Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.38  50.7 133.6 AUD_1y1y
 0.63  37.5  59.4 AUD_2y
 0.72  41.2  57.4 CAD_1y1y
 0.73  52.2  71.8 USD_1y1y
 0.93   8.4   9.0 GBP
 0.98   9.0   9.2 AUD

Biggest Vol Moves

Biggest Vol Moves:
  +13.1%   +2.55   22.09 VSTOXX
   +9.5%    +5.5    63.2 NOK_1m1y_bpVol
   +9.4%    +2.1    24.5 SEK_1m1y_bpVol
   +9.3%    +1.5    17.6 EUR_1m1y_bpVol
   +9.2%   +1.18   14.05 VIX
   +7.3%    +2.1    30.7 SEK_1m2y_bpVol
   +7.2%    +4.5    66.8 NOK_1m2y_bpVol
   +7.2%    +1.6    23.9 EUR_1m2y_bpVol
   +7.1%   +1.00   15.03 VIX1
   +6.8%   +1.60   25.10 VSTOXX1
------------------------
   -2.7%   -0.17    6.11 EUR_Vol1w
   -2.8%    -1.2    41.6 SEK_1y1y_bpVol
   -3.0%   -0.23    7.54 CHF_Vol3m
   -3.4%    -1.3    37.5 AUD_1m2y_bpVol
   -3.5%    -2.3    63.0 AUD_1m5y_bpVol
   -3.8%   -0.22    5.52 CHF_Vol1w
   -4.4%   -0.28    6.03 CAD_Vol1w
   -5.0%    -2.3    44.2 KRW_1y10y_bpVol
   -6.2%   -0.54    8.21 JPY_Vol1w
   -6.8%   -0.50    6.91 GBP_Vol1w

Biggest Rates Moves

Biggest Rates Moves:
  +20.9%  +0.097   0.562 AUDvsNZD_1y1y
   +7.2%  +0.081   1.213 USDvsNZD_5y5y
          +0.073  -1.857 USDvsJPY_5y5y_Inflation
  +10.7%  +0.072   0.748 USDvsNZD_10y_Bond
  +12.3%  +0.068   0.621 AUDvsNZD_5y5y
  +15.6%  +0.065   0.482 AUDvsNZD_10y
   +6.8%  +0.065   1.014 USDvsNZD_10y
   +9.5%  +0.064   0.738 AUDvsNZD_10y10y
   +9.5%  +0.062   0.715 AUDvsNZD_2y2y
   +8.9%  +0.059   0.724 GERvsFRA_10y_Bond
------------------------
   -1.8%  -0.042   2.357 AUD_2y2y
   -1.9%  -0.044   2.207 SPAvsPOR_10y_Bond
   -8.9%  -0.045   0.458 USDvsAUD_5s30s
   -1.2%  -0.045   3.820 POR_10y_Bond
   -3.2%  -0.054   1.643 GBP_10y10y
   -0.9%  -0.062   6.574 GERvsGRE_10y_Bond
  -44.0%  -0.080   0.102 USDvsAUD_1y1y
   -1.2%  -0.083   6.781 GRE_10y_Bond
   -5.0%  -0.101   1.906 AUD_1y1y
   -2.9%  -0.221   7.443 GRE_2y_Bond

Biggest Market Moves

Biggest Market Moves:
   +1.4%  +0.193  13.952 ZAR
   +1.3%   +0.74   55.98 Oil
   +0.9%   +50.4  5912.9 ASX200
   +0.7%  +0.103  14.017 CADMXN
   +0.7%    +133   18798 Nikkei
   +0.7%    +9.8  1499.6 Topix
   +0.6%    +6.4  1143.4 KRW
   +0.5%   +0.56  121.27 ETF_20+_Bonds
   +0.4%  +0.285  64.565 INR
   +0.4%     +64   15731 TSX
------------------------
   -0.5%   -0.19   39.78 ETF_EM_Vanguard
   -0.5% -0.0072  1.3326 CAD
   -0.5%   -27.9  5107.4 CAC40
   -0.6%   -0.23   38.51 ETF_China
   -0.6% -0.0060  0.9996 AUDCAD
   -0.9%   -18.4  2133.3 KOSPI
   -1.0%   -0.74   74.71 Iron
   -1.1%   -1.35  124.60 SX7E
   -1.3%  -0.230  17.920 Silver
   -1.6%   -4.30  260.40 Copper

