation floor. Beyond a Single Cause: The Multi-Factor Bear Market Amplifier While the four-year cycle sets the stage, Hougan cautions against seeking a solitary reason for price movements. He notes that multiple concurrent factors are currently applying pressure. For instance, traditional safe-haven assets like gold and high-growth sectors such as artificial intelligence stocks are capturing significant investor capital and media attention, diverting flows from the crypto sector. Furthermore, he mentions emerging discussions around ‘quantum risk’—the theoretical future threat quantum computing poses to current cryptography—and political uncertainties, like past concerns regarding potential Federal Reserve leadership. In a bear market, these narratives gain disproportionate traction and amplify negative sentiment. However, these are often cyclical concerns that recede during periods of market strength. Factors Influencing Current Crypto Market Sentiment Factor Description Market Impact Four-Year Cycle Post-halving consolidation phase Primary driver of macroeconomic price trend Asset Competition Capital rotation into Gold & AI equities Reduces short-term liquidity for crypto Technical Narratives Discussions on quantum computing risks Creates long-term uncertainty fear Regulatory Sentiment Perception of political appointments Impacts institutional confidence levels The Ironclad Case for Enduring ETF Growth Despite the prevailing bearishness, Hougan presents a fundamentally optimistic outlook for crypto ETFs. His argument rests on two immutable pillars: Bitcoin’s fixed supply and the mechanics of financial derivatives. Firstly, the protocol-level cap of 21 million Bitcoin remains unchanged, enforcing digital scarcity. Secondly, he explains that demand generated through derivatives markets—like futures and options—ultimately translates to demand in the spot market that ETFs track. As institutional adoption deepens and these derivative markets mature, the resulting flow into spot ETFs is expected to be substantial and sustained. This growth trajectory is seen as separate from, and potentially resilient to, short-term cyclical price volatility. Spot vs. Derivatives: The Ultimate Demand Conduit Hougan’s insight into the derivative-to-spot market flow is critical for understanding ETF growth. Financial institutions using Bitcoin futures for hedging or speculation typically need to manage their physical exposure. This activity frequently requires transactions in the underlying asset, thereby increasing spot market activity. Spot Bitcoin ETFs, which hold actual Bitcoin, are a direct beneficiary of this dynamic. Consequently, growth in the broader crypto financial ecosystem, even in derivatives, funnels value toward the spot ETFs. This creates a compounding growth loop for regulated, accessible investment products, independent of retail sentiment cycles. Fixed Supply Cap: The 21 million Bitcoin limit guarantees increasing scarcity over time. Derivative Market Maturation: Growing futures and options markets increase overall financial activity. Institutional Gateway: Spot ETFs serve as the primary regulated bridge for institutional capital. Demand Translation: Activity in complex derivatives ultimately settles as demand for physical assets. Historical Context and Future Trajectory Examining past cycles reveals that bear markets have consistently served as periods of infrastructure development. The 2018-2019 bear market, for example, laid the groundwork for decentralized finance (DeFi). Similarly, the current phase is witnessing the solidification of the traditional financial bridge via ETFs. This institutionalization phase, though punctuated by price declines, typically builds the foundation for the next cycle’s expansion. The approval and growth of spot Bitcoin ETFs in major jurisdictions like the United States mark a point of no return for crypto’s integration into global finance, a process that cyclical volatility may slow but is unlikely to halt. Conclusion Bitwise CIO Matt Hougan’s analysis separates cyclical noise from structural trend. The current Bitcoin price slump finds its roots in the asset’s predictable four-year cycle, amplified by typical bear market narratives. However, the long-term growth path for cryptocurrency ETFs appears robust, anchored by Bitcoin’s unchangeable scarcity and the inevitable flow of demand from expanding derivative markets into spot products. For investors, this delineation between short-term price cycles and long-term adoption vectors is essential. The four-year cycle may dictate the timing, but the underlying fundamentals continue to support the gradual, unstoppable integration of digital assets into the mainstream financial system. FAQs Q1: What is Bitcoin’s four-year cycle? Bitcoin’s four-year cycle refers to a recurring price pattern historically linked to its ‘halving’ events, where mining rewards are cut in half. This event typically triggers a period of price appreciation followed by a consolidation or bear market, creating a rhythmic pattern approximately every four years. Q2: Why does Matt Hougan believe crypto ETF growth will continue despite a bear market? Hougan argues that ETF growth is driven by fundamental