MbMktBot – Page 2 – Mb's Market Bot

New 1y Low: CAD_2s10s_Bond=0.456 #curve #cad #rate https://t.co/Zt9lRlcx7

New 1y Low: CAD_2s10s_Bond=0.456
#curve #cad #rate https://t.co/Zt9lRlcx7N

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.31 -0.70 0.11 -0.20 0.29 0.68 -0.63 0.68 1.71 2.06 1.58 Bond 5y 1.89 -0.32 0.53 -0.15 0.99 -0.03 1.04 2.17 2.41 1.88 Bond 10y 2.35 0.39 1.12 0.02 -0.07 1.54 0.62 1.67 2.64 3.02 2.21 Bond 30y 3.00 1.18 1.78 0.80 0.39 2.15 2.38 ------------------------------------------------------------------------------- Bond 2s5s 0.58 0.38 0.43 0.04 0.31 0.60 0.46 0.35 0.30 Bond 2s10s 1.05 1.09 1.01 0.22 -0.37 0.85 1.25 0.93 0.95 0.63 Bond 5s10s 0.47 0.72 0.58 0.17 0.55 0.65 0.63 0.47 0.61 0.33 Bond 5s30s 1.11 1.50 1.25 0.95 1.15 0.50 Bond 10s30s 0.64 0.79 0.66 0.78 0.46 0.61 0.17 Bond 2s5s10s 0.11 -0.34 -0.16 -0.13 -0.24 -0.05 -0.01 -0.26 -0.02 Bond5s10s30s -0.18 -0.07 -0.08 -0.60 -0.06 0.15 ------------------------------------------------------------------------------- Central Bank 1.00 -0.40 0.25 -0.10 -0.75 0.50 -0.50 0.50 1.50 1.75 1.25 OIS 0.91 -0.36 0.21 3m 1.17 -0.33 0.32 0.00 -0.73 0.91 -0.48 0.93 1.74 1.98 1.38 1y 1.40 -0.31 0.37 0.03 -0.66 0.93 -0.46 1.02 1.75 2.07 1.47 1y1y 1.79 -0.15 0.53 0.03 -0.54 1.13 -0.12 1.17 2.02 2.56 1.64 2y 1.60 -0.14 0.58 0.03 -0.60 1.02 -0.28 1.20 1.89 2.31 1.55 2y2y 2.18 0.34 0.91 0.07 -0.21 1.47 0.56 1.74 2.48 3.20 1.80 5y 1.98 0.23 0.82 0.07 -0.29 1.35 0.33 1.54 2.30 2.91 1.73 5y5y 2.66 1.47 1.57 0.38 0.69 2.27 1.98 2.43 3.35 3.94 2.10 10y 2.30 0.83 1.19 0.22 0.20 1.79 1.13 1.96 2.92 3.40 1.91 10y10y 2.81 2.02 1.78 1.05 0.93 2.91 2.64 2.40 3.71 4.50 1.99 20y 2.53 1.38 1.46 0.63 0.55 2.29 1.81 2.15 3.27 1.95 30y 2.55 1.47 1.45 0.79 0.67 2.29 1.92 2.17 3.33 1.95 ------------------------------------------------------------------------------- 2s5s 0.38 0.37 0.25 0.04 0.31 0.32 0.61 0.34 0.41 0.60 0.17 2s10s 0.70 0.97 0.61 0.20 0.80 0.77 1.41 0.77 1.03 1.09 0.35 5s10s 0.32 0.60 0.36 0.16 0.49 0.45 0.80 0.42 0.62 0.49 0.18 5s30s 0.57 1.24 0.62 0.72 0.96 0.94 1.58 0.62 1.03 0.22 10s30s 0.25 0.63 0.26 0.56 0.47 0.50 0.79 0.20 0.41 0.04 2s5s10s 0.06 -0.23 -0.12 -0.12 -0.18 -0.12 -0.19 -0.07 -0.20 0.11 -0.01 5s10s30s 0.07 -0.03 0.10 -0.41 0.02 -0.05 0.01 0.21 0.21 0.14