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.40  51.8 129.7 AUD_1y1y
 0.66  38.8  58.4 AUD_2y
 0.69  40.3  58.7 CAD_1y1y
 0.72  52.0  71.8 USD_1y1y
 0.92   8.6   9.3 AUD
 0.93   8.4   9.0 GBP
 0.99   8.6   8.7 NZD

Biggest Vol Moves

Biggest Vol Moves:
   +8.8%    +3.9    48.1 AUD_6m2y_bpVol
   +7.7%    +3.1    43.6 AUD_3m2y_bpVol
   +7.4%    +4.5    65.3 AUD_1m5y_bpVol
   +7.0%    +2.3    35.0 AUD_6m1y_bpVol
   +6.5%    +4.6    75.9 AUD_1m10y_bpVol
   +6.4%    +1.8    29.9 AUD_3m1y_bpVol
   +6.0%    +2.6    46.3 KRW_2y10y_bpVol
   +5.9%    +3.7    66.4 AUD_3m5y_bpVol
   +5.7%   +0.36    6.66 CAD_Vol1m
   +5.6%    +3.6    67.6 AUD_6m5y_bpVol
------------------------
   -3.0%    -1.5    47.8 SEK_3m5y_bpVol
   -3.5%   -0.32    8.75 JPY_Vol1w
   -5.4%   -0.36    6.28 EUR_Vol1w
   -5.4%    -3.5    60.9 CAD_1m5y_bpVol
   -5.5%   -0.41    7.03 NOK_Vol1w
   -6.8%   -0.42    5.74 CHF_Vol1w
   -7.5%   -0.60    7.41 GBP_Vol1w
   -7.6%   -0.57    6.97 AUD_Vol1w
   -8.4%   -0.65    7.04 SEK_Vol1w
   -9.4%   -0.70    6.76 NZD_Vol1w

Biggest Rates Moves

Biggest Rates Moves:
  +21.5%  +0.089   0.503 USDvsAUD_5s30s
   +4.4%  +0.084   2.007 AUD_1y1y
   +4.2%  +0.081   2.014 EURvsUSD_2y2y
   +3.9%  +0.075   2.013 EURvsUSD_1y1y
   +3.1%  +0.067   2.236 USD_2y2y
   +3.6%  +0.063   1.825 USD_1y1y
   +3.3%  +0.061   1.920 USD_5y_Bond
   +4.8%  +0.058   1.263 CAD_1y1y
   +2.7%  +0.053   2.027 USD_5y
   +3.6%  +0.051   1.463 CAD_5y
------------------------
   -7.3%  -0.075   0.949 USDvsNZD_10y
          -0.077  -2.546 USDvsCHF_10y_Bond
  -15.4%  -0.085   0.465 AUDvsNZD_1y1y
          -0.088  -1.310 USDvsGBP_1y1y
          -0.091  -2.560 USDvsCHF_2y2y
          -0.095  -1.361 USDvsGBP_2y2y
  -10.9%  -0.100   0.816 USDvsNZD_2y2y
   -3.3%  -0.227   6.636 GERvsGRE_10y_Bond
   -3.0%  -0.240   7.664 GRE_2y_Bond
   -3.7%  -0.262   6.864 GRE_10y_Bond

Biggest Market Moves

Biggest Market Moves:
   +1.5%  +0.870  57.251 RUB
   +0.7%  +1.140 172.200 Buxl
   +0.7% +0.0241  3.7332 TRY
   +0.7%    +9.6  1489.8 Topix
   +0.6%   +0.35   55.24 Oil
   +0.6%   +46.2  7349.4 FTSE100
   +0.6%    +6.2  1137.0 KRW
   +0.6%  +0.050   9.074 SEK
   +0.5% +0.0344  6.4640 CADNOK
   +0.5%   +0.51  101.18 DXY
------------------------
   -0.4%  -0.060  13.914 CADMXN
   -0.4%  -0.082  18.666 MXN
   -0.5%   -0.69  137.48 GBPJPY
   -0.5% -0.0053  1.0591 EUR
   -0.6%  -0.100  18.150 Silver
   -0.6% -0.0045  0.7500 AUD
   -0.6%   -45.7  7243.8 NZX50
   -0.6% -0.0064  1.0056 AUDCAD
   -0.8% -0.0099  1.2371 GBP
   -6.8%   -5.47   75.45 Iron