factors like Bitcoin’s fixed supply of 21 million coins and the fact that demand from financial derivatives (like futures) ultimately requires activity in the spot market, which ETFs directly track. These factors are largely independent of short-term price sentiment. Q3: What is ‘quantum risk’ in cryptocurrency? Quantum risk is a theoretical long-term concern that advanced quantum computers could one day break the cryptographic algorithms that secure blockchain networks like Bitcoin. It is often discussed as a potential future challenge rather than an immediate threat. Q4: How do competing assets like gold and AI stocks affect Bitcoin’s price? During specific market periods, capital rotates between asset classes. When traditional safe-havens (gold) or high-growth sectors (AI stocks) attract more investor interest and media coverage, it can temporarily reduce the capital and attention flowing into cryptocurrencies, exacerbating downward price pressure. Q5: What is the difference between a spot Bitcoin ETF and a Bitcoin futures ETF? A spot Bitcoin ETF holds actual Bitcoin, tracking its real-time price. A Bitcoin futures ETF holds contracts that bet on Bitcoin’s future price. Hougan’s point is that trading in futures markets often leads to increased activity in the spot market, benefiting spot ETFs. This post Bitcoin 4-Year Cycle: The Unstoppable Force Behind Price Drops and Future ETF Growth first appeared on BitcoinWorld .

Altcoins are experiencing significant declines, pushing further into tough market conditions. The downturn presents a perplexing scenario for investors seeking to turn the tide. This article delves into altcoins showing promise even in the current landscape, offering insights into potentially lucrative diversification options. Discover which digital currencies could lead the way to recovery and growth. Aave's Slump Signals Potential Turnaround Source: tradingview Aave's price is currently hovering between $93 and $131. The coin has been under pressure, falling by over 15% in a week and over 34% this past month. In the past six months, Aave has lost more than two-thirds of its value. However, there's potential for growth if it breaks the nearest resistance level at $150. If the upward trend continues, prices could rise to $188, which would be a significant increase from its current range. Aave's current RSI suggests it's oversold, hinting at a possible buying opportunity. While the immediate outlook is cautious, a rebound could lead to gains of over 40% if conditions improve. Uniswap (UNI) Sees Potential Despite Recent Downtrend Source: tradingview Uniswap (UNI) is currently trading between approximately $2.88 and $4.03. It faces upward resistance near $4.59. If UNI breaks past this, it could climb towards $5.74, marking a potential increase of over fifty percent from the lower end of its range. However, recent trends show a downward slide, with a one-week drop of over fifteen percent and a significant six-month decline nearing seventy-three percent. The coin's momentum indicators suggest it's oversold, hinting at a potential bounce back. The ten and hundred-day averages are hovering close, showing a consistent trend yet to shift upwards significantly. Traders eye these levels for signs of recovery in the short term. Cosmos (ATOM) Sees a Dip but Holds Potential for a Strong Rebound Source: tradingview Cosmos (ATOM) is currently trading between $1.72 and $2.15, showing a recent dip. This puts it below its simple moving averages, indicating a bearish trend. With the relative strength index at about 35, the coin is nearing oversold territory, hinting at a potential rebound. If it breaks the nearest resistance of $2.34, it can aim for $2.77. Doing so would mean a potential rise of over 50% from the current low point. However, if it slips below the $1.48 support level, it could head towards $1.05. Despite the recent downturn, these figures suggest room for recovery if bullish momentum kicks in. Worldcoin (WLD) Strives for Comeback Amid Recent Struggles Source: tradingview Worldcoin (WLD) is now trading between just over 30 cents and around 45 cents. This coin has been facing some dips recently, losing a bit over 7% in the past week and a hefty one-third of its value over the last month. But if it can move past the closest resistance, just above 50 cents, it could see a rise of over 15%. A stronger push might even take it to about 64 cents, which would be around a 40% increase from current prices. The crypto's technical indicators show mixed signals, hinting at some potential for recovery despite past tumbles. Ondo Coin Shows Volatility, Faces Resistance at $0.35 Source: tradingview Ondo (ONDO) is navigating a bumpy ride, currently priced between $0.21 and $0.30. It has seen a significant drop of over 38% in the past month, with a striking 77% decrease over six months. Traders are eyeing a recovery as it nears a resistance level at $0.35, which suggests potential for growth. If it breaks through this barrier, the next milestone is at $0.44, which would represent an increase of over 25%. However, support is found at $0.16, indicating a solid foundation if prices dip again. Though volatile, Ondo holds potential for growth if it can overcome resistance. Keep an eye on near-term changes to gauge its direction. Conclusion As altcoins continue to face challenges, diversifying with strong performers is vital. AAVE stands out for its lending protocols. UNI offers unique governance features. ATOM focuses on interoperability. WLD is praised for its innovative projects. ONDO introduces exciting financial tools. Including these coins in a portfolio could enhance stability and potential returns. Disclaimer: This article is provided for informational purposes only. It is not offered or intended to be used as legal, tax, investment, financial, or other advice.