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

Vol Recap

Volatility USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- fxVol 1m 7.70 7.00 8.36 6.28 7.14 8.00 8.18 8.06 8.34 fxVol 3m 7.76 7.79 8.89 6.73 7.20 8.38 8.75 8.58 8.98 fxVol 6m 7.74 8.07 9.17 6.89 7.34 8.56 9.02 8.96 9.38 fxVol 1y 7.84 8.42 9.37 7.22 7.58 8.77 9.32 9.35 9.80 fxVol 2y 7.93 8.69 9.59 7.34 7.98 8.84 9.51 9.77 10.33 ------------------------------------------------------------------------------- Realized 1m 7.56 9.83 8.11 5.42 5.27 9.35 8.32 8.50 7.22 7.58 Realized 3m 7.50 8.42 8.11 6.17 5.72 8.18 8.01 8.32 7.90 8.85 ------------------------------------------------------------------------------- Gamma 2y 50.9 26.1 34.2 12.2 53.9 44.2 35.4 60.7 43.0 48.8 37.1 Realized 1m 41.8 15.2 14.5 5.1 22.8 33.1 18.9 14.2 59.0 20.1 19.8 Realized 3m 41.9 15.1 19.5 4.7 22.5 28.4 19.8 19.8 52.9 28.5 21.5 ------------------------------------------------------------------------------- Gamma 5y 68.6 44.2 54.3 15.2 47.9 60.6 51.3 67.0 65.8 65.4 47.9 Realized 1m 61.0 31.0 30.2 15.6 31.4 52.8 37.2 26.5 36.6 33.1 32.0 Realized 3m 64.1 41.0 41.2 11.7 32.3 50.2 40.4 33.3 45.8 37.1 33.0 ------------------------------------------------------------------------------- Gamma 10y 72.1 55.7 64.9 18.7 51.9 63.0 61.6 65.3 74.4 72.0 49.6 Realized 1m 64.6 39.0 32.9 15.4 41.5 57.5 47.2 36.5 68.1 43.5 42.9 Realized 3m 66.0 46.1 46.1 14.6 44.8 58.8 45.6 43.7 64.9 44.9 41.3 ------------------------------------------------------------------------------- irVol 1m2y 44.5 17.0 26.3 10.2 53.9 38.0 21.6 47.8 31.7 37.6 36.5 irVol 1m5y 64.0 37.7 46.6 13.0 47.9 60.6 39.7 63.5 55.5 61.4 47.4 irVol 1m10y 65.0 46.5 55.9 14.6 49.7 63.0 49.5 57.6 67.3 68.7 49.3 irVol 1m30y 62.3 56.0 56.7 34.4 irVol 3m2y 47.4 22.1 30.2 11.6 48.8 39.5 28.1 53.4 38.6 45.5 37.1 irVol 3m5y 67.0 43.1 50.1 14.6 45.1 58.9 47.4 67.0 63.0 64.2 47.9 irVol 3m10y 69.8 53.4 61.4 17.3 50.9 61.5 57.7 62.9 73.0 71.2 49.6 irVol 3m30y 66.2 63.0 61.2 34.6 irVol 1y1y 49.4 26.8 34.7 12.2 42.2 40.8 38.7 65.0 48.5 54.7 34.2 irVol 1y2y 60.1 32.9 43.2 13.4 43.3 54.4 45.1 68.4 58.0 59.5 37.4 irVol 1y5y 72.9 49.0 60.3 16.5 45.7 59.7 58.3 73.0 68.9 67.6 46.8 irVol 1y10y 75.1 59.7 69.6 20.8 55.2 59.3 65.1 71.0 75.4 73.3 48.8 irVol 1y30y 71.3 64.2 69.0 35.7 irVol 2y2y 72.8 45.8 56.6 16.5 53.2 58.2 58.5 73.6 68.7 67.8 41.4 irVol 2y5y 77.0 55.7 67.9 19.5 57.1 62.1 65.0 75.9 71.8 71.0 45.0 irVol 2y10y 77.6 63.5 72.5 24.0 63.5 58.0 69.2 75.0 74.0 75.2 47.4 irVol 2y30y 72.3 64.1 69.9 34.9 irVol 5y5y 81.1 67.6 76.3 25.8 irVol 5y10y 78.8 69.0 73.5 30.4 irVol 5y30y 69.4 61.9 67.8 37.6 irVol 10y10y 70.7 67.9 68.1 34.4 irVol 10y30y 61.8 55.6 60.2 40.1

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

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.42 48.5 115.4 AUD_1y1y 0.54 31.7 59.0 AUD_2y 0.68 40.8 59.6 CAD_1y1y 0.71 7.0 9.8 GBP 0.77 49.4 64.4 USD_1y1y 0.81 18.4 22.8 AUD_1y 0.83 13.0 15.6 JPY_5y 0.86 8.0 9.3 SEK 0.95 14.6 15.4 JPY_10y 0.95 8.1 8.5 AUD 0.98 8.2 8.3 NOK 0.99 67.3 68.1 AUD_10y

#cad, #aud, #usd, #sek, #fx, #fxvol, #nok, #irvol, #gbp, #jpy, #rate

Crossed 200dma

Crossed 200dma: -0.203 AUD_2s5s10s 1.711 AUD_2y_Bond 160.900 Bund 1.025 CAD_2y 1.154 CAD_5s30s_Bond 0.016 CHF_5s10s30s 7.70 CHF_Vol1w 98.80 DXY 0.662 GBP_10s30s_Bond 1.116 GBP_10y_Bond 0.579 GBP_2y 1.778 GBP_30y_Bond 0.625 NOK_5s30s 9.76 NOK_Vol1w 0.778 POR_5s10s30s_Bond -0.631 SEK_2y_Bond 0.704 USD_2s10s 0.114 USD_2s5s10s_Bond 13.656 ZAR

#dma, #dxy, #future, #aud, #cad, #usd, #eur, #fly, #sek, #chf, #fx, #zar, #fxvol, #em, #nok, #por, #gbp, #rate, #curve

Highest + Lowest RSI

Highest + Lowest RSI: RSI=80.8 93.68 ETF_Internet RSI=80.4 9.531 EURNOK RSI=78.0 1.3749 CAD RSI=76.7 2241.2 KOSPI RSI=76.3 12648 DAX RSI=76.2 8980.0 SMI RSI=76.1 5372.4 CAC40 RSI=75.9 145.34 GBPJPY RSI=75.6 1.4827 EURAUD RSI=75.3 3627.9 EuroStoxx ---------------- RSI=21.0 7.34 CHF_Vol2y RSI=20.0 3.029 GERvsPOR_10y_Bond RSI=18.3 16.240 Silver RSI=18.2 5.574 GERvsGRE_10y_Bond RSI=18.1 5.720 GRE_2y_Bond RSI=17.0 5.968 GRE_10y_Bond RSI=15.7 8.42 GBP_Vol1y RSI=14.5 1.740 AUD_3m RSI=11.7 0.912 CAD_3m RSI=11.6 8.69 GBP_Vol2y

#rsi, #fixing, #commodity, #por, #krw, #aud, #usd, #stock, #eur, #gre, #xmarket, #cad, #fxvol, #chf, #fx, #nok, #ger, #etf, #gbp, #jpy, #rate, #fra

Biggest Vol Moves

Biggest Vol Moves: +13.1% +0.89 7.70 CHF_Vol1w +8.0% +0.81 10.97 EUR_Vol1w +7.6% +0.68 9.58 NZD_Vol1w +6.3% +0.52 8.80 AUD_Vol1w +6.0% +2.7 47.4 KRW_2y10y_bpVol +5.9% +1.1 19.7 GBP_3m1y_bpVol +5.3% +0.53 10.51 SEK_Vol1w +5.3% +0.49 9.76 NOK_Vol1w +5.0% +0.30 6.28 CHF_Vol1m +4.8% +1.2 26.3 GBP_1m2y_bpVol ------------------------ -5.0% -2.5 47.9 KRW_6m5y_bpVol -5.0% -2.5 47.9 KRW_5yGamma -5.2% -2.2 40.1 JPY_10y30y_bpVol -5.3% -0.92 16.48 VSTOXX -6.2% -2.6 39.0 JPY_7y30y_bpVol -7.2% -2.9 37.6 JPY_5y30y_bpVol -7.2% -2.7 34.9 JPY_2y30y_bpVol -7.3% -2.9 36.8 JPY_4y30y_bpVol -8.0% -3.1 35.8 JPY_3y30y_bpVol

