Rate Recap

Rate            USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
Bond      2y   1.74 -0.71  0.46 -0.17  0.29  1.43 -0.86  0.50  1.76  1.96  2.07
Bond      5y   2.05 -0.34  0.73 -0.12        1.61 -0.24  1.04  2.09  2.39  2.34
Bond     10y   2.33  0.34  1.25  0.04 -0.14  1.87  0.71  1.49  2.52  2.80  2.53
Bond     30y   2.77  1.18  1.81  0.84  0.39  2.22                          2.52
-------------------------------------------------------------------------------
Bond    2s5s   0.31  0.37  0.27  0.05        0.18  0.62        0.33  0.43  0.27
Bond   2s10s   0.59  1.05  0.79  0.21 -0.42  0.44  1.57        0.76  0.84  0.46
Bond   5s10s   0.28  0.68  0.52  0.16        0.25  0.95  0.46  0.43  0.41  0.19
Bond   5s30s   0.72  1.52  1.07  0.96        0.61                          0.18
Bond  10s30s   0.44  0.84  0.55  0.80  0.53  0.36                         -0.01
Bond 2s5s10s   0.03 -0.32 -0.25 -0.10       -0.07 -0.33       -0.11  0.02  0.08
Bond5s10s30s  -0.16 -0.15 -0.03 -0.64       -0.10                          0.20
-------------------------------------------------------------------------------
Central Bank   1.25 -0.40  0.50 -0.10 -0.75  1.00 -0.50  0.50  1.50  1.75  1.25
OIS            1.16 -0.36  0.46                                                
3m             1.47 -0.33  0.52 -0.02 -0.75  1.40 -0.64  0.80  1.73  1.92  1.63
1y             1.75 -0.32  0.64  0.02 -0.63  1.60 -0.44  0.86  1.77  2.00  1.80
1y1y           2.07 -0.19  0.93  0.06 -0.40  1.95 -0.06  1.05  1.97  2.32  2.10
2y             1.92 -0.19  0.83  0.04 -0.51  1.77 -0.25  1.03  1.88  2.16  1.95
2y2y           2.23  0.32  1.18  0.12 -0.08  2.10  0.55  1.57  2.29  2.81  2.24
5y             2.11  0.20  1.08  0.10 -0.19  1.98  0.34  1.38  2.19  2.62  2.13
5y5y           2.54  1.43  1.57  0.41  0.70  2.43  1.89  2.30  3.04  3.67  2.32
10y            2.32  0.81  1.31  0.26  0.25  2.19  1.09  1.81  2.71  3.12  2.22
10y10y         2.74  2.04  1.76  1.08  1.07  2.91  2.52  2.40  3.41  3.92  2.31
20y            2.51  1.37  1.52  0.66  0.65  2.51  1.74  2.08  3.03        2.26
30y            2.53  1.48  1.50  0.86  0.74  2.47  1.84  2.08  3.09        2.26
-------------------------------------------------------------------------------
2s5s           0.19  0.39  0.25  0.06  0.32  0.21  0.59  0.34  0.32  0.46  0.18
2s10s          0.40  0.99  0.49  0.21  0.77  0.43  1.34  0.79  0.83  0.96  0.27
5s10s          0.21  0.60  0.23  0.15  0.45  0.22  0.76  0.44  0.52  0.50  0.09
5s30s          0.42  1.28  0.42  0.75  0.94  0.49  1.50  0.71  0.90        0.13
10s30s         0.21  0.67  0.19  0.60  0.49  0.28  0.75  0.27  0.38        0.04
2s5s10s       -0.01 -0.21  0.02 -0.09 -0.13 -0.01 -0.17 -0.10 -0.20 -0.04  0.09
5s10s30s      -0.00 -0.07  0.04 -0.45 -0.04 -0.06  0.01  0.17  0.14        0.05

#rate #recap#curve#fly#ger#eur#sek#gbp#cad#chf#usd#jpy#nok#krw#aud#nzd

Vol Recap

Volatility      USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
fxVol     1m         6.97  7.04  7.87  6.69  6.41  8.79  8.56  7.20  8.15      
fxVol     3m         6.64  7.20  8.06  6.67  6.38  8.32  8.33  7.48  8.50      
fxVol     6m         7.20  7.69  8.72  7.19  6.82  8.68  8.68  8.08  9.07      
fxVol     1y         7.44  8.19  9.15  7.71  7.34  8.88  9.06  8.71  9.62      
fxVol     2y         7.88  8.71  9.31  8.21  7.81  9.25  9.53  9.30 10.12      
-------------------------------------------------------------------------------
Realized  1m         6.39  7.78  6.63  6.79  5.78  7.01  7.27  6.43  7.48  6.29
Realized  3m         7.26  8.63  7.22  7.10  7.61  8.14  8.40  7.27  8.90  5.58
-------------------------------------------------------------------------------
Gamma     2y   43.0  16.3  37.6  10.0  37.8  58.9  28.8  34.5  40.7  44.0  48.0
Realized  1m   28.5  11.5  32.8   4.3  12.0  28.9  15.1  19.9  30.2  35.2  29.2
Realized  3m   31.7  11.5  35.7   5.4  14.5  41.8  22.8  16.2  35.5  28.0  36.9
-------------------------------------------------------------------------------
Gamma     5y   53.5  32.0  48.9  11.8  34.9  55.4  41.2  47.8  49.6  58.4  46.4
Realized  1m   40.6  19.2  44.1   9.7  17.7  36.8  24.3  23.9  43.3  36.4  31.7
Realized  3m   48.0  27.2  50.5   9.9  20.8  41.4  32.2  29.2  44.5  36.6  37.8
-------------------------------------------------------------------------------
Gamma    10y   57.2  39.6  54.0  16.1  42.3  54.4  45.5  46.6  55.4  65.4  51.3
Realized  1m   47.0  26.7  42.9  13.4  26.7  41.7  29.7  28.8  53.2  47.0  35.8
Realized  3m   53.7  35.3  51.2  13.5  28.1  44.0  37.4  35.6  51.8  44.7  37.9
-------------------------------------------------------------------------------
irVol   1m2y   32.4  10.6  31.6   7.3  35.9  47.1  18.9  29.5  30.3  34.7  45.1
irVol   1m5y   46.1  24.8  40.9   8.9  34.4  43.3  32.8  40.1  43.5  55.0  46.2
irVol  1m10y   50.6  30.1  44.8  11.9  35.4  48.4  38.5  37.1  52.2  62.5  51.3
irVol  1m30y   52.4  33.1  43.1  25.0                                          
irVol   3m2y   37.3  13.2  34.9   9.1  36.7  51.7  23.3  31.4  36.0  41.1  46.6
irVol   3m5y   49.0  27.7  46.7  10.7  34.7  50.8  36.3  41.9  47.2  57.1  46.1
irVol  3m10y   53.3  34.5  51.0  14.2  37.9  51.9  41.6  40.8  53.5  64.6  50.2
irVol  3m30y   53.5  37.8  48.5  25.2                                          
irVol   1y1y   43.8  18.9  34.3  10.9  38.0  60.3  32.4  46.3  44.0  49.0  46.7
irVol   1y2y   51.3  25.6  42.6  11.5  39.2  69.4  38.7  52.5  49.7  52.5  48.2
irVol   1y5y   59.8  39.3  55.3  13.8  40.3  58.7  48.0  57.7  53.8  60.1  47.4
irVol  1y10y   62.4  46.2  60.6  18.5  48.8  56.3  52.2  55.2  58.1  66.5  48.4
irVol  1y30y   59.5  47.9  57.7  29.9                                          
irVol   2y2y   62.0  38.4  54.3  14.2  49.1  74.8  49.8  60.9  61.4  59.2  48.8
irVol   2y5y   66.3  47.6  63.3  16.7  52.3  63.5  56.3  64.5  59.9  63.5  47.1
irVol  2y10y   67.8  53.2  66.2  21.9  58.1  58.3  59.7  63.5  61.1  68.5  48.7
irVol  2y30y   62.7  52.9  62.4  30.4                                          
irVol   5y5y   74.1  62.2  72.9  23.5                                          
irVol  5y10y   72.1  63.7  70.7  27.5                                          
irVol  5y30y   64.4  57.2  64.8  33.6                                          
irVol 10y10y   67.9  65.5  68.4  32.1                                          
irVol 10y30y   59.2  54.5  60.5  37.8                                          

#vol #recap#fxvol#irvol#eur#sek#gbp#cad#chf#usd#jpy#nok#krw#aud#nzd

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.63  44.0  69.9 AUD_1y1y
 0.72  49.0  68.4 NZD_1y1y
 0.78  34.3  44.1 GBP_1y1y
 0.83  18.1  21.8 NOK_1y
 0.89  11.9  13.4 JPY_10y
 0.90   7.0   7.8 GBP
 0.92   8.9   9.7 JPY_5y
 0.92  10.6  11.5 EUR_2y
 0.93  40.9  44.1 GBP_5y
 0.94  21.0  22.3 NZD_1y
 0.96  31.6  32.8 GBP_2y
 0.98  52.2  53.2 AUD_10y
 0.99  33.1  33.6 EUR_30y
 0.99   6.7   6.8 CHF
 0.99  34.7  35.2 NZD_2y
 0.99  52.4  52.8 USD_30y

