MbMktBot

Biggest Vol Moves:
  +15.3%    +3.0    22.6 CAD_1m1y_bpVol
  +13.0%    +4.9    42.5 CAD_1m2y_bpVol
   +7.2%   +0.83   12.37 VIX
   +6.6%   +0.48    7.74 AUD_Vol1w
   +6.3%   +0.52    8.76 JPY_Vol1w
   +4.2%   +0.31    7.63 NZD_Vol1w
   +3.5%   +0.45   13.28 VIX1
   +3.0%   +0.21    7.27 EUR_Vol1w
   +2.7%    +1.4    53.7 CAD_2y2y_bpVol
   +2.6%   +0.42   16.52 VSTOXX
------------------------
   -7.7%    -1.2    14.4 JPY_3m5y_bpVol
   -7.9%    -4.4    51.5 CAD_1m5y_bpVol
   -8.5%    -1.1    11.9 JPY_1y1y_bpVol
   -8.9%    -1.4    14.4 JPY_1m10y_bpVol
   -8.9%    -2.6    26.6 JPY_1m20y_bpVol
  -11.1%    -1.2     9.6 JPY_1m2y_bpVol
  -15.7%    -2.2    11.8 JPY_1m5y_bpVol

Biggest Rates Moves:
  +36.4%  +0.295   1.106 ITA_5y_Bond
   +7.9%  +0.170   2.318 ITA_10y_Bond
   +0.7%  +0.056   7.750 GRE_2y_Bond
          +0.042  -0.186 JPY_2y_Bond
   +1.6%  +0.036   2.280 POR_5y_Bond
          +0.033  -0.030 ITA_2y_Bond
   +0.5%  +0.032   6.986 GRE_10y_Bond
   +0.7%  +0.028   3.978 POR_10y_Bond
   +2.9%  +0.027   0.970 FRA_10y_Bond
          +0.026  -0.165 SPA_2y_Bond
------------------------
   -1.4%  -0.033   2.387 USD_10y_Bond
   -1.6%  -0.038   2.283 USD_2y2y
   -1.9%  -0.038   1.922 SEK_5y5y
   -8.2%  -0.040   0.450 JPY_5y5y_Inflation
  -18.7%  -0.040   0.174 Sonia
   -2.2%  -0.043   1.921 USD_5y_Bond
   -2.8%  -0.045   1.560 EUR_5y5y_Inflation
   -2.4%  -0.045   1.849 USD_1y1y
   -1.6%  -0.053   3.360 GBP_5y5y_Inflation
  -10.0%  -0.090   0.810 FedFund

Biggest Market Moves:
   +3.8%   +39.3  1074.7 XBT
   +1.2%  +0.133  10.812 GBPNOK
   +1.0%  +0.130  13.414 ZAR
   +0.7% +0.0273  3.9730 PLN
   +0.7% +0.0429  6.4610 CADNOK
   +0.7% +0.0082  1.2550 GBP
   +0.7%   +32.9  5122.5 CAC40
   +0.6%   +0.76  127.52 SX7E
   +0.6%   +19.3  3500.9 EuroStoxx
   +0.5% +0.0201  4.2323 EURPLN
------------------------
   -0.7% -0.0275  3.8744 EURTRY
   -0.7%   -0.28   39.39 ETF_EM_MSCI
   -0.7%   -1.90  265.30 Copper
   -0.7%   -4.46  618.27 OBX
   -0.8%   -0.30   39.72 ETF_EM_Vanguard
   -0.8%    -154   18909 Nikkei
   -0.8%   -0.20   23.73 ETF_Financials
   -0.9% -0.0077  0.8485 EURGBP
   -1.0%   -15.0  1512.6 Topix
   -1.1%   -11.1   958.4 MSCIEM