#bigmove, #krw, #aud, #eur, #vol, #nzd, #chf, #sek, #fxvol, #nok, #irvol, #gbp, #jpy

Biggest Rates Moves

Biggest Rates Moves: +14.5% +0.087 0.688 CHF_5y5y +6.7% +0.074 1.180 GER_30y_Bond +5.3% +0.074 1.467 EUR_5y5y +1.6% +0.073 4.496 NZD_10y10y +20.9% +0.068 0.394 GER_10y_Bond +8.1% +0.059 0.784 AUDvsNZD_10y10y +41.0% +0.057 0.196 CHF_10y +2.2% +0.057 2.643 SEK_10y10y +2.7% +0.053 2.024 EUR_10y10y +3.0% +0.052 1.778 GBP_30y_Bond ------------------------ -0.054 -0.708 USDvsCAD_2y2y -0.056 -0.391 USDvsCAD_5y5y -3.5% -0.068 1.868 POR_5y_Bond -0.074 -1.091 EURvsJPY_5y5y -3.9% -0.076 1.859 GERvsITA_10y_Bond -6.2% -0.080 1.206 GERvsSPA_10y_Bond -2.0% -0.085 4.200 POR_30y_Bond -1.9% -0.106 5.574 GERvsGRE_10y_Bond -3.5% -0.110 3.029 GERvsPOR_10y_Bond -2.9% -0.173 5.720 GRE_2y_Bond

#bigmove, #spa, #ita, #por, #aud, #cad, #usd, #eur, #gre, #xmarket, #nzd, #chf, #sek, #ger, #gbp, #jpy, #rate

Biggest Market Moves

Biggest Market Moves: +1.8% +2.38 137.29 SX7E +1.7% +0.992 58.382 RUB +1.6% +0.218 13.656 ZAR +1.5% +0.0573 3.9066 EURTRY +1.4% +71.4 5372.4 CAC40 +1.2% +0.112 9.531 EURNOK +1.2% +41.7 3627.9 EuroStoxx +1.1% +0.0161 1.4827 EURAUD +1.0% +88.1 8980.0 SMI +1.0% +0.185 19.049 MXN ------------------------ -1.1% -0.43 39.98 ETF_EM_Vanguard -1.1% -0.45 39.86 ETF_EM_MSCI -1.2% -1.980 166.880 Buxl -1.2% -3.10 250.20 Copper -1.4% -0.54 37.75 ETF_China -1.5% -0.250 16.240 Silver -1.6% -19.9 1228.6 Gold -1.9% -3.39 177.01 CommodityIndex -4.8% -2.41 48.38 Oil -5.1% -3.48 65.20 Iron

#bigmove, #future, #rub, #commodity, #aud, #stock, #eur, #chf, #mxn, #fx, #zar, #em, #nok, #fra, #etf, #try

Z-Score Outliers

1y Z-Score Outlier: EURvsUSD_2s10s (-2.91), CHF_Vol2y (-2.83), NOK_Vol2y (-2.77), VSTOXX3 (-2.71), VSTOXX4 (-2.65), INR (-2.62), CHF_Vol1y (-2.59), GRE_10y_Bond (-2.56), NOK_Vol1y (-2.56), SEK_Vol2y (-2.56), CAC40 (+2.52), CAD (+2.57), SMI (+2.61), XBT (+2.83), KOSPI (+3.04)


 5y Z-Score Outlier: Eurodollar_Whites (-2.73), USDvsGBP_10y_Bond (-2.56), USDvsGBP_10y (-2.54), USD_2y_Bond (+2.51), USD_2y (+2.57), USD_1y (+2.77), KOSPI (+3.51), XBT (+3.59)

10y Z-Score Outlier: USDvsGBP_10y (-2.78), USDvsGBP_10y_Bond (-2.77), USDvsGBP_2y2y (-2.74), USDvsGBP_1y1y (-2.54), EURTRY (+2.51), XBT (+3.86)

#zscore, #future, #xbt, #krw, #cad, #usd, #stock, #eur, #gre, #xmarket, #vol, #sek, #chf, #fx, #fxvol, #inr, #em, #nok, #fra, #gbp, #rate, #try

New Highs & Lows

New 1y High: CAD=1.3749, EURNOK=9.531, EuroStoxx=3627.9, OMX=1638.3, SMI=8980.0, SX7E=137.29, Stoxx600=391.98


New  1y Low : CHF_Vol2y=7.34, CommodityIndex=177.01, EUR_Vol2y=7.93, EURvsSEK_5s30s=0.350, GBP_Vol1m=7.00, GBP_Vol1y=8.42, GBP_Vol2y=8.69, GBP_Vol3m=7.79, GBP_Vol6m=8.07, GERvsGRE_10y_Bond=5.574, GRE_10y_Bond=5.968, ILS=3.6077, SEK_Vol1y=8.77, SEK_Vol2y=8.84, VIX3=13.58, VSTOXX2=16.20, VSTOXX3=17.20, VSTOXX4=17.95
New  5y High: CAC40=5372.4
New  5y Low : EURvsNOK_10y10y=0.378, VIX4=14.13

New 10y High: DAX=12648, KOSPI=2241.2, TotalReturn_MSCI_World=5254.01

#highlow, #commodity, #krw, #cad, #usd, #stock, #eur, #gre, #xmarket, #vol, #sek, #chf, #fx, #ils, #fxvol, #em, #nok, #ger, #etf, #gbp, #rate, #fra

1mVol Implied < Realized: SEK r0.86 #fxvol #fx #histvol #sek https://t

1mVol Implied < Realized: SEK r0.86
#fxvol #fx #histvol #sek https://t.co/iXBkfI1xhm

1mVol Implied < Realized: GBP r0.71 #gbp #fxvol #fx #histvol https://t

1mVol Implied < Realized: GBP r0.71
#gbp #fxvol #fx #histvol https://t.co/E7qgrhAC5p