#eur#gbp#rate#chf#irvol#usd#jpy#fx#nok#fxvol#aud#nzd

Crossed 200dma

Crossed 200dma:
  0.136 AUD_5s10s30s
 -0.104 CAD_5s10s30s_Bond
  2.434 CAD_5y5y
 0.9817 CHF
  0.488 CHF_10s30s
  25.22 ETF_Tsy_Bonds
  1.479 EUR_30y
  0.202 EUR_5y
 7383.9 FTSE100
  0.254 GBP_2s5s
  1.179 GER_30y_Bond
 -0.341 GER_5y_Bond
 -0.362 ITA_2s5s10s_Bond
  0.023 JPY_1y
  0.844 JPY_30y_Bond
  0.159 JPY_5s10s_Bond
  0.785 NOK_2s10s
  0.440 NOK_5s10s
  0.007 SEK_5s10s30s
 130.85 SX7E
 -0.159 USD_5s10s30s_Bond

#dma#fly#sek#cad#gbp#eur#rate#chf#ita#usd#jpy#curve#fx#stock#nok#etf#ger#aud

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=98.7   4.710 Shibor
RSI=98.1   1.630 KRW_3m
RSI=97.2   1.468 USD_3m
RSI=88.5   0.462 Sonia
RSI=87.5   0.523 GBP_3m
RSI=81.5  9652.7 XBT
RSI=78.3   1.755 USD_1y
RSI=73.6  -0.438 SPA_2s5s10s_Bond
RSI=73.4  110.90 ETF_Internet
RSI=70.8   64.50 ETF_Technology
----------------
RSI=28.8   0.345 NOK_2s5s
RSI=28.6   84.46 AUDJPY
RSI=28.1   1.118 SPA_5s10s_Bond
RSI=27.5  -0.239 POR_2y_Bond
RSI=27.4   0.935 CHF_5s30s
RSI=27.3   3.223 POR_30y_Bond
RSI=27.2   2.382 SPA_5s30s_Bond
RSI=21.3   0.530 POR_5y_Bond
RSI=13.9  -0.635 SEK_3m
RSI= 0.2  -0.751 CHF_3m

#rsi#fly#sek#cnh#gbp#eur#rate#chf#por#usd#jpy#fixing#curve#fx#stock#nok#etf#spa#xbt#krw#aud

Biggest Vol Moves

Biggest Vol Moves:
  +11.1%    +7.5    74.8 CAD_2y2y_bpVol
   +8.8%    +4.1    50.8 CAD_3m5y_bpVol
   +8.7%    +5.4    67.8 CAD_2y1y_bpVol
   +5.9%   +0.20    3.60 TYVIX
   +5.4%   +0.69   13.55 VSTOXX
   +5.1%    +2.1    43.5 AUD_1m5y_bpVol
   +4.6%    +2.3    52.2 AUD_1m10y_bpVol
   +4.5%    +1.3    30.3 AUD_1m2y_bpVol
------------------------
   -4.2%    -2.1    48.4 KRW_1y10y_bpVol
   -4.2%   -0.31    7.04 GBP_Vol1m
   -4.5%   -0.29    6.21 GBP_Vol1w
   -5.4%   -0.46    8.09 NOK_Vol1w
   -6.0%    -1.2    18.7 SEK_3m1y_bpVol
   -8.1%   -0.53    6.03 CHF_Vol1w
   -8.6%    -5.3    56.3 CAD_1y10y_bpVol
   -9.9%    -6.4    58.3 CAD_2y10y_bpVol

#bigmove#eur#sek#gbp#cad#chf#irvol#usd#nok#vol#fxvol#krw#aud

Biggest Rates Moves

Biggest Rates Moves:
   +4.5%  +0.048   1.122 USDvsNZD_5y5y
   +4.1%  +0.046   1.178 USDvsNZD_10y10y
   +9.0%  +0.039   0.473 USDvsNZD_10y_Bond
   +0.8%  +0.038   4.710 Shibor
          +0.037  -2.129 USDvsJPY_5y5y
   +6.5%  +0.035   0.574 USDvsNZD_2y2y
          +0.034  -1.013 EURvsJPY_5y5y
  +21.0%  +0.034   0.196 USDvsAUD_10y_Bond
   +7.0%  +0.034   0.516 AUDvsNZD_2y2y
   +5.5%  +0.033   0.631 AUDvsNZD_5y5y
------------------------
          -0.027  -0.099 USDvsAUD_1y1y
   -1.1%  -0.027   2.544 USD_5y5y
   -1.4%  -0.028   2.036 JPYvsKRW_1y1y
   -5.2%  -0.030   0.545 ITA_5y_Bond
          -0.031  -0.121 FRA_5y_Bond
   -1.8%  -0.037   1.971 AUD_1y1y
   -1.6%  -0.046   2.896 GRE_2y_Bond
  -12.1%  -0.055   0.400 JPY_5y5y_Inflation
          -0.066  -1.287 EURvsJPY_5y5y_Inflation
          -0.073  -1.858 USDvsJPY_5y5y_Inflation

#bigmove#eur#cnh#fixing#rate#ita#fra#jpy#usd#gre#xmarket#krw#aud#inflation#nzd

Biggest Market Moves

Biggest Market Moves:
  +17.0% +1403.4  9652.7 XBT
   +4.1%  +0.115   2.928 NaturalGas
   +0.6%   +45.8  8176.1 NZX50
   +0.6%    +7.1  1294.4 Gold
   +0.5% +0.0036  0.6912 NZD
   +0.5%    +5.5  1091.0 KRW
   +0.5% +0.0057  1.2769 CAD
   +0.3%  +0.470 140.390 BTP
   +0.3%  +0.500 167.640 Buxl
   +0.3%  +0.025   8.303 SEK
------------------------
   -1.0%   -0.67   67.27 Iron
   -1.0%   -7.38  725.50 OBX
   -1.0%   -0.47   45.13 ETF_EM_Vanguard
   -1.1%   -3.40  313.50 Copper
   -1.3% -0.0497  3.9056 TRY
   -1.4%   -36.5  2507.8 KOSPI
   -1.5%   -0.70   47.01 ETF_EM_MSCI
   -1.5% -0.0729  4.6483 EURTRY
   -1.6%   -0.77   47.17 ETF_China
   -2.8%  -0.400  13.759 ZAR

#bigmove#eur#sek#cad#commodity#ita#fx#stock#nok#em#zar#etf#xbt#krw#future#try#nzd

Z-Score Outliers

 1y Z-Score Outlier: USDvsAUD_1y1y (-3.00), GBP_5s30s (-2.90), USD_5s30s (-2.86), USDvsAUD_10y10y (-2.86), USD_5s30s_Bond (-2.80), USDvsAUD_10y (-2.79), SEK_2y_Bond (-2.75), GBP_5s10s (-2.73), USD_5s10s_Bond (-2.69), USDvsNZD_2y2y (-2.66), 2yNote (-2.63), USD_5s10s (-2.61), USD_10s30s_Bond (-2.55), USD_2y (+2.56), GBP_2s5s10s (+2.58), Nikkei (+2.60), KRW_2y_Bond (+2.68), EURTRY (+2.72), USD_2y_Bond (+2.84), KRW_1y (+2.93), XBT (+3.52)

 5y Z-Score Outlier: CAD_5s30s_Bond (-2.95), OBX (+2.52), USD_1y (+2.56), ETF_Internet (+2.57), MSCIAP (+2.57), Dow (+2.62), ETF_Technology (+2.67), USD_2y_Bond (+2.76), EURTRY (+2.77), KOSPI (+3.20), XBT (+6.80)

10y Z-Score Outlier: ETF_Internet (+2.63), ETF_Technology (+2.78), EURTRY (+3.09), XBT (+7.99)

#zscore, #eur, #cad, #gbp, #em, #aud, #sek, #usd, #nok, #xbt, #krw, #jpy, #xmarket, #future, #try, #fly, #asia, #rate, #curve, #fx, #stock, #etf, #nzd

New Highs & Lows

New  1y High: CHF_1y1y=-0.397, CHF_2y=-0.512, EURvsCHF_1y1y=-0.209, KRW_3m=1.630

New  1y Low : CAD_2s10s_Bond=0.437, CAD_2s5s_Bond=0.184, GBP_2s10s=0.486, GBP_5s10s=0.232, GBP_5s30s=0.422, SEK_2s5s10s_Bond=-0.326, USD_2s10s=0.401, USD_2s5s=0.193

New  5y High: USDvsJPY_2s10s=-0.186

New  5y Low : CAD_5s10s_Bond=0.253

New 10y High: NZX50=8176.1, XBT=9652.7

New 10y Low : EURvsUSD_2s10s=-0.591, SEK_3m=-0.635, USD_2s5s_Bond=0.307, USDvsAUD_1y1y=-0.099

#highlow, #fly, #sek, #cad, #gbp, #eur, #rate, #chf, #fixing, #usd, #jpy, #curve, #fx, #stock, #xmarket, #xbt, #krw, #aud, #nzd