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.40  50.6 125.3 AUD_1y1y
 0.65  36.9  56.6 AUD_2y
 0.73  40.3  54.9 CAD_1y1y
 0.75  51.8  69.3 USD_1y1y
 0.87  46.6  53.5 EUR_5y
 0.95   8.7   9.2 AUD
 0.96  27.3  28.4 EUR_1y1y
 0.99  44.9  45.5 KRW_10y
 1.00   8.6   8.6 NZD

Biggest Vol Moves

Biggest Vol Moves:
  +36.0%   +3.15   11.89 EUR_Vol1m
  +22.5%   +2.02   10.98 SEK_Vol1m
  +19.7%   +1.79   10.89 JPY_Vol1m
  +15.2%   +1.09    8.28 CHF_Vol1m
  +12.4%   +1.14   10.31 NOK_Vol1m
   +9.9%   +0.78    8.66 AUD_Vol1m
   +9.7%    +6.9    78.4 NOK_1m5y_bpVol
   +9.5%    +5.0    57.4 NOK_1m1y_bpVol
   +9.4%    +4.0    46.6 EUR_1m5y_bpVol
   +9.3%    +1.9    22.3 EUR_1m2y_bpVol
------------------------
   -3.4%    -1.3    36.7 KRW_1m2y_bpVol
   -3.9%   -0.50   12.39 VIX
   -3.9%    -1.8    43.9 KRW_3m5y_bpVol
   -4.0%    -1.8    43.5 KRW_1m5y_bpVol
   -4.0%    -1.5    35.9 KRW_1y1y_bpVol
   -5.0%    -2.3    43.7 KRW_2y10y_bpVol
   -6.3%    -3.0    44.4 KRW_6m10y_bpVol
   -7.2%    -3.5    45.1 KRW_3m10y_bpVol
   -7.2%    -3.5    44.9 KRW_1m10y_bpVol

Biggest Rates Moves

Biggest Rates Moves:
  +11.2%  +0.114   1.133 USDvsGBP_5y5y_Inflation
          +0.085  -1.946 USDvsJPY_5y5y_Inflation
   +8.1%  +0.067   0.892 JPYvsKRW_10y10y
   +3.9%  +0.065   1.714 JPYvsKRW_5y5y
   +2.9%  +0.060   2.120 KRW_5y5y
   +2.8%  +0.058   2.124 JPYvsKRW_10y_Bond
   +2.4%  +0.052   2.184 KRW_10y_Bond
          +0.050  -1.018 EURvsCHF_10y10y
   +2.6%  +0.050   2.000 KRW_10y10y
   +2.8%  +0.050   1.870 KRW_5y_Bond
------------------------
   -3.0%  -0.050   1.617 NOK_2y2y
   -7.1%  -0.053   0.695 USDvsNZD_1y1y
   -3.8%  -0.054   1.381 EURvsNOK_2y2y
   -2.7%  -0.054   1.914 AUD_1y1y
   -1.5%  -0.055   3.641 GERvsPOR_10y_Bond
  -29.7%  -0.062   0.147 USDvsAUD_1y1y
   -2.7%  -0.062   2.272 SPAvsPOR_10y_Bond
  -13.5%  -0.076   0.487 POR_2y_Bond
   -3.8%  -0.095   2.386 USD_5y5y_Inflation
  -10.9%  -0.096   0.787 EURvsUSD_5y5y_Inflation