1mVol Implied < Realized: AUD_1y1y r0.42 #irvol #rate #histvol #aud ht

1mVol Implied < Realized: AUD_1y1y r0.42
#irvol #rate #histvol #aud https://t.co/Uvorr1Y5Ra

1mVol Implied < Realized: CAD_1y1y r0.68 #irvol #rate #histvol #cad ht

1mVol Implied < Realized: CAD_1y1y r0.68
#irvol #rate #histvol #cad https://t.co/o2nPu5R9IJ

1mVol Implied < Realized: USD_1y1y r0.77 #irvol #rate #histvol #usd ht

1mVol Implied < Realized: USD_1y1y r0.77
#irvol #rate #histvol #usd https://t.co/BSAZp13HgS

1mVol Implied < Realized: AUD_2y r0.54 #irvol #rate #histvol #aud http

1mVol Implied < Realized: AUD_2y r0.54
#irvol #rate #histvol #aud https://t.co/d8crrhHAUh

1mVol Implied < Realized: AUD_1y r0.81 #irvol #rate #histvol #aud http

1mVol Implied < Realized: AUD_1y r0.81
#irvol #rate #histvol #aud https://t.co/ySi3d3brmV

1mVol Implied < Realized: JPY_5y r0.83 #irvol #jpy #rate #histvol http

1mVol Implied < Realized: JPY_5y r0.83
#irvol #jpy #rate #histvol https://t.co/GqFjY91nMw

Crossed 200dma: ZAR=13.656 #dma #fx #zar #dma #em https://t.co/b5z4OJWivj

Crossed 200dma: ZAR=13.656
#dma #fx #zar #dma #em https://t.co/b5z4OJWivj

Crossed 200dma: USD_2s5s10s_Bond=0.114 #dma #usd #rate #dma #fly https://

Crossed 200dma: USD_2s5s10s_Bond=0.114
#dma #usd #rate #dma #fly https://t.co/YS821kFmAk

Crossed 200dma: USD_2s10s=0.704 #dma #usd #rate #dma #curve https://t.co/

Crossed 200dma: USD_2s10s=0.704
#dma #usd #rate #dma #curve https://t.co/rhHiwiCALi

Crossed 200dma: SEK_2y_Bond=-0.631 #dma #sek #rate #dma https://t.co/Z1Uh

Crossed 200dma: SEK_2y_Bond=-0.631
#dma #sek #rate #dma https://t.co/Z1UhEBOhpN

Crossed 200dma: POR_5s10s30s_Bond=0.778 #dma #por #eur #rate #dma #fly ht

Crossed 200dma: POR_5s10s30s_Bond=0.778
#dma #por #eur #rate #dma #fly https://t.co/ssWPOTlzBX

Crossed 200dma: NOK_Vol1w=9.76 #dma #fxvol #dma #nok https://t.co/AwlwvU2

Crossed 200dma: NOK_Vol1w=9.76
#dma #fxvol #dma #nok https://t.co/AwlwvU2w0L

Crossed 200dma: NOK_5s30s=0.625 #dma #rate #dma #curve #nok https://t.co/

Crossed 200dma: NOK_5s30s=0.625
#dma #rate #dma #curve #nok https://t.co/723qKamzF9

Crossed 200dma: GBP_30y_Bond=1.778 #dma #gbp #rate #dma https://t.co/JZuo

Crossed 200dma: GBP_30y_Bond=1.778
#dma #gbp #rate #dma https://t.co/JZuonAd62j

Crossed 200dma: GBP_2y=0.579 #dma #gbp #rate #dma https://t.co/2SpjfXxGVq

Crossed 200dma: GBP_2y=0.579
#dma #gbp #rate #dma https://t.co/2SpjfXxGVq

Crossed 200dma: GBP_10y_Bond=1.116 #dma #gbp #rate #dma https://t.co/e5Wm

Crossed 200dma: GBP_10y_Bond=1.116
#dma #gbp #rate #dma https://t.co/e5WmfKNIHC

Crossed 200dma: GBP_10s30s_Bond=0.662 #dma #gbp #rate #dma #curve https:/

Crossed 200dma: GBP_10s30s_Bond=0.662
#dma #gbp #rate #dma #curve https://t.co/kuITzVDIOV

Crossed 200dma: DXY=98.80 #dma #dxy #fx #dma #usd https://t.co/RcdzktvEkH

Crossed 200dma: DXY=98.80
#dma #dxy #fx #dma #usd https://t.co/RcdzktvEkH

Crossed 200dma: CHF_Vol1w=7.70 #dma #fxvol #chf #dma https://t.co/P0k5XH7

Crossed 200dma: CHF_Vol1w=7.70
#dma #fxvol #chf #dma https://t.co/P0k5XH7spF

Crossed 200dma: CHF_5s10s30s=0.016 #dma #chf #rate #dma #fly https://t.co

Crossed 200dma: CHF_5s10s30s=0.016
#dma #chf #rate #dma #fly https://t.co/smjAtkypAS

Crossed 200dma: CAD_5s30s_Bond=1.154 #dma #cad #rate #dma #curve https://

Crossed 200dma: CAD_5s30s_Bond=1.154
#dma #cad #rate #dma #curve https://t.co/Xx88zn0suY

Crossed 200dma: CAD_2y=1.025 #dma #rate #dma #cad https://t.co/0ZYaCroSqx

Crossed 200dma: CAD_2y=1.025
#dma #rate #dma #cad https://t.co/0ZYaCroSqx

Crossed 200dma: Bund=160.900 #dma #eur #future #dma https://t.co/hkOUQsSi

Crossed 200dma: Bund=160.900
#dma #eur #future #dma https://t.co/hkOUQsSio5

Crossed 200dma: AUD_2y_Bond=1.711 #dma #rate #dma #aud https://t.co/NMBpz

Crossed 200dma: AUD_2y_Bond=1.711
#dma #rate #dma #aud https://t.co/NMBpzRuTYe

Crossed 200dma: AUD_2s5s10s=-0.203 #dma #rate #dma #aud #fly https://t.co

Crossed 200dma: AUD_2s5s10s=-0.203
#dma #rate #dma #aud #fly https://t.co/90CxJTZDf9