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.39  50.0 126.8 AUD_1y1y
 0.58  33.6  57.7 AUD_2y
 0.70  38.5  54.7 CAD_1y1y
 0.72   7.6  10.6 AUD
 0.73  41.8  57.5 EUR_5y
 0.74  46.0  62.3 EUR_2y2y
 0.76  67.5  88.6 AUD_2y2y
 0.79  52.3  65.8 CAD_2y2y
 0.80   8.0   9.9 NZD
 0.81  52.4  64.5 USD_1y1y
 0.85  28.1  33.0 EUR_1y1y
 0.90  52.9  58.7 EUR_10y
 0.91  75.8  83.5 USD_2y2y
 0.91   8.6   9.5 NOK
 0.93   8.5   9.1 EUR
 0.96  17.5  18.3 AUD_1y
 0.97  67.1  69.4 USD_10y
 0.98  49.7  50.7 CHF_10y
 0.98  65.4  66.7 USD_5y
 0.99  65.1  65.9 USD_20y
 0.99  63.7  64.2 USD_30y

Biggest Vol Moves:
   +8.3%    +4.3    55.9 CAD_1m5y_bpVol
   +6.7%    +4.1    65.1 AUD_1m10y_bpVol
   +6.3%    +4.1    68.9 AUD_3m10y_bpVol
   +4.9%    +3.3    70.4 AUD_6m10y_bpVol
   +3.9%    +2.7    72.4 AUD_1y10y_bpVol
   +2.9%    +1.6    56.6 NOK_3m1y_bpVol
   +2.5%   +0.15    6.16 CAD_Vol1w
------------------------
   -5.0%    -1.6    30.6 JPY_3m20y_bpVol
   -5.0%    -1.7    32.3 JPY_1y20y_bpVol
   -5.0%   -0.42    7.96 NZD_Vol1m
   -5.0%    -1.2    22.7 CAD_3m1y_bpVol
   -5.1%   -0.41    7.63 AUD_Vol1m
   -5.3%   -0.41    7.32 NZD_Vol1w
   -5.4%    -1.2    21.2 JPY_1y10y_bpVol
  -14.6%    -6.4    37.6 CAD_1m2y_bpVol
  -16.2%    -3.8    19.6 CAD_1m1y_bpVol

Biggest Rates Moves:
   +2.2%  +0.063   2.926 USD_10y10y
   +2.6%  +0.060   2.394 CAD_30y
   +2.2%  +0.057   2.667 USD_30y
   +0.8%  +0.057   7.694 GRE_2y_Bond
   +2.1%  +0.056   2.778 USD_5y5y
   +2.2%  +0.056   2.639 USD_20y
   +2.3%  +0.055   2.403 CAD_20y
   +2.3%  +0.054   2.396 CAD_5y5y
   +2.3%  +0.053   2.320 USD_2y2y
   +2.2%  +0.051   2.412 USD_10y
------------------------
   -3.2%  -0.031   0.946 GBP_2y2y
   -1.2%  -0.032   2.690 AUD_10y_Bond
  -23.4%  -0.033   0.108 GBP_2y_Bond
   -2.2%  -0.035   1.522 GBP_5y5y
   -1.1%  -0.036   3.186 NZD_10y_Bond
   -1.9%  -0.045   2.390 NOK_10y10y
   -7.5%  -0.045   0.553 GBP_5y_Bond
   -1.3%  -0.053   3.950 POR_10y_Bond
  -10.1%  -0.055   0.490 JPY_5y5y_Inflation
   -2.4%  -0.056   2.244 POR_5y_Bond

Biggest Market Moves:
   +1.9%  +0.243  13.284 ZAR
   +1.3%   +0.31   23.93 ETF_Financials
   +1.3%  +0.327  25.429 CZK
   +1.1%   +1.49  139.55 GBPJPY
   +1.0%  +0.109  10.679 GBPNOK
   +1.0%   +0.54   52.96 Oil
   +0.9%   +5.47  622.73 OBX
   +0.8%  +0.075   8.943 SEK
   +0.8%   +0.88  111.92 JPY
   +0.7% +0.0627  8.5626 NOK
------------------------
   -0.5%   -0.21   39.67 ETF_EM_MSCI
   -0.6%   -0.23   40.02 ETF_EM_Vanguard
   -0.6% -0.0241  3.9019 EURTRY
   -0.7%    -8.7  1245.0 Gold
   -0.8%    -154   19063 Nikkei
   -0.8%   -0.98  120.36 ETF_20+_Bonds
   -0.8% -0.0092  1.0674 EUR
   -0.9%   -14.5  1527.6 Topix
   -0.9%  -0.539  56.082 RUB
   -1.1% -0.0096  0.8562 EURGBP