Biggest Market Moves

Biggest Market Moves:
   +6.3%   +71.1  1199.2 XBT
   +1.0%   +0.53   54.89 Oil
   +0.8%   +1.04  125.84 SX7E
   +0.6%   +0.15   23.62 ETF_Financials
   +0.6%   +29.6  5121.4 CAC40
   +0.5%   +17.0  3489.6 EuroStoxx
   +0.4%    +4.9  1250.3 Gold
   +0.4%  +0.033   9.024 SEK
   +0.3%    +5.4  1564.0 OMX
   +0.3%     +54   15697 TSX
------------------------
   -0.5% -0.0050  1.0120 AUDCAD
   -0.5%   -2.58  480.20 MSCIAP
   -0.5%  -0.349  64.534 INR
   -0.6%    -5.9   963.3 MSCIEM
   -0.8%   -0.62   80.92 Iron
   -0.8%   -2.20  265.80 Copper
   -1.4%  -0.344  25.014 CZK
   -1.4%    -264   18597 Nikkei
   -1.5%  -0.410  26.631 EURCZK
   -1.6%   -24.5  1480.2 Topix

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.41  51.4 126.7 AUD_1y1y
 0.64  36.8  57.8 AUD_2y
 0.73  52.1  71.0 USD_1y1y
 0.74  41.0  55.5 CAD_1y1y
 0.79  42.6  53.9 EUR_5y
 0.83   7.9   9.5 AUD
 0.90   8.0   8.8 NZD
 0.94  51.8  55.2 EUR_10y
 0.95  27.3  28.7 EUR_1y1y
 0.96  72.5  75.2 USD_10y
 0.97   8.2   8.5 GBP
 0.97  68.0  70.0 USD_30y
 0.97  69.7  71.7 USD_20y
 0.99  49.7  50.3 CHF_10y
 0.99  71.4  72.2 USD_5y

Biggest Vol Moves

Biggest Vol Moves:
  +12.5%    +7.0    63.1 CAD_1m5y_bpVol
   +9.3%   +1.10   12.89 VIX
   +8.7%    +2.9    36.2 KRW_6m1y_bpVol
   +4.9%   +0.65   13.88 VIX1
   +4.7%    +3.2    71.5 NOK_1m5y_bpVol
   +4.5%    +2.8    65.6 CAD_1m10y_bpVol
   +4.4%    +1.8    42.6 EUR_1m5y_bpVol
   +4.2%    +1.5    37.4 KRW_1y1y_bpVol
   +4.2%    +1.8    44.9 SEK_1m5y_bpVol
------------------------
   -2.8%   -0.23    7.88 AUD_Vol1m
   -3.0%    -1.2    39.4 KRW_2y1y_bpVol
   -3.9%    -2.2    54.8 CAD_2y10y_bpVol
   -4.4%   -0.33    7.24 AUD_Vol1w
   -4.4%    -2.6    56.3 CAD_1y10y_bpVol
   -4.6%    -2.8    58.2 CAD_6m10y_bpVol
   -4.7%    -3.0    60.6 CAD_3m10y_bpVol
   -6.0%    -1.5    23.7 CAD_1m1y_bpVol
   -8.8%    -4.2    43.4 CAD_1m2y_bpVol

Biggest Rates Moves

Biggest Rates Moves:
  +22.8%  +0.260   1.400 KRW_3m
          +0.083  -1.281 USDvsGBP_2y2y
   +3.2%  +0.078   2.481 USD_5y5y_Inflation
          +0.068  -1.209 USDvsGBP_5y5y
          +0.062  -2.064 USDvsJPY_2y2y
          +0.061  -1.174 USDvsGBP_10y
   +6.6%  +0.059   0.947 USDvsNZD_2y2y
   +6.6%  +0.055   0.883 EURvsUSD_5y5y_Inflation
          +0.051  -1.243 USDvsGBP_10y_Bond
   +3.3%  +0.048   1.493 GBP_5y5y
------------------------
   -1.4%  -0.040   2.858 AUD_10y
   -1.4%  -0.047   3.258 AUD_5y5y
   -2.7%  -0.048   1.759 USD_1y1y
  -10.9%  -0.048   0.391 USDvsAUD_5s30s
   -2.6%  -0.052   1.947 EURvsUSD_1y1y
   -5.3%  -0.057   1.019 USDvsGBP_5y5y_Inflation
   -2.6%  -0.057   2.164 USD_2y2y
   -2.9%  -0.057   1.932 EURvsUSD_2y2y
          -0.068  -2.031 USDvsJPY_5y5y_Inflation
   -0.9%  -0.075   7.874 GRE_2y_Bond