Low RSI: 11.6 for GBP_Vol2y=8.69 0% 1y Range 28% 5y Range 21% 10y R

Low RSI: 11.6 for GBP_Vol2y=8.69
0% 1y Range
28% 5y Range
21% 10y Range
#rsi #fxvol #gbp #rsi https://t.co/Onca8Fzq2r

Low RSI: 15.7 for GBP_Vol1y=8.42 0% 1y Range 30% 5y Range 19% 10y R

Low RSI: 15.7 for GBP_Vol1y=8.42
0% 1y Range
30% 5y Range
19% 10y Range
#rsi #fxvol #gbp #rsi https://t.co/DzjV1AnAo1

Low RSI: 17.0 for GRE_10y_Bond=5.968 0% 1y Range 2% 5y Range 5% 1

Low RSI: 17.0 for GRE_10y_Bond=5.968
0% 1y Range
2% 5y Range
5% 10y Range
#rsi #eur #gre #rate #rsi https://t.co/jVvyT4LpDg

Low RSI: 18.2 for GERvsGRE_10y_Bond=5.574 0% 1y Range 5% 5y Range

Low RSI: 18.2 for GERvsGRE_10y_Bond=5.574
0% 1y Range
5% 5y Range
15% 10y Range
#rsi #eur #gre #xmarket #rsi… https://t.co/o9lWklOOvn

Low RSI: 18.3 for Silver=16.240 11% 1y Range 12% 5y Range 19% 10y Ra

Low RSI: 18.3 for Silver=16.240
11% 1y Range
12% 5y Range
19% 10y Range
#rsi #commodity #rsi https://t.co/JHRhdcECYW

Low RSI: 20.0 for GERvsPOR_10y_Bond=3.029 23% 1y Range 18% 5y Range

Low RSI: 20.0 for GERvsPOR_10y_Bond=3.029
23% 1y Range
18% 5y Range
19% 10y Range
#rsi #eur #xmarket #rsi #ger… https://t.co/mqeK5zL4V7

Low RSI: 21.0 for CHF_Vol2y=7.34 0% 1y Range 1% 5y Range 12% 10y R

Low RSI: 21.0 for CHF_Vol2y=7.34
0% 1y Range
1% 5y Range
12% 10y Range
#rsi #fxvol #chf #rsi https://t.co/nUOFxC3NqT

High RSI: 75.3 for EuroStoxx=3627.9 100% 1y Range 89% 5y Range 66% 10

High RSI: 75.3 for EuroStoxx=3627.9
100% 1y Range
89% 5y Range
66% 10y Range
#rsi #eur #stock #rsi https://t.co/QeP3Iae9ob

High RSI: 75.6 for EURAUD=1.4827 60% 1y Range 69% 5y Range 35% 10y R

High RSI: 75.6 for EURAUD=1.4827
60% 1y Range
69% 5y Range
35% 10y Range
#rsi #eur #fx #aud #rsi https://t.co/wyM5TKf6Q0

High RSI: 75.9 for GBPJPY=145.34 53% 1y Range 34% 5y Range 21% 10y R

High RSI: 75.9 for GBPJPY=145.34
53% 1y Range
34% 5y Range
21% 10y Range
#rsi #fx #jpy #gbp #rsi https://t.co/kmy5VWLrmT

High RSI: 76.1 for CAC40=5372.4 100% 1y Range 100% 5y Range 78% 10y Ra

High RSI: 76.1 for CAC40=5372.4
100% 1y Range
100% 5y Range
78% 10y Range
#rsi #fra #stock #eur #rsi https://t.co/IIa6HZkvqs

High RSI: 76.2 for SMI=8980.0 100% 1y Range 86% 5y Range 89% 10y Rang

High RSI: 76.2 for SMI=8980.0
100% 1y Range
86% 5y Range
89% 10y Range
#rsi #stock #chf #rsi https://t.co/jumYjzXc5M

High RSI: 76.3 for DAX=12648 100% 1y Range 100% 5y Range 100% 10y Range

High RSI: 76.3 for DAX=12648
100% 1y Range
100% 5y Range
100% 10y Range
#rsi #ger #eur #stock #rsi https://t.co/ZfYeXeXeQd

High RSI: 76.7 for KOSPI=2241.2 100% 1y Range 100% 5y Range 100% 10y Ra

High RSI: 76.7 for KOSPI=2241.2
100% 1y Range
100% 5y Range
100% 10y Range
#rsi #stock #krw #rsi https://t.co/3ZpCFVcfOv

High RSI: 78.0 for CAD=1.3749 100% 1y Range 83% 5y Range 85% 10y Rang

High RSI: 78.0 for CAD=1.3749
100% 1y Range
83% 5y Range
85% 10y Range
#rsi #fx #cad #rsi https://t.co/eXUhe9IOqg

High RSI: 80.4 for EURNOK=9.531 100% 1y Range 93% 5y Range 82% 10y Ra

High RSI: 80.4 for EURNOK=9.531
100% 1y Range
93% 5y Range
82% 10y Range
#rsi #eur #fx #rsi #nok https://t.co/yV0ldZdni1

High RSI: 80.8 for ETF_Internet=93.68 99% 1y Range 99% 5y Range 100%

High RSI: 80.8 for ETF_Internet=93.68
99% 1y Range
99% 5y Range
100% 10y Range
#rsi #usd #etf #stock #rsi https://t.co/qFD7264G38

Outlier 1y Zscore: +2.83 for XBT=1502.3 #zscore #fx #xbt #zscore https://

Outlier 1y Zscore: +2.83 for XBT=1502.3
#zscore #fx #xbt #zscore https://t.co/4qGWqNm74Q

Outlier 5y Zscore: +3.59 for XBT=1502.3 #zscore #fx #xbt #zscore https://

Outlier 5y Zscore: +3.59 for XBT=1502.3
#zscore #fx #xbt #zscore https://t.co/j5yjjGnL6R

Outlier 10y Zscore: +3.86 for XBT=1502.3 #zscore #fx #xbt #zscore https:/

Outlier 10y Zscore: +3.86 for XBT=1502.3
#zscore #fx #xbt #zscore https://t.co/RwSsx1uK5a