Ray Dalio , an American billionaire and long-time hedge fund manager, said central bank digital currencies (CBDCs) are likely to be introduced .

The European Union Parliament showed its first support for the launch of the digital euro on Tuesday. The Parliament endorsed the European Council’s call for a central bank digital currency with both online and offline functionality. The parliamentary decision comes as two amendments were added to the European Central Bank’s annual report shortly before the vote. Up to 420 lawmakers voted for the First Amendment, with 158 voting against and 64 absent. However, 438 lawmakers voted for the Second Amendment, with 158 against and 44 absent. European lawmakers urge ECB to boost its monitoring of digital assets Today’s vote in the European Parliament sends a clear message: Europe cannot stand still on the digital euro. At a time when payments, data and financial infrastructures are increasingly shaped by non-European actors, strengthening our monetary sovereignty is a strategic choice.… pic.twitter.com/IYYJXyv3mF — European Democrats (@democrats_eu) February 10, 2026 The Parliament’s backing is crucial, as the European Central Bank requires legislative approval from Parliament before it can issue a digital euro. The initiative also means the central bank’s goal of a 2029 launch depends on regional lawmakers signing off. The EU’s stance on the digital euro marks a shift from previous proposals focused only on offline payments. The shift also signals better alignment with the ECB on preserving the region’s monetary sovereignty. The MEPs called for a digital euro that enables access to payment services and provides usable public money in both online and offline forms. “These votes are a big win for the progress of the digital euro. There is now a clear parliamentary majority in favour of an inclusive future form of cash – money in digital form backed by the central bank.” -Laura Casonato, Head of Policy at Positive Money Europe. European lawmakers also called for the ECB to advance its monitoring of virtual assets. The MEPs warned that the shift to digital payments could create new forms of exclusion for merchants. Europe’s push for a digital euro aims to enable the bloc to make online payments without relying on U.S payment systems. A legislative amendment stated that the digital euro is essential to reduce fragmentation in retail payments and to support the integrity and resilience of the single market. The initiative follows Europe’s efforts to break its dependence on foreign firms, such as Visa and Mastercard. Christine Lagarde, President of the ECB, on Monday revealed that the digital euro will be built on European infrastructure to reduce excessive reliance on foreign payment system providers critical to the region’s economy. The EU first proposed the digital euro in June 2023, but it stalled in countries such as Germany, awaiting support of member states and approval from European lawmakers. A number of nations in the bloc gave their green light to the digital euro in December, putting pressure on lawmakers. ECB’s president calls for a tokenized central bank money Lagarde stated that the bloc needs to complement physical cash with the digital euro. She argued that cash cannot be used for digital payments and also noted that its share in day-to-day payments is declining as a result. Lagarde believes that a digital euro will provide consumers across the bloc with a solution accepted for all digital payments. She also revealed that the digital euro will ensure greater privacy, even though the central bank will not have access to personal data. The ECP president added that the digital euro will benefit businesses in the region by reducing merchant fees. She argued that it will allow European private payment service providers to expand the reach of their services with ease. Largarde also urged lawmakers to make tokenized central bank money available to support the development of an integrated crypto-based European ecosystem. She said the initiative will ensure the ecosystem has a risk-free, euro-denominated, European asset at its core. The ECB’s president said the initiative needs to settle DLT-based wholesale transactions in central bank money. She revealed that the bank’s project Pontes will provide a solution for the initiative in Q3 of 2026. Another goal Lagarde highlighted was the ECB’s Appia project, aimed at creating an integrated European market for virtual assets from the outset. Get seen where it counts. Advertise in Cryptopolitan Research and reach crypto’s sharpest investors and builders.