Biggest Market Moves

Biggest Market Moves:
   +2.6%   +2.09   81.54 Iron
   +2.6%   +6.80  268.00 Copper
   +1.3%  +0.181  13.806 ZAR
   +1.0%   +6.24  623.29 OBX
   +0.6%   +2.96  482.78 MSCIAP
   +0.6%  +0.063  10.748 GBPNOK
   +0.6% +0.0208  3.6993 TRY
   +0.5%  +0.299  56.384 RUB
   +0.5% +0.0178  3.9446 EURTRY
   +0.4%    +4.0   969.2 MSCIEM
------------------------
   -0.4%   -0.22   53.08 ETF_Technology
   -0.4% -0.0044  1.0443 NOKSEK
   -0.4% -0.0038  0.8542 EURGBP
   -0.5%     -64   12218 DAX
   -0.6%    -8.7  1558.6 OMX
   -0.6%   -34.1  5864.5 Nasdaq
   -0.7%  -0.130  18.190 Silver
   -0.8%    -9.6  1245.4 Gold
   -0.8%   -0.18   23.47 ETF_Financials
   -0.9%   -10.8  1128.1 XBT

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.40  51.5 127.7 AUD_1y1y
 0.62  36.1  58.5 AUD_2y
 0.71  40.6  56.8 CAD_1y1y
 0.75  52.6  70.2 USD_1y1y
 0.76  40.8  53.5 EUR_5y
 0.85   8.1   9.5 AUD
 0.90   8.1   9.1 NZD
 0.92  26.9  29.2 EUR_1y1y
 0.92  50.9  55.2 EUR_10y
 0.96  71.9  74.8 USD_10y
 0.98  69.8  71.5 USD_20y
 0.98   8.3   8.5 GBP
 0.98  68.6  69.9 USD_30y
 0.98  70.3  71.6 USD_5y
 0.99  49.7  50.1 CHF_10y
 1.00  48.3  48.5 KRW_10y

Biggest Vol Moves

Biggest Vol Moves:
  +46.0%    +6.3    20.0 SEK_1m1y_bpVol
  +31.5%    +6.2    25.9 SEK_1m2y_bpVol
  +17.6%    +3.7    24.7 SEK_3m1y_bpVol
  +12.8%    +3.8    33.6 SEK_3m2y_bpVol
   +6.4%    +2.6    43.1 SEK_1m5y_bpVol
   +6.2%    +2.8    47.6 CAD_1m2y_bpVol
   +6.1%    +2.8    48.9 CAD_3m2y_bpVol
   +6.0%    +1.8    31.7 SEK_6m1y_bpVol
   +5.8%    +1.1    19.9 EUR_1m2y_bpVol
------------------------
   -3.7%    -2.9    74.7 NOK_2y1y_bpVol
   -3.8%    -1.1    28.0 JPY_6m20y_bpVol
   -3.9%    -2.7    66.2 NOK_1y1y_bpVol
   -3.9%    -1.1    26.9 EUR_1y1y_bpVol
   -4.8%   -0.59   11.79 VIX
   -5.0%    -1.7    32.0 GBP_3m2y_bpVol
   -5.6%    -2.2    36.8 GBP_6m2y_bpVol
   -6.5%    -1.8    25.8 GBP_6m1y_bpVol
   -6.5%    -1.5    21.5 GBP_3m1y_bpVol
   -7.7%    -2.0    23.9 JPY_1m20y_bpVol