Outlier 1y Zscore: -2.65 for VSTOXX4=17.95 #eur #zscore #vol #zscore http

Outlier 1y Zscore: -2.65 for VSTOXX4=17.95
#eur #zscore #vol #zscore https://t.co/lKpyr7E5iN

Outlier 1y Zscore: -2.71 for VSTOXX3=17.20 #eur #zscore #vol #zscore http

Outlier 1y Zscore: -2.71 for VSTOXX3=17.20
#eur #zscore #vol #zscore https://t.co/VeqTxa91zr

Outlier 10y Zscore: -2.74 for USDvsGBP_2y2y=-1.269 #usd #xmarket #rate #z

Outlier 10y Zscore: -2.74 for USDvsGBP_2y2y=-1.269
#usd #xmarket #rate #zscore #gbp #zscore https://t.co/scULgfntLJ

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.29 -0.72 0.07 -0.20 0.25 0.70 -0.65 0.67 1.67 2.04 1.58 Bond 5y 1.85 -0.37 0.49 -0.15 1.00 -0.06 1.04 2.13 2.37 1.90 Bond 10y 2.32 0.33 1.07 0.02 -0.12 1.54 0.58 1.63 2.59 2.97 2.24 Bond 30y 2.97 1.11 1.73 0.80 0.34 2.15 2.41 ------------------------------------------------------------------------------- Bond 2s5s 0.56 0.34 0.42 0.04 0.30 0.58 0.46 0.33 0.31 Bond 2s10s 1.02 1.04 1.00 0.22 -0.37 0.84 1.23 0.92 0.94 0.65 Bond 5s10s 0.47 0.70 0.58 0.17 0.55 0.65 0.60 0.46 0.60 0.34 Bond 5s30s 1.12 1.48 1.23 0.95 1.15 0.51 Bond 10s30s 0.65 0.78 0.65 0.78 0.46 0.60 0.17 Bond 2s5s10s 0.09 -0.36 -0.16 -0.13 -0.25 -0.07 0.00 -0.27 -0.03 Bond5s10s30s -0.18 -0.08 -0.07 -0.60 -0.06 0.17 ------------------------------------------------------------------------------- Central Bank 1.00 -0.40 0.25 -0.10 -0.75 0.50 -0.50 0.50 1.50 1.75 1.25 OIS 0.91 -0.36 0.21 3m 1.17 -0.33 0.32 0.00 -0.73 0.91 -0.48 0.94 1.74 1.98 1.38 1y 1.39 -0.33 0.37 0.03 -0.67 0.94 -0.45 1.03 1.75 2.07 1.48 1y1y 1.77 -0.17 0.51 0.03 -0.57 1.16 -0.13 1.16 2.01 2.58 1.65 2y 1.58 -0.16 0.56 0.03 -0.62 1.04 -0.29 1.20 1.87 2.31 1.57 2y2y 2.14 0.30 0.87 0.07 -0.24 1.49 0.52 1.72 2.44 3.17 1.82 5y 1.96 0.21 0.79 0.07 -0.32 1.36 0.29 1.52 2.27 2.89 1.75 5y5y 2.62 1.39 1.52 0.38 0.60 2.28 1.93 2.38 3.32 3.92 2.14 10y 2.27 0.80 1.15 0.22 0.14 1.79 1.08 1.93 2.90 3.38 1.93 10y10y 2.77 1.97 1.73 1.05 0.91 2.90 2.59 2.37 3.70 4.42 2.03 20y 2.49 1.33 1.42 0.63 0.51 2.29 1.77 2.12 3.25 1.98 30y 2.52 1.42 1.41 0.79 0.62 2.29 1.88 2.13 3.30 1.98 ------------------------------------------------------------------------------- 2s5s 0.37 0.36 0.23 0.04 0.30 0.32 0.58 0.33 0.40 0.58 0.18 2s10s 0.69 0.96 0.59 0.19 0.76 0.75 1.37 0.73 1.02 1.07 0.36 5s10s 0.31 0.59 0.36 0.15 0.46 0.43 0.79 0.41 0.62 0.49 0.18 5s30s 0.56 1.21 0.61 0.72 0.95 0.92 1.58 0.61 1.03 0.23 10s30s 0.25 0.62 0.26 0.56 0.48 0.49 0.79 0.20 0.41 0.04 2s5s10s 0.06 -0.23 -0.12 -0.11 -0.16 -0.11 -0.21 -0.08 -0.23 0.09 -0.01 5s10s30s 0.06 -0.02 0.10 -0.41 -0.02 -0.06 -0.00 0.20 0.22 0.14