Rate Recap

Rate            USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
Bond      2y   1.73 -0.69  0.46 -0.18  0.28  1.44 -0.89  0.50  1.76  1.95  2.07
Bond      5y   2.04 -0.33  0.73 -0.13        1.63 -0.26  1.04  2.09  2.36  2.33
Bond     10y   2.32  0.35  1.25  0.03 -0.14  1.89  0.69  1.50  2.51  2.78  2.52
Bond     30y   2.74  1.18  1.81  0.81  0.40  2.24                          2.52
-------------------------------------------------------------------------------
Bond    2s5s   0.32  0.36  0.27  0.05        0.19  0.63        0.33  0.42  0.26
Bond   2s10s   0.59  1.04  0.79  0.21 -0.42  0.46  1.57        0.75  0.83  0.45
Bond   5s10s   0.28  0.68  0.52  0.15        0.27  0.94  0.46  0.42  0.41  0.20
Bond   5s30s   0.70  1.51  1.08  0.94        0.61                          0.19
Bond  10s30s   0.42  0.83  0.56  0.78  0.54  0.34                         -0.01
Bond 2s5s10s   0.04 -0.31 -0.25 -0.10       -0.07 -0.32       -0.09  0.00  0.06
Bond5s10s30s  -0.14 -0.15 -0.04 -0.63       -0.08                          0.20
-------------------------------------------------------------------------------
Central Bank   1.25 -0.40  0.50 -0.10 -0.75  1.00 -0.50  0.50  1.50  1.75  1.25
OIS            1.16 -0.36  0.46                                                
3m             1.46 -0.33  0.52 -0.03 -0.75  1.40 -0.63  0.80  1.72  1.91  1.62
1y             1.74 -0.32  0.64  0.01 -0.63  1.60 -0.45  0.86  1.78  2.00  1.79
1y1y           2.06 -0.19  0.91  0.05 -0.41  1.94 -0.07  1.06  2.00  2.32  2.10
2y             1.91 -0.19  0.82  0.03 -0.52  1.77 -0.26  1.03  1.89  2.15  1.94
2y2y           2.23  0.33  1.17  0.11 -0.10  2.10  0.53  1.58  2.31  2.79  2.23
5y             2.11  0.21  1.06  0.10 -0.21  1.98  0.33  1.38  2.19  2.60  2.12
5y5y           2.56  1.43  1.59  0.39  0.67  2.46  1.90  2.32  3.03  3.63  2.32
10y            2.32  0.81  1.32  0.25  0.23  2.20  1.09  1.82  2.71  3.10  2.21
10y10y         2.73  2.04  1.76  1.05  1.06  2.92  2.52  2.41  3.39  3.87  2.30
20y            2.50  1.38  1.53  0.65  0.63  2.51  1.74  2.08  3.02        2.25
30y            2.53  1.48  1.51  0.84  0.73  2.46  1.84  2.10  3.08        2.25
-------------------------------------------------------------------------------
2s5s           0.20  0.40  0.24  0.07  0.31  0.21  0.58  0.34  0.30  0.45  0.17
2s10s          0.41  1.00  0.50  0.22  0.75  0.43  1.34  0.79  0.82  0.94  0.27
5s10s          0.21  0.60  0.26  0.15  0.44  0.22  0.76  0.45  0.52  0.49  0.10
5s30s          0.41  1.27  0.45  0.74  0.94  0.48  1.51  0.71  0.89        0.13
10s30s         0.20  0.67  0.20  0.59  0.50  0.26  0.75  0.27  0.37        0.04
2s5s10s       -0.01 -0.20 -0.02 -0.08 -0.12 -0.01 -0.17 -0.10 -0.23 -0.05  0.08
5s10s30s       0.01 -0.07  0.06 -0.44 -0.07 -0.03  0.01  0.17  0.15        0.06

#rate #recap#curve#fly#ger#eur#usd#chf#sek#nzd#nok#cad#krw#jpy#aud#gbp

Vol Recap

Volatility      USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
fxVol     1m         6.68  7.55  8.15  6.78  6.54  8.74  8.48  7.62  8.60      
fxVol     3m         6.29  7.46  8.17  6.52  6.38  8.09  8.21  7.63  8.66      
fxVol     6m         6.89  7.82  8.78  7.04  6.77  8.48  8.58  8.15  9.16      
fxVol     1y         7.30  8.25  9.22  7.62  7.32  8.76  9.00  8.72  9.68      
fxVol     2y         7.75  8.78  9.38  8.09  7.77  9.10  9.38  9.27 10.18      
-------------------------------------------------------------------------------
Realized  1m         7.99  8.33  6.52  7.36  5.82  8.98  9.98  6.75  7.89  5.81
Realized  3m         7.47  8.72  7.17  7.32  7.60  8.55  8.75  7.37  8.88  5.56
-------------------------------------------------------------------------------
Gamma     2y   43.5  16.1  38.3   9.8  37.8  57.3  28.5  34.1  40.9  43.8  47.0
Realized  1m   30.3   9.8  33.1   3.5  15.0  30.2  18.5  22.3  30.1  35.2  30.7
Realized  3m   32.1  10.4  35.7   5.2  14.6  41.8  22.8  16.2  36.1  28.0  36.9
-------------------------------------------------------------------------------
Gamma     5y   54.4  31.3  49.3  11.5  34.9  52.9  40.4  46.9  49.7  57.9  46.9
Realized  1m   40.9  22.6  44.4   9.6  20.2  38.4  27.1  26.8  44.2  36.2  35.8
Realized  3m   48.1  27.1  50.5  10.0  20.8  41.5  32.1  29.4  44.8  36.5  38.2
-------------------------------------------------------------------------------
Gamma    10y   58.2  38.9  54.4  15.6  42.3  56.4  44.7  45.6  55.4  64.9  51.0
Realized  1m   51.0  30.4  43.6  13.3  27.4  43.7  31.9  32.4  56.0  47.4  39.5
Realized  3m   53.8  35.1  51.2  13.6  28.0  44.0  37.3  35.7  51.8  44.6  38.5
-------------------------------------------------------------------------------
irVol   1m2y   34.1  10.5  32.6   7.2  35.9  45.7  19.1  29.3  29.0  34.6  46.6
irVol   1m5y   47.9  24.4  42.4   8.7  34.4  45.1  30.7  39.3  41.6  54.6  46.3
irVol  1m10y   52.7  29.5  46.5  11.7  35.4  48.4  36.9  36.6  49.9  62.0  50.9
irVol  1m30y   54.6  32.4  44.7  24.2                                          
irVol   3m2y   38.3  13.1  36.1   8.8  36.7  50.5  24.1  31.3  36.1  40.9  46.6
irVol   3m5y   50.2  27.2  47.1  10.4  34.7  47.8  35.1  41.1  47.3  56.7  46.5
irVol  3m10y   54.5  33.9  51.5  13.7  37.9  53.1  40.5  39.9  53.5  64.0  50.9
irVol  3m30y   54.6  36.5  49.0  24.4                                          
irVol   1y1y   43.7  18.8  34.3  10.6  38.0  58.7  32.2  46.6  43.9  48.7  44.4
irVol   1y2y   51.3  25.4  42.6  11.2  39.2  67.4  38.4  52.2  49.8  52.5  46.6
irVol   1y5y   60.5  38.9  55.6  13.1  40.3  58.5  47.5  57.6  53.9  59.7  46.6
irVol  1y10y   63.1  46.1  60.9  17.9  48.8  56.0  52.0  54.9  58.2  65.9  50.5
irVol  1y30y   60.1  47.1  58.0  29.8                                          
irVol   2y2y   62.0  38.1  54.2  13.9  49.1  66.1  49.5  60.4  61.5  59.2  46.2
irVol   2y5y   66.8  47.2  63.2  16.1  52.3  61.4  55.8  64.1  60.0  63.3  46.5
irVol  2y10y   68.3  52.8  66.2  21.3  58.1  64.7  59.3  62.8  61.1  67.8  47.2
irVol  2y30y   63.1  52.5  62.3  30.9                                          
irVol   5y5y   74.3  62.0  72.9  22.5                                          
irVol  5y10y   72.3  63.7  70.7  27.1                                          
irVol  5y30y   64.6  57.2  64.8  34.2                                          
irVol 10y10y   67.9  65.5  68.4  31.7                                          
irVol 10y30y   59.2  54.5  60.5  38.4                                          

#vol #recap#fxvol#irvol#eur#usd#chf#sek#nzd#nok#cad#krw#jpy#aud#gbp

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.62  43.9  70.9 AUD_1y1y
 0.71  48.7  68.2 NZD_1y1y
 0.77  34.3  44.3 GBP_1y1y
 0.83  18.1  21.8 NOK_1y
 0.84   6.7   8.0 EUR
 0.85   8.5  10.0 NOK
 0.88  11.7  13.3 JPY_10y
 0.89  49.9  56.0 AUD_10y
 0.91   8.7   9.6 JPY_5y
 0.91   7.5   8.3 GBP
 0.92   6.8   7.4 CHF
 0.93  21.0  22.5 NZD_1y
 0.94  41.6  44.2 AUD_5y
 0.95  42.4  44.4 GBP_5y
 0.96  29.0  30.1 AUD_2y
 0.97  43.7  45.1 USD_1y1y
 0.97  29.5  30.4 EUR_10y
 0.97   8.7   9.0 SEK
 0.98  34.6  35.2 NZD_2y
 0.98  32.6  33.1 GBP_2y
 0.99  54.6  55.3 USD_30y
 0.99  32.4  32.6 EUR_30y

#eur#usd#sek#chf#fx#nok#irvol#rate#gbp#jpy#aud#fxvol#nzd

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=98.3   4.652 Shibor
RSI=97.9   1.620 KRW_3m
RSI=96.9   1.462 USD_3m
RSI=90.2   0.462 Sonia
RSI=87.5   0.523 GBP_3m
RSI=76.2   1.743 USD_1y
RSI=74.0  -0.556 EURvsNOK_5s30s
RSI=73.7  -0.439 SPA_2s5s10s_Bond
RSI=72.3  4.6491 EURTRY
RSI=71.7  8166.2 XBT
----------------
RSI=26.9  -0.623 POR_2s5s10s_Bond
RSI=26.3   3.230 POR_30y_Bond
RSI=26.3   1.271 EUR_5s30s
RSI=25.2   0.201 EURvsSEK_2y2y
RSI=24.4   1.727 FRA_5s30s_Bond
RSI=22.4   0.544 POR_5y_Bond
RSI=19.9  -0.885 SEK_2y_Bond
RSI=19.4  1084.0 KRW
RSI=14.9  -0.630 SEK_3m
RSI= 0.2  -0.751 CHF_3m