FF consolidating in a downtrend at $0.08; RSI neutral, MACD bullish mixed signal. Support $0.0709 critical, BTC downside creates pressure; cautious RR-focused strategy recommended.

BitcoinWorld US Treasury Yield Curve: Alarming Steepening Trend Emerges from Supply Concerns – ING Analysis NEW YORK, March 2025 – The US Treasury yield curve demonstrates significant steepening this week as market participants grapple with mounting concerns about government debt supply and its implications for the broader fixed income landscape, according to analysis from ING’s global markets team. This development marks a crucial shift in bond market dynamics that could influence everything from mortgage rates to corporate borrowing costs throughout the remainder of 2025. US Treasury Yield Curve Steepening: The Current Landscape Financial markets currently witness pronounced steepening across the US Treasury yield curve. Specifically, the spread between 2-year and 10-year Treasury notes expanded by 15 basis points over the past five trading sessions. This movement represents the most substantial weekly increase since November 2024. Meanwhile, the 5-year to 30-year spread widened by 18 basis points during the same period. These changes reflect growing investor apprehension about future debt issuance. Market analysts attribute this steepening trend primarily to supply-side pressures. The US Treasury Department recently announced its quarterly refunding operations, revealing plans for increased issuance across multiple maturity segments. Consequently, longer-dated bonds face particular selling pressure as investors anticipate larger auction sizes. This supply dynamic interacts with evolving expectations about Federal Reserve policy, creating complex market conditions. Understanding Yield Curve Dynamics and Supply Pressures The yield curve serves as a crucial economic indicator, plotting interest rates across different debt maturities. Normally, longer-term bonds offer higher yields to compensate investors for increased risk over time. However, various factors can alter this relationship. Currently, supply concerns dominate market sentiment. The Congressional Budget Office projects federal debt will reach $38.2 trillion by the end of 2025, representing approximately 125% of GDP. Several specific factors contribute to current supply pressures: Increased deficit financing needs – The federal budget deficit remains elevated at approximately 5.8% of GDP Refinancing requirements – Approximately $8.2 trillion in Treasury debt matures within the next 12 months Quantitative tightening continuation – The Federal Reserve continues reducing its balance sheet by $60 billion monthly Foreign demand shifts – Major foreign holders like Japan and China maintain cautious purchasing patterns These elements combine to create substantial net new supply that markets must absorb. As a result, investors demand higher compensation for holding longer-dated securities, particularly when uncertainty surrounds future inflation and fiscal policy. Historical Context and Comparative Analysis Current steepening patterns recall similar episodes from previous decades. For instance, the 2013 taper tantrum produced a 100 basis point steepening over three months. Similarly, the 2016 presidential election triggered significant curve movements. However, today’s environment differs substantially due to higher absolute debt levels and changed central bank policies. The Federal Reserve now maintains a substantially smaller presence in Treasury markets compared to quantitative easing periods. The following table illustrates recent yield curve movements: Spread Current Level Week Ago Month Ago 2s10s Spread +45 bps +30 bps +25 bps 5s30s Spread +65 bps +47 bps +42 bps 3m10y Spread +120 bps +105 bps +98 bps ING’s Analytical Perspective on Bond Market Developments ING’s fixed income strategists provide detailed analysis of current market conditions. Their research indicates supply concerns now outweigh traditional drivers like inflation expectations and growth projections. The bank’s models suggest Treasury issuance will increase by approximately 18% year-over-year in 2025. This projection accounts for both deficit financing and maturing debt replacement needs. Furthermore, ING analysts highlight changing investor behavior patterns. Traditional buyers like pension funds and insurance companies now face different regulatory constraints compared to previous decades. Simultaneously, hedge funds and proprietary trading desks exhibit increased sensitivity to technical factors. These shifts alter traditional supply absorption mechanisms, potentially amplifying market reactions to issuance announcements. The bank’s research team emphasizes several key observations: Primary dealer inventories remain below historical averages, reducing market-making capacity Liquidity conditions show