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

Vol Recap

Volatility USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- fxVol 1m 7.47 7.19 8.45 5.98 7.18 7.93 8.05 7.72 8.40 fxVol 3m 7.57 7.98 8.97 6.46 7.18 8.23 8.51 8.43 8.86 fxVol 6m 7.70 8.24 9.25 6.79 7.38 8.51 8.87 8.87 9.37 fxVol 1y 7.84 8.55 9.43 7.18 7.58 8.79 9.27 9.27 9.76 fxVol 2y 7.94 8.82 9.67 7.36 7.98 8.88 9.43 9.67 10.27 ------------------------------------------------------------------------------- Realized 1m 7.05 9.80 8.03 4.79 5.29 9.34 8.31 8.52 7.22 7.61 Realized 3m 7.29 8.66 8.13 5.93 5.74 8.17 8.00 8.55 7.91 9.01 ------------------------------------------------------------------------------- Gamma 2y 51.3 25.6 33.8 12.2 53.9 44.3 35.2 59.3 43.2 48.2 38.5 Realized 1m 42.3 14.4 12.4 5.1 22.8 32.9 19.4 14.2 59.6 20.2 18.9 Realized 3m 41.9 15.0 20.7 4.6 22.3 28.2 20.4 20.0 53.1 28.5 21.3 ------------------------------------------------------------------------------- Gamma 5y 68.7 43.8 53.7 15.2 47.9 60.9 51.4 66.3 66.1 64.8 50.4 Realized 1m 61.8 31.5 29.4 15.6 30.5 53.2 35.5 25.8 35.3 32.8 30.8 Realized 3m 63.9 40.9 42.2 11.7 31.9 50.3 41.4 33.7 45.8 36.9 32.7 ------------------------------------------------------------------------------- Gamma 10y 72.3 55.2 64.6 18.7 51.9 63.7 61.8 65.1 74.9 71.3 51.9 Realized 1m 64.1 38.2 31.8 15.5 37.4 57.9 44.6 34.6 69.2 44.0 41.6 Realized 3m 65.6 46.4 46.3 14.9 43.7 58.9 47.0 43.9 64.7 45.0 41.0 ------------------------------------------------------------------------------- irVol 1m2y 44.2 17.7 25.1 10.2 53.9 38.1 22.4 49.8 31.9 37.2 37.8 irVol 1m5y 63.5 38.0 46.2 13.0 47.9 60.9 40.4 64.2 55.9 60.9 48.3 irVol 1m10y 64.5 45.1 55.4 14.6 49.7 63.7 49.1 56.3 67.9 68.1 49.8 irVol 1m30y 61.9 54.5 56.2 34.5 irVol 3m2y 47.0 22.9 28.9 11.6 48.8 39.4 29.1 55.3 38.8 44.4 38.5 irVol 3m5y 66.3 42.2 49.4 14.6 45.1 59.2 47.4 65.6 63.0 63.2 48.9 irVol 3m10y 69.1 51.5 60.6 17.3 50.9 61.8 57.7 61.2 73.2 70.3 50.1 irVol 3m30y 66.1 60.8 60.7 34.7 irVol 1y1y 49.7 26.3 34.4 12.2 42.2 40.8 38.6 64.5 49.4 53.7 33.3 irVol 1y2y 60.4 32.3 43.1 13.4 43.3 54.4 45.0 66.9 58.2 58.8 37.3 irVol 1y5y 72.6 48.5 59.7 16.5 45.7 60.0 58.1 72.5 69.9 66.9 45.4 irVol 1y10y 75.0 59.1 69.3 20.8 55.2 59.5 64.9 70.5 76.0 72.4 48.3 irVol 1y30y 71.2 63.3 68.7 35.8 irVol 2y2y 73.0 44.4 56.8 16.5 53.2 58.2 58.2 71.1 68.2 67.2 41.4 irVol 2y5y 77.0 55.2 67.9 19.5 57.1 62.4 64.6 75.2 72.1 70.4 43.3 irVol 2y10y 77.7 63.0 72.5 24.0 63.5 58.2 68.9 74.8 74.3 74.3 44.7 irVol 2y30y 72.4 63.5 70.0 37.6 irVol 5y5y 81.1 67.6 76.6 25.8 irVol 5y10y 78.7 68.8 73.8 30.4 irVol 5y30y 69.4 61.7 68.0 40.5 irVol 10y10y 70.8 67.7 68.2 34.4 irVol 10y30y 61.9 55.3 60.2 42.3

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

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.43 49.4 116.1 AUD_1y1y 0.54 31.9 59.6 AUD_2y 0.69 40.8 58.9 CAD_1y1y 0.73 7.2 9.8 GBP 0.75 49.7 66.5 USD_1y1y 0.80 18.3 22.8 AUD_1y 0.83 13.0 15.6 JPY_5y 0.85 7.9 9.3 SEK 0.91 7.7 8.5 AUD 0.94 14.6 15.5 JPY_10y 0.97 8.1 8.3 NOK 0.98 67.9 69.2 AUD_10y

#fxvol, #jpy, #gbp, #cad, #rate, #nok, #usd, #sek, #aud, #irvol, #fx

Crossed 200dma

Crossed 200dma: 108.258 2yNote -0.228 AUD_2s5s10s -0.249 CAD_2s5s10s_Bond 1.044 CAD_2y 0.702 CAD_2y_Bond 1.147 CAD_5s30s_Bond -0.024 CHF_5s10s30s 6.81 CHF_Vol1w 99.21 DXY 3.417 GBP_5y5y_Inflation 1248.5 Gold 9.27 NOK_Vol1w 0.009 POR_2s5s10s_Bond 1.936 POR_5y_Bond 0.650 USD_10s30s_Bond 0.372 USD_2s5s 1.116 USD_5s30s_Bond

#dma, #fxvol, #inflation, #commodity, #por, #dxy, #gbp, #fly, #cad, #rate, #nok, #curve, #eur, #future, #usd, #chf, #aud, #fx

Highest + Lowest RSI

Highest + Lowest RSI: RSI=80.5 93.59 ETF_Internet RSI=78.9 1.174 USD_3m RSI=77.7 1516.7 XBT RSI=77.0 1.3730 CAD RSI=75.2 145.09 GBPJPY RSI=74.7 54.81 ETF_Technology RSI=74.4 9.419 EURNOK RSI=73.1 7405.8 NZX50 RSI=72.4 122.76 EURJPY RSI=72.0 2219.7 KOSPI ---------------- RSI=21.4 7.36 CHF_Vol2y RSI=20.6 16.490 Silver RSI=20.0 5.680 GERvsGRE_10y_Bond RSI=19.8 5.893 GRE_2y_Bond RSI=19.5 0.709 POR_5s10s30s_Bond RSI=17.9 8.55 GBP_Vol1y RSI=17.7 6.006 GRE_10y_Bond RSI=14.5 1.740 AUD_3m RSI=13.4 8.82 GBP_Vol2y RSI=11.7 0.912 CAD_3m

#rsi, #stock, #fly, #eur, #fixing, #gbp, #etf, #rate, #nok, #xbt, #jpy, #commodity, #xmarket, #ger, #usd, #chf, #fx, #fxvol, #gre, #krw, #por, #cad, #nzd, #aud