#rsi#eur#em#chf#spa#sek#fra#fx#nok#rate#cnh#xbt#krw#usd#curve#fly#fixing#por#try#gbp#xmarket

Biggest Vol Moves

Biggest Vol Moves:
  +12.4%    +3.5    31.8 NOK_3m1y_bpVol
  +11.2%    +6.5    64.7 CAD_2y10y_bpVol
   +6.3%   +0.35    5.94 CHF_Vol1w
   +5.4%    +1.6    31.3 NOK_3m2y_bpVol
   +5.1%    +2.4    49.8 AUD_1y2y_bpVol
   +4.8%   +0.25    5.47 CAD_Vol1w
   +4.8%    +2.8    61.5 AUD_2y2y_bpVol
------------------------
   -7.3%    -2.5    31.6 EUR_1m20y_bpVol
   -7.3%    -2.9    36.6 NOK_1m10y_bpVol
   -7.4%    -2.6    32.4 EUR_1m30y_bpVol
   -7.5%    -3.0    36.9 SEK_1m10y_bpVol
   -7.5%    -2.4    29.5 EUR_1m10y_bpVol
   -8.4%    -5.6    61.4 CAD_2y1y_bpVol
   -8.7%    -4.4    46.2 KRW_2y2y_bpVol
   -9.0%    -4.3    43.6 KRW_3m1y_bpVol
   -9.1%    -4.3    43.1 KRW_1m1y_bpVol
  -10.9%    -8.1    66.1 CAD_2y2y_bpVol

#bigmove#eur#sek#chf#nok#irvol#krw#cad#aud#fxvol

Biggest Rates Moves

Biggest Rates Moves:
   +1.6%  +0.048   2.956 GRE_2y_Bond
   +5.3%  +0.040   0.800 NOK_3m
   +3.4%  +0.027   0.813 SEKvsNOK_10y_Bond
   +2.3%  +0.025   1.124 EURvsUSD_5y5y
  +11.3%  +0.024   0.237 EURvsSEK_5s30s
          +0.023  -0.098 FRA_5y_Bond
          +0.022  -0.414 CHF_1y1y
   +1.4%  +0.022   1.578 GERvsPOR_10y_Bond
          +0.022  -0.223 EURvsCHF_1y1y
          +0.022  -0.859 EURvsUSD_5s30s
------------------------
   -1.4%  -0.027   1.962 JPYvsKRW_10y
   -1.2%  -0.030   2.458 CAD_30y
   -1.4%  -0.030   2.097 CAD_2y2y
   -4.6%  -0.032   0.670 CHF_5y5y
   -1.4%  -0.033   2.327 KRW_5y_Bond
   -1.5%  -0.033   2.117 KRW_5y
          -0.033  -0.258 SEK_5y_Bond
   -1.5%  -0.034   2.228 KRW_2y2y
   -4.7%  -0.034   0.687 SEK_10y_Bond
   -1.7%  -0.036   2.116 JPYvsKRW_2y2y

#bigmove#eur#usd#chf#sek#jpy#fra#nok#rate#ger#krw#gre#fixing#por#cad#xmarket

Biggest Market Moves

Biggest Market Moves:
   +3.9%   +2.52   67.69 Iron
   +0.5%   +26.7  5379.5 CAC40
   +0.4%  +0.061  13.883 ZAR
   +0.4% +0.0034  0.8905 EURGBP
   +0.4% +0.0178  4.6491 EURTRY
   +0.4%   +0.23   63.55 Oil
   +0.3%    +9.5  3572.1 EuroStoxx
   +0.3%   +23.8  9315.6 SMI
   +0.2% +0.0029  1.1851 EUR
   +0.2%  +0.310 125.310 Gilt
------------------------
   -0.3%    -4.9  1612.6 OMX
   -0.3%  -0.034  10.831 GBPNOK
   -0.3% -0.0205  6.4013 CADNOK
   -0.3% -0.0125  3.5519 PLN
   -0.4%   -2.70  736.58 OBX
   -0.4%    -4.3  1152.4 MSCIEM
   -0.4%  -0.093  21.459 CZK
   -0.5%   -37.6  8166.2 XBT
   -0.5%  -0.041   8.297 SEK
   -0.5%  -0.350  64.575 INR

#bigmove#stock#inr#em#sek#chf#fx#fra#xbt#nok#cad#czk#eur#zar#pln#try#future#commodity#gbp

Z-Score Outliers

 1y Z-Score Outlier: SEK_2y_Bond (-3.15), USD_5s30s_Bond (-3.13), USD_5s30s (-3.10), USD_10s30s_Bond (-2.99), USDvsAUD_10y10y (-2.94), USDvsAUD_10y (-2.92), USDvsNZD_2y2y (-2.86), USD_5s10s_Bond (-2.85), USDvsNZD_10y (-2.81), USDvsAUD_1y1y (-2.80), CHF_5s10s (-2.74), 2yNote (-2.66), USD_5s10s (-2.65), SEK_5y_Bond (-2.58), USDvsNZD_10y10y (-2.55), GBP_5s30s (-2.54), KRW_2y (+2.53), TRY (+2.53), USD_2y (+2.54), Nikkei (+2.71), KRW_2y_Bond (+2.79), EURTRY (+2.82), USD_2y_Bond (+2.85), XBT (+2.91), KRW_1y (+2.94)

 5y Z-Score Outlier: CAD_5s30s_Bond (-2.97), ETF_Internet (+2.53), USD_1y (+2.55), Dow (+2.60), ETF_Technology (+2.64), MSCIAP (+2.68), OBX (+2.68), USD_2y_Bond (+2.75), EURTRY (+2.79), KOSPI (+3.43), XBT (+5.85)

10y Z-Score Outlier: TRY (+2.53), ETF_Internet (+2.61), ETF_Technology (+2.76), EURTRY (+3.10), XBT (+6.89)

#zscore, #xbt, #nok, #gbp, #asia, #chf, #fx, #try, #jpy, #aud, #etf, #xmarket, #stock, #eur, #krw, #future, #curve, #em, #sek, #usd, #rate, #cad, #nzd

New Highs & Lows

New  1y High: EURvsCHF_1y1y=-0.223, KRW_3m=1.620

New  1y Low : CHF_5s10s=0.438, CHF_5s10s30s=-0.065, CZK=21.459, EURCZK=25.428, EURvsNOK_2y2y=1.254, KRW=1084.0, NZD_10y10y=3.869, SEK_5y_Bond=-0.258, USD_2s10s=0.415, USDvsAUD_5y5y=0.473

New  5y High: USDvsJPY_2s10s=-0.197

New 10y High: EURTRY=4.6491, TotalReturn_MSCI_World=5779.76

New 10y Low : NZD_3m=1.905, SEK_2y_Bond=-0.885

#highlow, #eur, #em, #chf, #sek, #fx, #nzd, #usd, #nok, #rate, #czk, #krw, #curve, #fly, #fixing, #try, #jpy, #aud, #etf, #xmarket

Rate Recap

Rate            USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
Bond      2y   1.73 -0.70  0.47 -0.18  0.28  1.45 -0.88  0.50  1.77  1.96  2.08
Bond      5y   2.04 -0.33  0.75 -0.13        1.64 -0.23  1.04  2.10  2.38  2.36
Bond     10y   2.32  0.35  1.27  0.03 -0.13  1.90  0.72  1.51  2.52  2.79  2.54
Bond     30y   2.74  1.18  1.83  0.81  0.41  2.25                          2.52
-------------------------------------------------------------------------------
Bond    2s5s   0.32  0.37  0.29  0.05        0.19  0.65        0.33  0.42  0.28
Bond   2s10s   0.59  1.05  0.81  0.21 -0.42  0.45  1.60        0.75  0.83  0.46
Bond   5s10s   0.28  0.68  0.52  0.15        0.26  0.95  0.47  0.42  0.41  0.18
Bond   5s30s   0.70  1.52  1.08  0.94        0.61                          0.16
Bond  10s30s   0.42  0.83  0.56  0.78  0.54  0.35                         -0.02
Bond 2s5s10s   0.04 -0.32 -0.23 -0.10       -0.07 -0.29       -0.10  0.01  0.10
Bond5s10s30s  -0.14 -0.15 -0.03 -0.63       -0.09                          0.20
-------------------------------------------------------------------------------
Central Bank   1.25 -0.40  0.50 -0.10 -0.75  1.00 -0.50  0.50  1.50  1.75  1.25
OIS            1.16 -0.36  0.46                                                
3m             1.45 -0.33  0.52 -0.04 -0.75  1.40 -0.63  0.76  1.73  1.91  1.61
1y             1.74 -0.32  0.64  0.01 -0.63  1.60 -0.45  0.85  1.76  1.99  1.80
1y1y           2.06 -0.19  0.92  0.05 -0.44  1.95 -0.06  1.06  1.98  2.31  2.13
2y             1.90 -0.19  0.82  0.04 -0.54  1.78 -0.25  1.04  1.89  2.15  1.97
2y2y           2.23  0.32  1.19  0.11 -0.11  2.13  0.55  1.58  2.32  2.81  2.26
5y             2.11  0.19  1.07  0.10 -0.22  2.00  0.34  1.39  2.19  2.60  2.15
5y5y           2.55  1.45  1.61  0.39  0.70  2.47  1.92  2.33  3.04  3.63  2.34
10y            2.32  0.81  1.33  0.25  0.24  2.22  1.10  1.83  2.71  3.09  2.24
10y10y         2.73  2.05  1.78  1.05  1.07  2.93  2.53  2.42  3.39  3.88  2.32
20y            2.50  1.39  1.54  0.65  0.64  2.54  1.75  2.10  3.02        2.27
30y            2.52  1.49  1.53  0.84  0.73  2.49  1.84  2.10  3.07        2.27
-------------------------------------------------------------------------------
2s5s           0.21  0.39  0.25  0.06  0.32  0.21  0.58  0.34  0.30  0.45  0.18
2s10s          0.42  1.01  0.51  0.21  0.78  0.44  1.35  0.80  0.82  0.94  0.27
5s10s          0.21  0.62  0.26  0.15  0.46  0.23  0.77  0.45  0.52  0.49  0.09
5s30s          0.41  1.29  0.45  0.74  0.95  0.49  1.50  0.72  0.88        0.12
10s30s         0.20  0.67  0.19  0.59  0.49  0.27  0.73  0.27  0.37        0.04
2s5s10s        0.00 -0.24 -0.01 -0.09 -0.14 -0.01 -0.18 -0.10 -0.22 -0.04  0.10
5s10s30s       0.00 -0.05  0.07 -0.44 -0.04 -0.04  0.03  0.18  0.15        0.05