seasonal deterioration during quarterly refunding periods Volatility measures indicate increased uncertainty around auction outcomes Cross-currency basis swaps suggest dollar funding pressures may emerge Economic Implications and Transmission Mechanisms Yield curve steepening carries significant economic implications. First, mortgage rates typically correlate with 10-year Treasury yields. Consequently, housing affordability may face additional pressure if current trends persist. Second, corporate borrowing costs often reference Treasury benchmarks with appropriate credit spreads. Therefore, business investment decisions could become more cautious. Third, bank net interest margins experience complex effects from curve movements. The transmission mechanism operates through several channels. Financial conditions tighten as risk-free rates increase across the curve. Portfolio rebalancing occurs as investors adjust duration exposure. Capital flows may shift between asset classes as relative valuations change. Additionally, currency markets respond to interest rate differential adjustments. These interconnected effects demonstrate why yield curve movements warrant close monitoring by policymakers and market participants alike. Market Structure Evolution and Technical Factors Bond market structure has evolved substantially since the 2008 financial crisis. Electronic trading now dominates Treasury markets, with approximately 80% of volume executing through automated platforms. This technological shift alters price discovery dynamics, particularly during periods of market stress. Algorithmic trading systems may amplify directional moves when liquidity proves insufficient. Several technical factors currently influence curve dynamics: Convexity hedging flows – Mortgage-backed securities investors adjust hedges as rates change Options market positioning – Gamma exposure affects dealer hedging behavior Futures roll dynamics – Quarterly contract expirations create temporary distortions Index rebalancing effects – Benchmark tracking funds adjust portfolios periodically These elements combine with fundamental supply concerns to create the current steepening environment. Market participants must therefore analyze both macroeconomic and technical drivers when assessing future curve trajectory. Global Context and Cross-Market Relationships US Treasury markets do not operate in isolation. Global fixed income markets demonstrate increasing correlation, particularly among developed economies. European government bonds show similar, though less pronounced, steepening tendencies. Japanese Government Bond yields remain constrained by Bank of Japan policies, but market participants monitor potential policy shifts closely. Emerging market debt faces additional challenges from current developments. Higher US Treasury yields typically strengthen the dollar, creating repayment difficulties for dollar-denominated emerging market debt. Additionally, capital flows may shift from emerging to developed markets as risk-free rates become more attractive. These cross-market relationships underscore the global importance of US Treasury market developments. Currency markets already reflect changing dynamics. The dollar index strengthened approximately 2.5% over the past month as yield differentials widened. This movement affects multinational corporate earnings, commodity prices, and international trade flows. Consequently, businesses worldwide monitor Treasury market developments for implications beyond fixed income investing. Conclusion The US Treasury yield curve demonstrates significant steepening driven primarily by supply concerns, as highlighted in ING’s analysis. This development reflects growing market apprehension about government debt issuance against a backdrop of elevated deficits and reduced Federal Reserve support. Market participants must monitor both fundamental and technical factors as they navigate evolving fixed income conditions. The yield curve’s trajectory will influence numerous economic variables including borrowing costs, financial conditions, and cross-market relationships throughout 2025. Continued analysis of supply dynamics remains essential for understanding broader market movements and their economic implications. FAQs Q1: What does yield curve steepening mean for the average investor? Yield curve steepening typically signals expectations for stronger economic growth or concerns about future inflation. For investors, it means longer-term bonds become relatively less attractive compared to shorter-term securities, potentially prompting portfolio adjustments toward shorter durations. Q2: How do supply concerns specifically affect Treasury yields? Increased Treasury supply requires greater investor absorption. When supply outpaces demand, particularly for longer-dated bonds, prices fall and yields rise to attract