Biggest Vol Moves

Biggest Vol Moves: +9.2% +1.3 15.4 EUR_1m1y_bpVol +9.0% +1.7 20.6 SEK_1m1y_bpVol +8.9% +4.4 53.8 NOK_1m1y_bpVol +8.7% +3.1 38.9 JPY_3y30y_bpVol +7.9% +2.9 39.7 JPY_4y30y_bpVol +7.7% +2.7 37.6 JPY_2y30y_bpVol +7.7% +2.9 40.5 JPY_5y30y_bpVol +7.2% +2.8 41.6 JPY_7y30y_bpVol +5.5% +2.2 42.3 JPY_10y30y_bpVol +4.2% +2.0 49.4 AUD_1y1y_bpVol ------------------------ -6.6% -2.7 38.1 CAD_1m2y_bpVol -7.2% -5.0 64.2 NOK_1m5y_bpVol -7.3% -3.2 40.8 CAD_1y1y_bpVol -7.3% -3.1 39.4 CAD_3m2y_bpVol -7.4% -0.74 9.27 NOK_Vol1w -8.1% -0.65 7.34 CAD_Vol1w -8.2% -3.6 40.4 SEK_1m5y_bpVol -8.2% -3.4 38.0 EUR_1m5y_bpVol -8.5% -3.0 32.2 CAD_6m1y_bpVol -12.6% -0.98 6.81 CHF_Vol1w

#bigmove, #fxvol, #cad, #nok, #eur, #sek, #chf, #aud, #irvol, #jpy

Biggest Rates Moves

Biggest Rates Moves: +0.089 -1.956 USDvsJPY_5y5y_Inflation +6.6% +0.066 1.061 USDvsGBP_5y5y_Inflation +16.0% +0.064 0.465 USDvsAUD_5s30s +1.8% +0.059 3.321 AUD_5y5y +2.7% +0.052 2.009 AUD_1y1y +5.8% +0.051 0.926 USDvsAUD_10y10y +1.3% +0.049 3.698 AUD_10y10y +2.7% +0.049 1.852 USD_5y_Bond +4.1% +0.046 1.162 CAD_1y1y +1.6% +0.045 2.895 AUD_10y ------------------------ -1.7% -0.057 3.324 ITA_30y_Bond -8.5% -0.067 0.725 AUDvsNZD_10y10y -10.4% -0.076 0.655 USDvsNZD_10y_Bond -1.9% -0.081 4.285 POR_30y_Bond -10.4% -0.082 0.705 EURvsUSD_5y5y_Inflation -4.1% -0.083 1.936 POR_5y_Bond -3.6% -0.089 2.356 USD_5y5y_Inflation -3.0% -0.097 3.139 GERvsPOR_10y_Bond -2.8% -0.099 3.465 POR_10y_Bond -1.8% -0.105 5.893 GRE_2y_Bond

#bigmove, #gre, #inflation, #por, #ita, #xmarket, #gbp, #cad, #rate, #ger, #nzd, #eur, #usd, #aud, #jpy

Biggest Market Moves

Biggest Market Moves: +5.4% +77.3 1516.7 XBT +1.1% +0.0162 1.4666 EURAUD +0.8% +0.19 23.84 ETF_Financials +0.8% +1.00 134.91 SX7E +0.7% +0.0602 8.6522 NOK +0.7% +0.094 13.438 ZAR +0.7% +0.76 112.75 JPY +0.7% +0.33 50.79 Oil +0.6% +0.360 57.390 RUB +0.6% +0.0353 6.3018 CADNOK ------------------------ -0.7% -0.0073 1.0792 AUDNZD -0.7% -8.5 1248.5 Gold -0.7% -0.29 40.41 ETF_EM_Vanguard -0.8% -0.0057 0.6878 NZD -0.8% -0.70 83.69 AUDJPY -1.0% -58.1 5892.3 ASX200 -1.4% -0.0139 1.0191 AUDCAD -1.5% -0.0113 0.7423 AUD -1.7% -0.280 16.490 Silver -3.5% -9.20 253.30 Copper

#bigmove, #zar, #stock, #commodity, #em, #cad, #etf, #nok, #rub, #nzd, #eur, #usd, #xbt, #jpy, #aud, #fx

Z-Score Outliers

1y Z-Score Outlier: EURCZK (-3.50), EURvsUSD_2s10s (-3.01), NOK_Vol2y (-2.91), CHF_Vol2y (-2.86), VSTOXX3 (-2.71), CHF_Vol1y (-2.69), INR (-2.69), NOK_Vol1y (-2.66), VSTOXX4 (-2.59), SEK_Vol2y (-2.54), GRE_10y_Bond (-2.53), CHF_Vol3m (-2.51), CAD (+2.52), KOSPI (+2.77), XBT (+2.94)


 5y Z-Score Outlier: Eurodollar_Whites (-2.71), USDvsGBP_10y_Bond (-2.58), USDvsGBP_10y (-2.56), USD_2y (+2.54), USD_1y (+2.76), KOSPI (+3.23), XBT (+3.66)

10y Z-Score Outlier: USDvsGBP_10y (-2.80), USDvsGBP_10y_Bond (-2.79), USDvsGBP_2y2y (-2.76), USDvsGBP_1y1y (-2.57), XBT (+3.92)

#zscore, #fxvol, #stock, #krw, #gre, #xmarket, #em, #gbp, #cad, #rate, #nok, #eur, #future, #fx, #usd, #xbt, #czk, #sek, #chf, #vol, #inr

New Highs & Lows

New 1y High: CAD=1.3730, EuroStoxx=3586.2, SMI=8891.9, USDvsCAD_2s10s=0.066


New  1y Low : CHF_Vol1y=7.18, CHF_Vol2y=7.36, CHF_Vol3m=6.46, CHF_Vol6m=6.79, EUR_Vol1y=7.84, EUR_Vol2y=7.94, EUR_Vol3m=7.57, EUR_Vol6m=7.70, EURvsSEK_2s10s=0.415, GBP_Vol1m=7.19, GBP_Vol1y=8.55, GBP_Vol2y=8.82, NOK_Vol1y=9.27, NOK_Vol2y=9.43, NOK_Vol3m=8.51, NOK_Vol6m=8.87, SEK_Vol1y=8.79, SEK_Vol2y=8.88, SEK_Vol3m=8.23, SEK_Vol6m=8.51, VSTOXX2=16.55
New 10y High: DAX=12528, XBT=1516.7

New 10y Low : EURvsUSD_2s10s=-0.273

#highlow, #fxvol, #stock, #xmarket, #gbp, #cad, #rate, #ger, #nok, #eur, #usd, #xbt, #chf, #sek, #vol, #fx