#rate #recap#curve#fly#ger#jpy#aud#cad#usd#krw#nok#sek#gbp#eur#nzd#chf

Vol Recap

Volatility      USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
fxVol     1m         6.67  7.61  8.20  6.66  6.53  8.71  8.53  7.68  8.83      
fxVol     3m         6.27  7.47  8.25  6.50  6.37  8.03  8.18  7.70  8.77      
fxVol     6m         6.89  7.81  8.85  6.98  6.77  8.39  8.49  8.21  9.24      
fxVol     1y         7.29  8.26  9.26  7.58  7.31  8.74  8.98  8.76  9.76      
fxVol     2y         7.73  8.78  9.43  8.09  7.78  9.13  9.41  9.28 10.24      
-------------------------------------------------------------------------------
Realized  1m         8.09  8.96  6.51  7.37  6.75  8.77  9.92  7.40  7.95  5.84
Realized  3m         7.45  8.72  7.23  7.32  7.62  8.48  8.76  7.36  8.87  5.56
-------------------------------------------------------------------------------
Gamma     2y   43.5  15.7  38.3   9.8  37.8  57.9  27.8  33.3  40.8  43.4  48.0
Realized  1m   30.3  10.0  33.9   3.4  13.9  31.3  18.7  22.5  35.9  35.0  29.8
Realized  3m   32.2  10.4  35.7   5.3  14.5  41.8  22.8  16.2  36.1  27.9  36.6
-------------------------------------------------------------------------------
Gamma     5y   54.4  31.1  49.2  11.5  34.9  54.5  40.1  46.7  49.8  57.8  47.0
Realized  1m   41.4  22.3  46.9   9.5  19.8  38.9  28.6  28.5  45.8  36.1  35.9
Realized  3m   48.3  27.1  50.4  10.0  20.7  41.9  32.2  29.4  45.0  36.6  37.4
-------------------------------------------------------------------------------
Gamma    10y   58.2  38.8  54.5  15.6  42.3  54.2  44.3  45.6  55.4  64.8  50.9
Realized  1m   51.1  30.9  47.2  13.2  27.7  43.9  34.3  34.4  55.9  47.6  41.7
Realized  3m   54.1  35.5  51.1  13.7  27.9  43.9  37.3  35.7  51.8  44.8  38.1
-------------------------------------------------------------------------------
irVol   1m2y   34.1  11.1  33.9   7.2  35.9  46.5  20.3  31.1  30.2  34.4  46.3
irVol   1m5y   47.9  25.6  43.8   8.7  34.4  44.9  32.2  41.3  43.6  54.5  46.3
irVol  1m10y   52.7  31.9  48.5  11.7  35.4  48.6  39.9  39.5  52.1  61.9  50.8
irVol  1m30y   54.6  35.0  46.6  24.2                                          
irVol   3m2y   38.3  12.3  36.1   8.8  36.7  51.0  23.8  29.7  36.3  40.6  46.6
irVol   3m5y   50.2  26.9  46.9  10.4  34.7  49.3  34.8  40.9  47.8  56.7  46.5
irVol  3m10y   54.5  33.8  51.8  13.7  37.9  51.8  40.3  40.0  53.9  64.0  50.8
irVol  3m30y   54.6  36.4  49.2  24.4                                          
irVol   1y1y   43.7  18.1  34.3  10.6  38.0  59.3  32.0  45.3  43.6  48.3  46.6
irVol   1y2y   51.3  24.8  42.6  11.2  39.2  68.4  38.1  50.9  47.4  51.8  48.1
irVol   1y5y   60.5  38.4  55.8  13.1  40.3  58.9  46.8  57.0  53.9  59.6  46.8
irVol  1y10y   63.1  46.0  61.0  17.9  48.8  56.3  51.9  54.9  58.1  65.8  50.4
irVol  1y30y   60.1  47.0  58.0  29.8                                          
irVol   2y2y   62.0  37.4  54.3  13.9  49.1  74.2  49.2  58.8  58.7  58.7  50.6
irVol   2y5y   66.8  47.0  63.4  16.1  52.3  63.6  55.6  63.9  60.2  63.0  47.1
irVol  2y10y   68.3  52.8  66.4  21.3  58.1  58.2  59.2  62.9  61.5  67.7  49.0
irVol  2y30y   63.1  52.5  62.5  30.0                                          
irVol   5y5y   74.3  61.9  72.9  22.5                                          
irVol  5y10y   72.3  63.7  70.7  27.1                                          
irVol  5y30y   64.6  57.2  64.8  33.3                                          
irVol 10y10y   67.9  65.3  68.4  31.7                                          
irVol 10y30y   59.2  54.3  60.5  38.0                                          

#vol #recap#fxvol#irvol#jpy#aud#cad#usd#krw#nok#sek#gbp#eur#nzd#chf

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.58  43.6  75.8 AUD_1y1y
 0.71  48.3  68.0 NZD_1y1y
 0.74  34.3  46.4 GBP_1y1y
 0.82   6.7   8.1 EUR
 0.83  17.8  21.4 NOK_1y
 0.84  30.2  35.9 AUD_2y
 0.85   7.6   9.0 GBP
 0.86   8.5   9.9 NOK
 0.89  11.7  13.2 JPY_10y
 0.90   6.7   7.4 CHF
 0.92   8.7   9.5 JPY_5y
 0.92  20.9  22.6 NZD_1y
 0.93  52.1  55.9 AUD_10y
 0.93  43.8  46.9 GBP_5y
 0.95  43.6  45.8 AUD_5y
 0.97   6.5   6.8 CAD
 0.97  43.7  45.1 USD_1y1y
 0.98  34.4  35.0 NZD_2y
 0.99  54.6  55.4 USD_30y
 0.99   8.7   8.8 SEK
 0.99  17.5  17.6 AUD_1y

#irvol#aud#jpy#usd#cad#fx#fxvol#nok#sek#gbp#eur#nzd#chf#rate

Crossed 200dma

Crossed 200dma:
 -0.088 CAD_5s10s30s_Bond
  25.23 ETF_Tsy_Bonds
  2.048 EUR_10y10y
  1.485 EUR_30y
 -0.234 GBP_2s5s10s_Bond
  1.610 GBP_5y5y
 111.22 JPY
  0.249 JPY_10y
  0.213 JPY_2s10s
  0.209 JPY_2s10s_Bond
 -0.101 JPY_2s5s10s_Bond
  0.054 JPY_2s5s_Bond
  0.155 JPY_5s10s_Bond
  0.937 JPY_5s30s_Bond
  0.037 KRW_10s30s
   8.53 NOK_Vol1m
   8.83 NZD_Vol1m
  2.968 NaturalGas
 -0.250 SEK_2y
  0.034 SEK_5s10s30s
  0.338 SPA_5y_Bond
  0.004 USD_2s5s10s
  2.524 USD_30y

#dma#commodity#curve#jpy#cad#usd#fx#fxvol#krw#nok#spa#sek#gbp#eur#nzd#fly#rate#etf

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=98.1   4.638 Shibor
RSI=97.7   1.610 KRW_3m
RSI=96.5   1.454 USD_3m
RSI=90.2   0.462 Sonia
RSI=87.5   0.523 GBP_3m
RSI=77.2  -0.419 SPA_2s5s10s_Bond
RSI=75.3   1.738 USD_1y
RSI=72.5  8203.8 XBT
RSI=71.4  568.47 MSCIAP
RSI=71.2  6867.4 Nasdaq
----------------
RSI=25.3   4.135 GRE_5y_Bond
RSI=24.8   1.114 SPA_5s10s_Bond
RSI=24.1  -0.367 ITA_2y_Bond
RSI=23.5   3.215 POR_30y_Bond
RSI=22.9  -0.227 POR_2y_Bond
RSI=21.3  -0.876 SEK_2y_Bond
RSI=20.4  1086.3 KRW
RSI=17.6   0.525 POR_5y_Bond
RSI=15.7  -0.626 SEK_3m
RSI= 0.2  -0.751 CHF_3m

#rsi#curve#gre#usd#por#fx#xbt#cnh#krw#asia#spa#sek#gbp#fly#stock#fixing#eur#em#chf#rate#ita