Ratio vImpl vReal Cheap
0.40 50.1 124.9 AUD_1y1y
0.61 34.9 57.2 AUD_2y
0.73 53.0 72.3 USD_1y1y
0.75 67.6 90.7 AUD_2y2y
0.80 47.2 58.7 EUR_2y2y
0.83 43.3 52.1 CAD_1y1y
0.84 44.8 53.6 EUR_5y
0.88 18.3 20.9 AUD_1y
0.89 20.0 22.5 SEK_2y
0.91 77.3 85.1 USD_2y2y
0.91 58.5 64.4 CAD_2y2y
0.96 30.3 31.7 EUR_1y1y
0.97 13.9 14.4 SEK_1y
0.97 55.7 57.2 EUR_10y
0.98 45.4 46.2 SEK_5y
0.99 66.8 67.5 USD_5y
1.00 68.5 68.7 USD_10y
1.00 49.7 49.8 CHF_10y

Biggest Vol Moves:
+13.5% +3.2 26.9 CAD_1m1y_bpVol
+4.5% +0.39 8.96 GBP_Vol1w
+4.1% +1.5 38.2 CAD_6m1y_bpVol
+1.9% +0.13 6.99 CHF_Vol1w
+1.4% +0.12 8.50 GBP_Vol1m

------------------------
-7.2% -4.2 54.1 NOK_1m2y_bpVol
-7.8% -0.97 11.53 VIX
-7.9% -3.3 38.4 SEK_6m2y_bpVol
-8.1% -4.3 48.8 NOK_1m1y_bpVol
-8.5% -2.9 31.3 SEK_6m1y_bpVol
-8.7% -5.9 62.2 NOK_3m2y_bpVol
-8.8% -6.1 63.6 NOK_6m2y_bpVol
-9.2% -5.7 56.2 NOK_3m1y_bpVol
-10.2% -6.7 59.1 NOK_6m1y_bpVol
-11.7% -3.5 26.4 CAD_3m1y_bpVol

Biggest Rates Moves:
+2.4% +0.054 2.309 USD_2y2y
+2.1% +0.054 2.592 NZD_1y1y
+2.9% +0.053 1.883 USD_1y1y
+2.5% +0.051 2.107 AUD_1y1y
+2.2% +0.050 2.367 CAD_30y
+3.9% +0.049 1.302 USD_2y_Bond
+1.7% +0.049 2.902 USD_10y10y
+1.9% +0.048 2.644 USD_30y
+2.3% +0.047 2.076 USD_5y
+1.8% +0.047 2.619 USD_20y

------------------------
+nan% -0.026 -0.122 EUR_1y1y
+nan% -0.027 -0.312 CHF_5y
+nan% -0.029 -0.058 CHF_10y_Bond
+nan% -0.031 -0.222 CHF_2y2y
-10.9% -0.033 0.269 CHF_2y_Bond
-5.3% -0.035 0.627 CHF_30y
-1.6% -0.036 2.161 ITA_10y_Bond
-4.9% -0.042 0.822 ITA_5y_Bond
-2.0% -0.149 7.112 GRE_10y_Bond
-3.9% -0.326 8.004 GRE_2y_Bond

Biggest Market Moves:
+2.0% +0.251 12.992 ZAR
+1.7% +4.40 266.90 Copper
+1.6% +2.04 127.21 SX7E
+1.4% +0.32 23.77 ETF_Financials
+1.3% +20.4 1544.8 Topix
+1.3% +74.5 5821.2 ASX200
+1.3% +153 12149 DAX
+1.2% +0.0418 3.6581 TRY
+1.1% +217 19203 Nikkei
+1.1% +0.58 51.33 Oil

------------------------
-0.2% -0.25 117.72 ETF_IG_Bonds
-0.2% -0.313 124.359 10yNote
-0.4% -0.58 138.40 GBPJPY
-0.5% -0.0032 0.7013 NZD
-0.5% -0.688 150.781 Bond
-0.5% -0.049 10.614 GBPNOK
-0.5% -0.0050 1.0814 EUR
-0.7% -0.81 120.62 ETF_20+_Bonds
-0.7% -0.0097 1.4166 EURAUD
-0.9% -0.0109 1.2450 GBP