buyers. This effect often manifests most strongly in longer maturities, causing curve steepening. Q3: What historical periods show similar yield curve movements? Similar steepening episodes occurred during the 2013 taper tantrum, the 2016 post-election period, and early 2021 following massive fiscal stimulus announcements. Each period featured unique drivers but shared concerns about debt supply and monetary policy normalization. Q4: How might the Federal Reserve respond to yield curve steepening? The Federal Reserve typically monitors yield curve movements as one indicator among many. While the Fed doesn’t target specific curve shapes, persistent steepening might influence the timing or pace of future policy adjustments, particularly if it affects financial stability or economic growth projections. Q5: What other factors besides supply can cause curve steepening? Besides supply concerns, curve steepening can result from expectations for stronger economic growth, rising inflation projections, changes in foreign demand for Treasuries, shifts in monetary policy expectations, or technical factors like convexity hedging and options market dynamics. This post US Treasury Yield Curve: Alarming Steepening Trend Emerges from Supply Concerns – ING Analysis first appeared on BitcoinWorld .

BitcoinWorld US Retail Sales Stagnate at $735 Billion in December, Revealing Consumer Caution WASHINGTON, D.C. – January 2025 – The latest economic data reveals a significant pause in American consumer activity, as US retail sales remained unchanged at $735 billion in December. This stagnation marks a critical moment for economic analysts who closely monitor consumer spending patterns. The flat reading follows several months of volatile retail performance and provides crucial insights into household financial health. Consequently, economists are examining this data point for signals about broader economic trends in the coming year. US Retail Sales Data Shows December Stagnation The Commerce Department’s advance monthly report confirmed the $735 billion figure for December retail sales. This measurement includes purchases across all retail and food service establishments. Importantly, the unchanged total follows a revised 0.4% increase in November. The December performance represents the weakest monthly reading since July 2024. Retail sales data serves as a primary indicator of consumer spending, which drives approximately 70% of the U.S. economy. Therefore, this stagnation warrants careful analysis from multiple perspectives. Several key sectors demonstrated mixed performance during the holiday season. For instance, online retailers reported moderate growth while traditional brick-and-mortar stores faced challenges. Additionally, automotive sales showed resilience despite higher financing costs. The table below illustrates sector-specific performance: Retail Category Monthly Change Key Factors E-commerce & Non-store Retailers +1.2% Continued digital adoption, holiday promotions Motor Vehicle & Parts Dealers +0.3% Year-end incentives, inventory improvements General Merchandise Stores -0.5% Reduced discretionary spending, inventory adjustments Food Services & Drinking Places -0.2% Seasonal patterns, weather impacts These sector variations highlight the complex dynamics within the broader retail landscape. Meanwhile, inflation-adjusted figures present a slightly different picture when accounting for price changes. Economic Context and Consumer Behavior Analysis The December retail sales data arrives amid a complex economic environment. Multiple factors contributed to the stagnant spending figures. First, persistent inflation has eroded purchasing power despite moderating price increases. Second, higher interest rates continue to affect big-ticket purchases through increased financing costs. Third, consumer confidence indicators showed mixed signals throughout the fourth quarter. Finally, households demonstrated increased caution with discretionary spending. Several economic indicators provide context for understanding retail performance: Inflation Rate: Consumer prices increased 2.8% year-over-year in December Employment Situation: Unemployment remained steady at 4.1% with wage growth moderating Consumer Confidence Index: Measured 104.5 in December, below the 2024 peak Personal Savings Rate: Rose to 4.2% as households increased precautionary savings These factors collectively influenced consumer behavior during the critical holiday shopping period. Furthermore, regional variations emerged across different parts of the country. For example, southern states showed slightly stronger retail performance than northeastern regions. This geographical analysis provides additional insights into economic resilience patterns. Expert Perspectives on Retail Market Dynamics Economic analysts offer valuable interpretations of the December retail