Biggest Vol Moves

Biggest Vol Moves:
  +10.3%   +0.66    7.09 JPY_Vol1w
   +9.4%    +5.2    60.2 AUD_2y5y_bpVol
   +9.1%    +4.2    50.6 KRW_2y2y_bpVol
   +4.9%    +1.2    25.6 EUR_1m5y_bpVol
   +4.9%    +1.5    32.2 SEK_1m5y_bpVol
   +3.7%   +0.20    5.59 CHF_Vol1w
   +3.5%    +1.8    53.9 AUD_1y5y_bpVol
   +2.7%    +1.3    49.6 CAD_6m1y_bpVol
------------------------
   -4.0%    -2.0    47.5 GBP_1m20y_bpVol
   -4.1%    -1.3    30.2 AUD_6m1y_bpVol
   -4.1%    -1.3    30.2 AUD_1m2y_bpVol
   -4.2%   -0.32    7.39 NZD_Vol1w
   -4.6%    -2.5    52.1 AUD_1m10y_bpVol
   -5.3%   -0.20    3.59 TYVIX
   -5.3%    -3.3    58.7 AUD_2y2y_bpVol
   -5.6%    -2.8    47.4 AUD_1y2y_bpVol
   -7.4%    -1.8    22.4 AUD_3m1y_bpVol

#bigmove#vol#jpy#aud#irvol#usd#cad#fxvol#krw#sek#eur#gbp#nzd#chf

Biggest Rates Moves

Biggest Rates Moves:
          +0.081  -2.492 USDvsCHF_1y1y
          +0.069  -2.337 USDvsCHF_2y2y
          +0.065  -0.102 USDvsCAD_2y2y
          +0.062  -2.003 USDvsJPY_1y1y
          +0.062  -2.119 USDvsJPY_2y2y
          +0.060  -1.141 USDvsGBP_1y1y
  +13.8%  +0.055   0.455 JPY_5y5y_Inflation
          +0.054  -1.042 USDvsGBP_2y2y
          +0.053  -1.212 EURvsJPY_5y5y_Inflation
          +0.050  -2.071 USDvsJPY_10y
------------------------
   -2.2%  -0.045   1.984 AUD_1y1y
   -8.7%  -0.045   0.473 USDvsAUD_5s30s
   -1.6%  -0.049   3.071 AUD_30y
   -2.3%  -0.050   2.114 USD_5y
   -1.7%  -0.057   3.387 AUD_10y10y
   -2.7%  -0.057   2.042 USD_5y_Bond
   -2.7%  -0.061   2.229 USD_2y2y
   -3.0%  -0.063   2.056 USD_1y1y
   -3.7%  -0.073   1.905 EURvsUSD_2y2y
   -3.4%  -0.078   2.247 EURvsUSD_1y1y

#bigmove#inflation#jpy#aud#cad#usd#eur#xmarket#gbp#chf#rate

Biggest Market Moves

Biggest Market Moves:
   +4.3%   +2.67   65.17 Iron
   +1.2%   +0.75   63.32 Oil
   +0.9%   +1.77  191.60 CommodityIndex
   +0.9%  +0.150  17.110 Silver
   +0.9%   +69.6  8203.8 XBT
   +0.8%   +10.5  1292.2 Gold
   +0.8% +0.0054  0.6883 NZD
   +0.7% +0.0084  1.1822 EUR
   +0.7% +0.0086  1.3325 GBP
   +0.5%   +3.01  568.47 MSCIAP
------------------------
   -0.9% -0.0318  3.5644 PLN
   -0.9% -0.0094  0.9820 CHF
   -1.0% -0.0382  3.9183 TRY
   -1.1%  -0.146  13.822 ZAR
   -1.1%  -0.092   8.338 SEK
   -1.1%   -1.23  111.22 JPY
   -1.2%  -0.689  58.498 RUB
   -1.2%    -153   13015 DAX
   -1.2%   -19.1  1617.5 OMX
   -1.6%  -0.049   2.968 NaturalGas

#bigmove#commodity#jpy#try#fx#xbt#asia#nzd#sek#gbp#ger#stock#pln#zar#em#chf#eur#rub

Z-Score Outliers

 1y Z-Score Outlier: USD_5s30s (-3.21), USD_5s30s_Bond (-3.20), USDvsAUD_10y10y (-3.20), SEK_2y_Bond (-3.10), USD_10s30s_Bond (-3.05), USDvsAUD_10y (-2.98), USDvsAUD_1y1y (-2.93), USD_5s10s_Bond (-2.90), USDvsNZD_10y (-2.87), USDvsNZD_2y2y (-2.80), USD_5s10s (-2.79), 2yNote (-2.71), GBP_5s30s (-2.56), USDvsNZD_10y10y (-2.56), USDvsNZD_5y5y (-2.51), USDvsCHF_5s30s (+2.51), USD_2y (+2.52), TRY (+2.55), KRW_2y2y (+2.56), JPYvsKRW_5y5y (+2.57), USDvsJPY_5s30s (+2.57), KRW_10y (+2.59), JPYvsKRW_10y_Bond (+2.61), JPYvsKRW_2y2y (+2.63), JPYvsKRW_10y (+2.65), KRW_5y (+2.68), KRW_5y_Bond (+2.68), KRW_2y (+2.74), Nikkei (+2.75), EURTRY (+2.78), KRW_2y_Bond (+2.90), USD_2y_Bond (+2.90), XBT (+2.98), KRW_1y (+3.17)

 5y Z-Score Outlier: CAD_5s30s_Bond (-3.00), ETF_Internet (+2.54), USD_1y (+2.54), Dow (+2.61), ETF_Technology (+2.65), MSCIAP (+2.72), OBX (+2.73), EURTRY (+2.76), USD_2y_Bond (+2.76), KOSPI (+3.47), XBT (+5.96)

10y Z-Score Outlier: TRY (+2.53), ETF_Internet (+2.61), ETF_Technology (+2.77), EURTRY (+3.08), XBT (+7.01)

#zscore, #krw, #asia, #stock, #future, #etf, #jpy, #aud, #fx, #gbp, #eur, #nzd, #try, #sek, #xmarket, #chf, #curve, #cad, #usd, #xbt, #nok, #em, #rate

New Highs & Lows

New  1y High: ETF_China=48.32, ETF_EM_Vanguard=45.77

New  1y Low : CAD_2s10s_Bond=0.449, CZK=21.552, EURCZK=25.480, EURvsNOK_2y2y=1.259, GBP_Vol1w=6.08, GERvsPOR_10y_Bond=1.556, KRW=1086.3, NZD_10y10y=3.881, POR_10y_Bond=1.905, POR_2s5s_Bond=0.752, POR_30y_Bond=3.215, USD_2s10s=0.416, USDvsAUD_10y10y=0.653

New  5y High: ETF_EM_MSCI=47.81, MSCIEM=1156.7, USDvsJPY_2s10s=-0.203

New  5y Low : CAD_5s10s_Bond=0.259, CAD_5s30s_Bond=0.606, USD_2s5s_Bond=0.315

New 10y High: ETF_Internet=110.05, MSCIAP=568.47, Nasdaq=6867.4, TotalReturn_MSCI_World=5770.29

New 10y Low : EURvsUSD_2s10s=-0.590, ITA_2y_Bond=-0.367, POR_2y_Bond=-0.227, POR_5y_Bond=0.525, USDvsAUD_10y=0.385

#highlow, #krw, #asia, #stock, #ita, #etf, #jpy, #aud, #fx, #gbp, #eur, #por, #nzd, #czk, #fxvol, #ger, #xmarket, #curve, #cad, #usd, #nok, #em, #rate

Rate Recap

Rate            USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
Bond      2y   1.77 -0.72  0.50 -0.20  0.29  1.46 -0.88  0.51  1.77  2.00  2.08
Bond      5y   2.10 -0.35  0.76 -0.13        1.65 -0.24  1.04  2.11  2.42  2.36
Bond     10y   2.36  0.35  1.27  0.03 -0.14  1.92  0.72  1.51  2.55  2.83  2.54
Bond     30y   2.76  1.20  1.82  0.81  0.42  2.26                          2.53
-------------------------------------------------------------------------------
Bond    2s5s   0.33  0.37  0.26  0.06        0.19  0.64        0.34  0.42  0.29
Bond   2s10s   0.58  1.07  0.78  0.23 -0.43  0.46  1.60        0.78  0.84  0.47
Bond   5s10s   0.26  0.70  0.52  0.17        0.27  0.96  0.47  0.44  0.41  0.18
Bond   5s30s   0.66  1.55  1.06  0.95        0.61                          0.17
Bond  10s30s   0.40  0.85  0.54  0.78  0.55  0.34                         -0.01
Bond 2s5s10s   0.07 -0.33 -0.26 -0.10       -0.07 -0.31       -0.10  0.01  0.10
Bond5s10s30s  -0.14 -0.15 -0.03 -0.62       -0.08                          0.20
-------------------------------------------------------------------------------
Central Bank   1.25 -0.40  0.50 -0.10 -0.75  1.00 -0.50  0.50  1.50  1.75  1.25
OIS            1.16 -0.36  0.46                                                
3m             1.45 -0.33  0.53 -0.03 -0.75  1.40 -0.63  0.77  1.72  1.92  1.61
1y             1.76 -0.32  0.64  0.01 -0.64  1.62 -0.46  0.84  1.76  1.99  1.79
1y1y           2.12 -0.21  0.92  0.05 -0.45  1.98 -0.07  1.05  2.03  2.32  2.12
2y             1.94 -0.18  0.83  0.03 -0.54  1.79 -0.26  1.03  1.90  2.15  1.95
2y2y           2.29  0.31  1.19  0.11 -0.12  2.12  0.54  1.58  2.35  2.82  2.26
5y             2.16  0.19  1.09  0.09 -0.23  2.01  0.33  1.38  2.21  2.63  2.14
5y5y           2.58  1.46  1.59  0.39  0.71  2.48  1.93  2.32  3.08  3.65  2.35
10y            2.36  0.81  1.33  0.24  0.24  2.23  1.10  1.82  2.75  3.12  2.24
10y10y         2.76  2.07  1.76  1.05  1.06  2.96  2.55  2.41  3.44  3.91  2.33
20y            2.54  1.39  1.53  0.64  0.65  2.55  1.75  2.08  3.07        2.28
30y            2.55  1.50  1.51  0.83  0.75  2.50  1.86  2.10  3.12        2.28
-------------------------------------------------------------------------------
2s5s           0.22  0.37  0.25  0.06  0.32  0.22  0.59  0.34  0.31  0.47  0.19
2s10s          0.42  0.99  0.50  0.21  0.79  0.45  1.36  0.80  0.85  0.96  0.29
5s10s          0.20  0.62  0.24  0.14  0.47  0.22  0.78  0.45  0.54  0.49  0.10
5s30s          0.39  1.31  0.43  0.73  0.97  0.49  1.53  0.72  0.91        0.14
10s30s         0.19  0.69  0.18  0.59  0.51  0.27  0.76  0.27  0.37        0.04
2s5s10s        0.03 -0.25  0.01 -0.08 -0.15 -0.00 -0.18 -0.10 -0.22 -0.01  0.09
5s10s30s       0.00 -0.07  0.06 -0.44 -0.04 -0.04  0.02  0.18  0.17        0.06