Biggest Rates Moves

Biggest Rates Moves:
   +2.5%  +0.191   7.949 GRE_2y_Bond
   +1.3%  +0.086   6.822 GERvsGRE_10y_Bond
   +8.6%  +0.085   1.076 USDvsGBP_5y5y_Inflation
          +0.077  -1.963 USDvsJPY_5y5y_Inflation
   +0.9%  +0.066   7.079 GRE_10y_Bond
   +4.3%  +0.057   1.389 EURvsUSD_5y5y
   +1.8%  +0.049   2.722 USD_5y5y
   +2.4%  +0.047   1.989 EURvsUSD_2y2y
   +1.6%  +0.044   2.882 USD_10y10y
   +2.2%  +0.043   1.999 EURvsUSD_1y1y
------------------------
   -2.6%  -0.070   2.605 AUD_10y_Bond
          -0.071  -1.277 USDvsGBP_5y5y
   -2.4%  -0.075   3.084 NZD_10y_Bond
   -7.9%  -0.076   0.888 USDvsNZD_2y2y
   -4.8%  -0.079   1.583 USDvsNZD_10y10y
          -0.081  -2.022 USDvsCHF_10y10y
  -31.8%  -0.089   0.191 USDvsAUD_2y2y
  -31.5%  -0.112   0.244 USDvsAUD_10y_Bond
  -13.9%  -0.117   0.723 USDvsNZD_10y_Bond
  -19.7%  -0.280   1.140 KRW_3m

Biggest Market Moves

Biggest Market Moves:
   +2.0%   +1.05   54.17 Oil
   +0.9% +0.0362  3.9268 EURTRY
   +0.9% +0.0332  3.6785 TRY
   +0.8%  +0.154  18.826 MXN
   +0.7%  +1.240 171.020 Buxl
   +0.7%    +7.5  1125.0 KRW
   +0.7%  +0.091  14.041 CADMXN
   +0.6%  +0.059   9.614 EURSEK
   +0.6%  +0.110  18.320 Silver
   +0.6%  +0.053   9.007 SEK
------------------------
   -0.5%  -0.062  13.625 ZAR
   -0.5%   -0.71  137.76 GBPJPY
   -0.5% -0.0040  0.7565 AUD
   -0.5%   -0.66  121.01 ETF_20+_Bonds
   -0.6% -0.0041  0.6973 NZD
   -0.7%   -0.55   83.78 AUDJPY
   -0.8%   -12.5  1504.5 Topix
   -0.9%   -5.41  617.05 OBX
   -0.9%    -173   18810 Nikkei
   -1.3%   -14.9  1138.9 XBT

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.39  50.6 128.4 AUD_1y1y
 0.60  35.4  58.9 AUD_2y
 0.71  39.4  55.2 CAD_1y1y
 0.75  40.0  53.4 EUR_5y
 0.76  68.3  90.3 AUD_2y2y
 0.76  52.3  68.5 USD_1y1y
 0.79  45.4  57.4 EUR_2y2y
 0.81  41.5  51.2 KRW_2y2y
 0.83  56.3  68.0 CAD_2y2y
 0.83   7.8   9.4 AUD
 0.85  75.8  89.0 USD_2y2y
 0.87   7.8   9.0 NZD
 0.91  50.2  55.2 EUR_10y
 0.93  68.1  73.2 USD_10y
 0.94   8.1   8.6 GBP
 0.95  66.1  69.9 USD_20y
 0.95  66.6  70.4 USD_5y
 0.95  64.9  68.4 USD_30y
 0.97  28.0  29.0 EUR_1y1y
 0.97  19.7  20.3 SEK_2y
 0.97   8.5   8.7 NOK
 0.98  18.3  18.6 AUD_1y
 0.99  13.7  13.9 SEK_1y
 0.99  49.7  50.0 CHF_10y

Biggest Vol Moves

Biggest Vol Moves:
   +8.7%   +1.44   17.96 VSTOXX
   +7.1%    +1.6    24.2 CAD_1m1y_bpVol
   +6.9%    +1.6    24.7 CAD_3m1y_bpVol
   +6.7%    +2.2    35.0 CAD_6m1y_bpVol
   +6.5%    +3.6    58.7 CAD_1y10y_bpVol
   +6.3%    +3.4    57.2 CAD_2y10y_bpVol
   +6.0%    +3.4    60.0 CAD_6m10y_bpVol
   +5.9%    +2.8    50.0 CAD_6m2y_bpVol
   +5.8%   +0.27    4.95 TYVIX
   +5.7%    +3.0    55.6 CAD_2y5y_bpVol
------------------------
   -4.7%    -2.3    46.9 KRW_6m10y_bpVol
   -4.8%   -0.37    7.26 NZD_Vol1w
   -5.3%   -0.41    7.31 SEK_Vol1w
   -5.9%    -1.7    27.0 JPY_3m20y_bpVol
   -6.3%    -2.4    35.9 JPY_1y30y_bpVol
   -6.5%   -0.51    7.37 NOK_Vol1w
   -6.7%    -2.5    35.1 JPY_6m30y_bpVol
   -7.0%    -2.6    34.6 JPY_3m30y_bpVol
   -7.3%    -2.7    34.3 JPY_1m30y_bpVol
   -8.1%   -0.59    6.68 EUR_Vol1w