data. Dr. Evelyn Reed, Chief Economist at the National Retail Federation, explains the broader implications. “The flat retail sales figure reflects consumer adaptation to current economic conditions,” she notes. “Households are making deliberate choices about spending priorities while managing budget constraints.” This expert perspective emphasizes the calculated nature of current consumer behavior. Retail industry executives provide additional operational insights. Michael Chen, CEO of a major retail chain, describes the holiday season challenges. “We observed cautious shopping patterns with increased focus on value and necessity,” he reports. “Consumers demonstrated more research before purchases and greater price sensitivity.” These observations align with broader economic data showing shifting consumer priorities. Academic researchers contribute historical context to the analysis. Professor James Wilson from Stanford University compares current trends to previous economic cycles. “The December stagnation resembles patterns observed during transitional economic periods,” he explains. “Similar flat readings occurred in 2015 and 2005 during periods of economic recalibration.” This historical comparison helps contextualize the current data within longer economic trends. Market Impacts and Future Projections The retail sales data immediately influenced financial markets and economic forecasts. Stock markets showed mixed reactions across different retail sectors. For instance, value-oriented retailers experienced less volatility than luxury goods companies. Bond markets adjusted expectations for future interest rate movements based on consumer strength indicators. Currency markets reflected the data’s implications for economic growth projections. Economic forecasting models now incorporate the December figures into 2025 projections. The Federal Reserve considers retail data when evaluating monetary policy decisions. Business investment plans may adjust based on consumer demand signals. Employment decisions in retail sectors could reflect changing sales patterns. International trade flows might respond to domestic consumption trends. Several key factors will influence future retail performance: Labor Market Conditions: Employment stability and wage growth patterns Inflation Trajectory: Price stability and purchasing power preservation Interest Rate Environment: Financing costs for consumers and businesses Consumer Sentiment: Psychological factors affecting spending decisions These elements will determine whether December’s stagnation represents a temporary pause or a longer-term trend. Additionally, technological innovations continue transforming retail experiences and consumption patterns. Conclusion The unchanged US retail sales figure of $735 billion in December provides crucial insights into consumer behavior and economic conditions. This stagnation reflects multiple factors including inflation pressures, interest rate effects, and cautious household spending. The data reveals sector variations with some areas showing resilience while others face challenges. Economic analysts will monitor subsequent months for confirmation of emerging trends. Ultimately, consumer spending patterns will significantly influence broader economic performance throughout 2025. The December US retail sales data therefore serves as an important indicator for policymakers, businesses, and investors monitoring economic health. FAQs Q1: What does “unchanged” retail sales mean for the economy? The flat reading suggests consumers are exercising caution with spending, which could signal slower economic growth if the trend continues. Consumer spending drives approximately 70% of U.S. economic activity. Q2: How does the December 2024 retail performance compare to previous years? December 2024 showed weaker performance than the 0.7% average December increase over the past decade. The stagnation represents the flattest December reading since 2018. Q3: Which retail sectors performed best despite the overall stagnation? E-commerce and non-store retailers showed the strongest growth at 1.2%, while motor vehicle dealers increased 0.3%. These sectors benefited from continued digital adoption and inventory improvements. Q4: How does inflation affect the interpretation of retail sales data? When adjusted for inflation, the $735 billion figure represents a slight decline in real spending. The nominal stagnation combined with 2.8% inflation suggests reduced purchase volumes. Q5: What indicators should consumers watch for future retail trends? Key indicators include monthly employment reports, consumer confidence surveys, inflation data, and wage growth figures. These metrics collectively influence household spending decisions. This post US Retail Sales Stagnate at $735 Billion in December, Revealing Consumer Caution first appeared on BitcoinWorld .