#rate #recap#curve#fly#ger#chf#nok#nzd#krw#sek#usd#jpy#eur#gbp#cad#aud

Vol Recap

Volatility      USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
fxVol     1m         6.72  7.83  8.19  6.76  6.63  8.84  8.68  7.84  8.93      
fxVol     3m         6.30  7.64  8.18  6.48  6.44  8.14  8.31  7.82  8.93      
fxVol     6m         6.88  7.95  8.77  7.03  6.86  8.47  8.60  8.29  9.39      
fxVol     1y         7.27  8.35  9.24  7.55  7.36  8.81  9.03  8.85  9.82      
fxVol     2y         7.71  8.90  9.42  8.06  7.82  9.14  9.37  9.34 10.32      
-------------------------------------------------------------------------------
Realized  1m         7.69  8.89  5.65  6.91  6.34  7.64  9.46  7.11  7.86  5.80
Realized  3m         7.35  8.65  6.93  7.08  7.51  8.21  8.70  7.27  8.80  5.57
-------------------------------------------------------------------------------
Gamma     2y   43.8  15.7  38.3   9.8  37.8  56.6  27.8  33.2  41.5  43.9  48.0
Realized  1m   26.5   9.3  33.9   3.2  14.1  31.7  18.3  22.9  37.2  34.9  29.5
Realized  3m   31.7  10.2  35.6   5.3  14.5  41.9  22.8  16.1  36.1  27.9  36.5
-------------------------------------------------------------------------------
Gamma     5y   55.3  30.6  49.6  11.4  34.9  54.7  39.5  45.7  50.6  58.6  47.2
Realized  1m   40.0  24.5  47.7   9.5  20.7  41.0  30.6  28.9  46.5  34.3  36.2
Realized  3m   48.0  27.4  50.4  10.0  20.7  41.9  32.1  29.4  45.1  35.9  37.5
-------------------------------------------------------------------------------
Gamma    10y   59.1  38.8  55.1  15.6  42.3  55.0  44.6  45.6  56.4  65.5  51.0
Realized  1m   53.8  32.7  48.4  12.7  29.2  46.7  37.1  35.2  58.1  47.1  42.0
Realized  3m   54.5  35.8  51.4  13.5  28.1  44.5  37.3  35.7  51.3  44.4  38.2
-------------------------------------------------------------------------------
irVol   1m2y   34.7  11.1  33.9   7.5  35.9  46.0  20.3  31.7  31.5  34.5  46.4
irVol   1m5y   48.7  24.4  45.3   8.7  34.4  45.1  30.7  40.3  45.4  55.3  46.3
irVol  1m10y   53.6  32.2  50.2  11.3  35.4  49.3  40.2  40.8  54.6  62.6  50.9
irVol  1m30y   55.3  34.6  48.3  24.4                                          
irVol   3m2y   38.6  12.3  36.1   8.8  36.7  50.4  23.8  29.4  36.8  40.9  46.7
irVol   3m5y   50.8  26.5  47.4  10.4  34.7  49.7  34.3  40.2  48.3  57.4  46.6
irVol  3m10y   55.3  34.1  52.7  14.0  37.9  52.1  40.8  40.5  54.7  64.6  50.7
irVol  3m30y   55.4  36.0  50.2  24.7                                          
irVol   1y1y   44.3  18.1  34.6  10.6  38.0  59.7  32.0  44.8  44.3  48.6  46.3
irVol   1y2y   51.8  24.4  42.9  11.2  39.2  68.5  37.8  50.1  50.2  52.6  47.9
irVol   1y5y   61.4  37.9  55.9  13.1  40.3  58.8  46.3  56.1  52.1  60.4  47.5
irVol  1y10y   64.0  46.2  61.1  18.0  48.8  56.8  52.1  55.0  59.1  66.5  51.0
irVol  1y30y   61.0  47.3  58.1  29.7                                          
irVol   2y2y   62.2  37.4  54.3  13.9  49.1  73.5  49.2  59.4  62.0  59.8  46.4
irVol   2y5y   67.3  46.9  63.5  16.1  52.3  63.6  55.4  63.4  55.0  63.7  46.8
irVol  2y10y   68.8  52.9  66.5  21.4  58.1  58.5  59.4  62.8  61.8  68.4  48.0
irVol  2y30y   63.6  52.7  62.6  30.0                                          
irVol   5y5y   74.5  61.9  72.9  22.5                                          
irVol  5y10y   72.5  63.7  70.7  27.1                                          
irVol  5y30y   64.7  57.2  64.8  33.0                                          
irVol 10y10y   68.0  65.0  68.4  31.7                                          
irVol 10y30y   59.3  54.1  60.5  37.4                                          

#vol #recap#fxvol#irvol#chf#nok#nzd#krw#sek#usd#jpy#eur#gbp#cad#aud

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.57  44.3  77.4 AUD_1y1y
 0.72  48.6  67.8 NZD_1y1y
 0.73  34.6  47.3 GBP_1y1y
 0.83  18.1  21.7 NOK_1y
 0.85  31.5  37.2 AUD_2y
 0.87   6.7   7.7 EUR
 0.88   7.8   8.9 GBP
 0.89  11.3  12.7 JPY_10y
 0.92   8.7   9.5 JPY_5y
 0.92  21.0  22.9 NZD_1y
 0.92   8.7   9.5 NOK
 0.93  55.3  59.3 USD_30y
 0.94  54.6  58.1 AUD_10y
 0.95  45.3  47.7 GBP_5y
 0.96  54.7  56.9 USD_20y
 0.98  45.4  46.5 AUD_5y
 0.98   6.8   6.9 CHF
 0.98  17.7  18.0 AUD_1y
 0.98  32.2  32.7 EUR_10y
 0.99  34.5  34.9 NZD_2y
 0.99  34.6  34.9 EUR_30y
 0.99  34.1  34.3 EUR_20y
 1.00  24.4  24.5 EUR_5y
 1.00  53.6  53.8 USD_10y

#rate#fx#irvol#chf#nzd#nok#usd#fxvol#jpy#eur#gbp#aud

Crossed 200dma

Crossed 200dma:
166.980 Buxl
  2.262 CAD_30y_Bond
 -0.042 CAD_5s10s30s
  0.785 CHF_2s10s
  0.974 CHF_5s30s
  0.813 EUR_10y
  1.393 EUR_20y
  0.193 EUR_5y
  1.463 EUR_5y5y
  1.261 FRA_2s10s_Bond
 7411.3 FTSE100
  0.253 GBP_2s5s
  1.594 GBP_5y5y
   7.83 GBP_Vol1m
 -0.327 GER_2s5s10s_Bond
 -0.305 ITA_2s5s10s_Bond
  2.398 ITA_5s30s_Bond
 -0.103 JPY_2s5s10s_Bond
  0.828 JPY_30y
  0.734 JPY_5s30s
  0.948 JPY_5s30s_Bond
  0.094 JPY_5y
 8.2129 NOK
  2.412 NOK_10y10y
  0.345 NOK_2s5s
 -0.105 NOK_2s5s10s
 -0.260 SEK_2y
  0.020 SEK_5s10s30s
  1.262 SPA_10s30s_Bond
  1.823 SPA_2s10s_Bond
  0.025 USD_2s5s10s
  12.98 VIX2
  13.88 VIX3
  14.68 VIX4

#dma#stock#rate#fx#vol#chf#nok#cad#ger#future#sek#usd#spa#fxvol#jpy#fra#curve#eur#gbp#ita#fly