Biggest Rates Moves

Biggest Rates Moves:
   +2.9%  +0.096   3.456 GBP_5y5y_Inflation
  +11.1%  +0.090   0.900 FedFund
   +3.0%  +0.071   2.465 USD_5y5y_Inflation
  +21.3%  +0.037   0.211 Sonia
   +0.4%  +0.027   7.013 GRE_10y_Bond
          +0.026  -0.160 JPY_2y_Bond
          +0.015  -0.103 JPY_5y_Bond
   +1.0%  +0.015   1.575 EUR_5y5y_Inflation
------------------------
   -3.6%  -0.074   1.978 USD_5y
   -6.6%  -0.075   1.064 GBP_10y_Bond
   -3.2%  -0.076   2.308 USD_10y
   -4.4%  -0.077   1.670 GBP_10y10y
   -2.3%  -0.078   3.325 AUD_30y
   -2.9%  -0.081   2.672 USD_5y5y
   -1.8%  -0.084   4.508 NZD_10y10y
   -3.5%  -0.089   2.484 NZD_1y1y
   -2.9%  -0.097   3.275 AUD_5y5y
   -4.3%  -0.099   2.184 USD_2y2y

Biggest Market Moves

Biggest Market Moves:
   +7.4%   +79.1  1153.8 XBT
   +2.0%  +0.273  13.687 ZAR
   +0.8%   +0.96  121.67 ETF_20+_Bonds
   +0.8%   +0.31   40.03 ETF_EM_Vanguard
   +0.7%  +1.220 169.780 Buxl
   +0.7% +0.0060  0.8545 EURGBP
   +0.7%    +6.8   965.2 MSCIEM
   +0.7%   +4.19  622.46 OBX
   +0.6%  +0.906 151.750 Bond
   +0.6%   +0.23   38.72 ETF_China
------------------------
   -0.8%   -0.65   84.33 AUDJPY
   -0.8% -0.0500  6.4110 CADNOK
   -0.8%  -0.111  13.950 CADMXN
   -0.8%   -28.0  3472.9 EuroStoxx
   -0.9%  -0.101  10.711 GBPNOK
   -1.0%   -1.34  138.47 GBPJPY
   -1.0%   -16.2  1571.4 OMX
   -1.3%   -1.03   79.36 Iron
   -1.9%   -4.90  260.40 Copper
   -2.2%   -2.78  124.74 SX7E

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.39  49.7 126.9 AUD_1y1y
 0.58  33.5  57.7 AUD_2y
 0.70  37.6  54.0 CAD_1y1y
 0.72  41.0  56.7 EUR_5y
 0.77  45.9  60.0 EUR_2y2y
 0.77  68.2  88.6 AUD_2y2y
 0.81  52.3  64.9 USD_1y1y
 0.82  53.7  65.2 CAD_2y2y
 0.83   7.8   9.3 AUD
 0.87  28.4  32.6 EUR_1y1y
 0.88   8.0   9.1 NZD
 0.90  52.1  57.7 EUR_10y
 0.92  75.8  82.7 USD_2y2y
 0.93   8.5   9.1 NOK
 0.93   8.4   9.0 EUR
 0.96  66.0  68.6 USD_10y
 0.97   8.1   8.3 GBP
 0.98  64.4  65.9 USD_5y
 0.98  17.5  17.9 AUD_1y
 0.98  62.6  64.0 USD_30y
 0.98  64.0  65.4 USD_20y
 0.99  20.1  20.4 SEK_2y
 0.99   8.6   8.7 SEK
 0.99  57.5  58.2 CAD_10y