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=98.0   4.624 Shibor
RSI=97.7   1.610 KRW_3m
RSI=95.9   1.446 USD_3m
RSI=91.4   0.526 GBP_3m
RSI=90.2   0.462 Sonia
RSI=86.1   1.756 USD_1y
RSI=82.5   1.772 USD_2y_Bond
RSI=77.0  -0.423 SPA_2s5s10s_Bond
RSI=74.9   1.943 USD_2y
RSI=73.8  4.6462 EURTRY
----------------
RSI=22.9  98.213 Eurodollar_Whites
RSI=22.5 107.391 2yNote
RSI=22.4  1090.8 KRW
RSI=22.2   0.659 USD_5s30s_Bond
RSI=22.1   4.121 GRE_5y_Bond
RSI=21.8   0.402 USD_10s30s_Bond
RSI=19.5  -0.879 SEK_2y_Bond
RSI=18.5   0.541 POR_5y_Bond
RSI= 8.9  -0.632 SEK_3m
RSI= 0.2  -0.751 CHF_3m

#rsi#rate#cnh#fixing#fx#em#chf#future#krw#sek#usd#spa#curve#por#gbp#eur#fly#gre#try

Biggest Vol Moves

Biggest Vol Moves:
  +14.6%    +3.1    24.3 USD_1m1y_bpVol
   +9.5%    +2.5    28.9 USD_3m1y_bpVol
   +5.8%    +1.9    34.7 USD_1m2y_bpVol
   +3.9%    +1.3    34.9 USD_6m1y_bpVol
   +3.5%    +1.3    38.6 USD_3m2y_bpVol
   +2.9%    +1.9    67.0 CAD_2y1y_bpVol
   +1.8%   +0.13    7.49 NOK_Vol1w
------------------------
   -6.0%   -0.34    5.33 EUR_Vol1w
   -6.2%    -2.5    37.8 CHF_6m2y_bpVol
   -6.2%    -2.5    37.8 CHF_2yGamma
   -6.8%    -2.7    36.7 CHF_3m2y_bpVol
   -8.3%   -0.55    6.10 GBP_Vol1w
   -8.3%    -3.2    35.4 CHF_1m10y_bpVol
   -8.3%    -4.2    46.4 KRW_2y2y_bpVol
   -8.6%   -0.92    9.73 VIX
   -9.2%    -5.6    55.0 AUD_2y5y_bpVol

#bigmove#irvol#vol#chf#nok#krw#usd#fxvol#eur#gbp#cad#aud

Biggest Rates Moves

Biggest Rates Moves:
   +1.6%  +0.077   4.984 GERvsGRE_10y_Bond
   +1.2%  +0.065   5.335 GRE_10y_Bond
   +8.4%  +0.060   0.770 NOK_3m
          +0.047  -1.021 EURvsJPY_10y10y
   +9.9%  +0.043   0.479 USDvsNZD_10y_Bond
  +12.4%  +0.038   0.345 USDvsJPY_5s30s
   +1.6%  +0.034   2.119 USD_1y1y
          +0.034  -0.787 EURvsJPY_2s10s
   +1.4%  +0.033   2.325 EURvsUSD_1y1y
 +550.0%  +0.033   0.039 USDvsGBP_5s30s
------------------------
   -7.7%  -0.045   0.541 POR_5y_Bond
   -1.6%  -0.047   2.823 NZD_2y2y
   -2.4%  -0.050   2.071 EUR_10y10y
          -0.051  -0.167 USDvsCAD_2y2y
   -3.1%  -0.052   1.646 FRA_30y_Bond
   -1.8%  -0.058   3.225 POR_30y_Bond
  -23.0%  -0.061   0.204 USDvsNZD_1y1y
  -10.6%  -0.063   0.533 USDvsNZD_2y2y
   -2.3%  -0.064   2.740 SPA_30y_Bond
   -2.7%  -0.070   2.483 CAD_5y5y

#bigmove#rate#fixing#ger#nok#nzd#usd#spa#fra#jpy#gbp#xmarket#por#eur#cad#gre

Biggest Market Moves

Biggest Market Moves:
   +2.7%   +1.26   48.23 ETF_China
   +1.3%   +0.63   47.69 ETF_EM_MSCI
   +1.3%   +14.9  1151.0 MSCIEM
   +1.2%   +1.35  109.75 ETF_Internet
   +1.2%   +0.56   45.62 ETF_EM_Vanguard
   +1.2%   +3.60  312.90 Copper
   +1.1%   +6.30  565.46 MSCIAP
   +1.1%   +71.8  6862.5 Nasdaq
   +1.1%   +0.67   64.26 ETF_Technology
   +1.0%   +7.62  739.67 OBX
------------------------
   -0.7%  -0.055   8.430 SEK
   -0.7% -0.0426  6.4258 CADNOK
   -0.8%  -0.125  14.692 CADMXN
   -0.9%  -0.088   9.640 EURNOK
   -0.9%  -0.101  10.874 GBPNOK
   -0.9% -0.0783  8.2129 NOK
   -1.0%  -0.030   3.017 NaturalGas
   -1.2%  -0.222  18.774 MXN
   -1.3%  -110.8  8134.2 XBT
   -1.5%   -0.97   62.50 Iron

#bigmove#stock#fx#xbt#etf#nok#commodity#asia#sek#usd#eur#gbp#cad#mxn#em

Z-Score Outliers

 1y Z-Score Outlier: USD_5s30s (-3.66), USD_5s30s_Bond (-3.62), USD_10s30s_Bond (-3.43), USD_5s10s_Bond (-3.29), 2yNote (-3.24), SEK_2y_Bond (-3.21), USDvsNZD_2y2y (-3.20), USDvsAUD_1y1y (-3.13), USD_5s10s (-3.08), USDvsNZD_10y (-3.04), GBP_5s30s (-3.01), USDvsAUD_10y (-2.99), USD_10s30s (-2.89), USDvsJPY_1y1y (-2.82), USDvsNZD_1y1y (-2.80), USDvsAUD_10y10y (-2.75), GBP_5s10s (-2.64), USDvsNZD_5y5y (-2.64), CHF_2s10s_Bond (-2.60), USDvsNZD_10y10y (-2.57), KRW_10y_Bond (+2.52), KRW_2y2y (+2.56), JPYvsKRW_10y_Bond (+2.63), JPYvsKRW_2y2y (+2.64), KRW_10y (+2.64), KRW_5y (+2.66), KRW_2y (+2.67), Nikkei (+2.68), KRW_5y_Bond (+2.74), JPYvsKRW_5y5y (+2.75), USD_1y1y (+2.75), JPYvsKRW_10y (+2.79), USDvsJPY_5s30s (+2.81), USD_2y (+2.85), EURTRY (+2.89), TRY (+2.90), KRW_2y_Bond (+2.95), XBT (+3.01), EURvsUSD_1y1y (+3.05), KRW_1y (+3.05), USDvsCHF_5s30s (+3.19), USD_2y_Bond (+3.28)

 5y Z-Score Outlier: CAD_5s30s_Bond (-3.00), Eurodollar_Whites (-2.55), ETF_Internet (+2.53), USD_2y (+2.57), USD_1y (+2.59), Dow (+2.64), MSCIAP (+2.65), ETF_Technology (+2.67), OBX (+2.74), EURTRY (+2.80), USD_2y_Bond (+2.89), KOSPI (+3.42), XBT (+5.99)

10y Z-Score Outlier: TRY (+2.59), ETF_Internet (+2.60), ETF_Technology (+2.78), EURTRY (+3.11), XBT (+7.04)

#zscore, #future, #asia, #usd, #eur, #cad, #fx, #xbt, #chf, #etf, #nzd, #sek, #gbp, #try, #nok, #krw, #aud, #stock, #rate, #jpy, #xmarket, #curve, #em

New Highs & Lows

New  1y High: ETF_China=48.23, ETF_EM_Vanguard=45.62, SMI=9324.5, USDvsCHF_5s30s=0.585, USDvsJPY_2s10s=-0.211, USDvsJPY_5s30s=0.345

New  1y Low : 2yNote=107.391, CAD_2s10s_Bond=0.456, CAD_Vol1w=5.16, EURCZK=25.491, GBP_10s30s=0.185, GBP_5s30s=0.428, GBP_5s30s_Bond=1.058, GBP_Vol1w=6.10, GERvsPOR_10y_Bond=1.566, KRW=1090.8, NZD_10y10y=3.910, POR_10y_Bond=1.917, POR_2s5s_Bond=0.756, POR_30y_Bond=3.225, SEK_5y_Bond=-0.236, USD_2s10s=0.417, USDvsAUD_10y10y=0.687

New  5y High: ETF_EM_MSCI=47.69, MSCIEM=1151.0, USD_1y=1.756, USD_1y1y=2.119, USD_2y=1.943, USD_2y_Bond=1.772, USDvsCHF_2s10s=0.368

New  5y Low : CAD_5s10s_Bond=0.265, Eurodollar_Whites=98.213, GBP_10s30s_Bond=0.543, USD_10s30s=0.193, USD_10s30s_Bond=0.402, USD_2s5s_Bond=0.327, USD_5s30s=0.389, USDvsJPY_1y1y=-2.065

New 10y High: Dow=23591, ETF_Internet=109.75, ETF_Technology=64.26, EURTRY=4.6462, EURvsUSD_1y1y=2.325, MSCIAP=565.46, Nasdaq=6862.5, OAT=158.890, S&P500=2599.0, TRY=3.9565

New 10y Low : EURvsUSD_5s30s=-0.918, ITA_2y_Bond=-0.364, POR_2y_Bond=-0.215, POR_5y_Bond=0.541, SEK_2y_Bond=-0.879, USD_2s10s_Bond=0.584, USD_5s10s=0.196, USD_5s10s_Bond=0.257, USD_5s30s_Bond=0.659, USDvsAUD_10y=0.389, USDvsAUD_1y1y=-0.090, USDvsAUD_2y2y=0.064, USDvsNZD_10y=0.760, USDvsNZD_1y1y=0.204, USDvsNZD_2y2y=0.533

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