Highest + Lowest RSI

Highest + Lowest RSI:
RSI=83.7   93.23 ETF_Internet
RSI=77.6   1.172 USD_3m
RSI=77.3  6091.6 Nasdaq
RSI=76.6   54.79 ETF_Technology
RSI=74.5  1.3681 CAD
RSI=73.8  7382.2 NZX50
RSI=73.4  1435.9 XBT
RSI=72.5  144.14 GBPJPY
RSI=71.7   0.684 USD_10s30s_Bond
RSI=71.2  1627.0 OMX
----------------
RSI=23.1    8.21 GBP_Vol6m
RSI=22.5   0.759 POR_5s10s30s_Bond
RSI=22.2   3.111 POR_2s10s_Bond
RSI=21.8    7.41 CHF_Vol2y
RSI=21.7   0.205 NOK_10s30s
RSI=21.1   1.527 POR_5s10s_Bond
RSI=21.0   0.924 CAD_3m
RSI=20.5   1.750 AUD_3m
RSI=19.0    8.61 GBP_Vol1y
RSI=14.5    8.89 GBP_Vol2y

#rsi, #aud, #chf, #curve, #fxvol, #eur, #por, #fx, #nzd, #etf, #nok, #gbp, #cad, #rate, #stock, #jpy, #sek, #fly, #fixing, #xbt, #usd

Biggest Vol Moves

Biggest Vol Moves:
  +47.2%   +3.52   10.98 EUR_Vol1w
  +30.1%   +2.36   10.21 SEK_Vol1w
  +18.8%   +1.21    7.66 CHF_Vol1w
  +17.9%   +1.48    9.75 NOK_Vol1w
  +15.2%   +1.20    9.11 JPY_Vol1w
  +14.7%   +1.18    9.22 NZD_Vol1w
   +9.5%   +0.75    8.64 AUD_Vol1w
   +7.8%   +0.58    8.06 GBP_Vol1w
   +5.1%   +0.40    8.29 CAD_Vol1w
   +4.6%    +1.7    38.6 KRW_1m2y_bpVol
------------------------
   -9.4%    -6.3    60.7 CAD_6m5y_bpVol
   -9.6%    -6.4    60.6 CAD_2y2y_bpVol
   -9.9%    -6.3    57.1 CAD_1y2y_bpVol
   -9.9%    -5.9    53.4 CAD_6m2y_bpVol
   -9.9%    -5.9    53.4 CAD_2yGamma
  -10.5%    -5.0    42.6 CAD_1y1y_bpVol
  -13.6%    -9.7    61.4 CAD_5yGamma
  -14.7%    -6.7    38.8 CAD_1m2y_bpVol
  -15.5%   -11.0    60.1 CAD_1m5y_bpVol
  -17.1%    -8.4    40.8 CAD_3m2y_bpVol

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

Biggest Rates Moves

Biggest Rates Moves:
   +3.2%  +0.138   4.434 NZD_10y10y
   +6.5%  +0.099   1.622 USDvsNZD_10y10y
  +15.2%  +0.095   0.720 AUDvsNZD_10y10y
  +11.0%  +0.090   0.910 FedFund
   +3.3%  +0.074   2.305 CAD_5y5y
   +2.1%  +0.070   3.339 AUD_5y5y
   +3.5%  +0.068   1.984 AUD_1y1y
          +0.063  -1.941 USDvsJPY_5y5y_Inflation
   +1.5%  +0.057   3.964 NZD_5y5y
  +30.5%  +0.051   0.218 USDvsAUD_1y1y
------------------------
          -0.033  -2.079 USDvsJPY_2y2y
          -0.035  -1.784 USDvsJPY_10y10y
          -0.036  -2.278 USDvsJPY_5y5y
          -0.038  -1.233 USDvsGBP_10y_Bond
          -0.038  -2.431 USDvsCHF_10y_Bond
  -12.9%  -0.038   0.257 USDvsAUD_10y_Bond
          -0.041  -1.094 USDvsGBP_10y10y
          -0.042  -2.304 USDvsJPY_10y_Bond
   -8.0%  -0.061   0.702 USDvsNZD_10y_Bond
  -12.0%  -0.076   0.558 AUDvsNZD_1y1y

#bigmove, #aud, #chf, #jpy, #usd, #gbp, #cad, #rate, #nzd, #xmarket, #fixing

Biggest Market Moves

Biggest Market Moves:
  +10.0%  +131.0  1435.9 XBT
   +2.0%   +5.30  265.00 Copper
   +1.1%   +0.99   93.23 ETF_Internet
   +0.8%   +0.64   84.16 AUDJPY
   +0.8%   +0.41   54.79 ETF_Technology
   +0.7%   +44.0  6091.6 Nasdaq
   +0.7% +0.0072  1.0296 AUDCAD
   +0.6%   +0.15   23.68 ETF_Financials
   +0.6% +0.0041  0.6907 NZD
   +0.6%    +114   19311 Nikkei
------------------------
   -0.4%  -0.080  18.741 MXN
   -0.5% -0.0069  1.4482 EURAUD
   -0.5% -0.0065  1.2886 GBP
   -0.5%   -0.60  114.60 ETF_EM_Bonds
   -0.6%   -0.69  118.30 ETF_IG_Bonds
   -0.6%  -0.084  13.696 CADMXN
   -0.6%  -0.969 152.000 Bond
   -1.0%   -12.8  1255.5 Gold
   -1.0%   -1.27  121.08 ETF_20+_Bonds
   -2.4%  -0.410  16.780 Silver

#bigmove, #aud, #credit, #eur, #mxn, #fx, #em, #etf, #stock, #gbp, #rate, #commodity, #future, #jpy, #cad, #nzd, #xbt, #usd

Z-Score Outliers

 1y Z-Score Outlier: CHF_Vol2y (-2.91), CHF_Vol1y (-2.72), NOK_Vol2y (-2.71), VSTOXX3 (-2.70), INR (-2.69), VSTOXX4 (-2.59), EURvsUSD_2s10s (-2.58), KOSPI (+2.64), XBT (+2.70)

 5y Z-Score Outlier: Eurodollar_Whites (-2.74), USDvsGBP_10y (-2.63), USDvsGBP_10y_Bond (-2.57), USD_2y (+2.55), USD_1y (+2.77), KOSPI (+3.07), XBT (+3.43)

10y Z-Score Outlier: USDvsGBP_10y (-2.86), USDvsGBP_10y_Bond (-2.77), USDvsGBP_2y2y (-2.76), USDvsGBP_1y1y (-2.57), XBT (+3.70)

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

New Highs & Lows

New  1y High: ASX200=5956.5, CAD=1.3681, ETF_EM_MSCI=40.29, ETF_EM_Vanguard=40.50, MSCIAP=488.13

New  1y Low : CADMXN=13.696, CHF_Vol1y=7.23, CHF_Vol2y=7.41, EUR_Vol1y=7.96, EURvsSEK_2s10s=0.433, GBP_Vol1y=8.61, GBP_Vol2y=8.89, GBP_Vol3m=7.94, GBP_Vol6m=8.21, NOK_Vol1y=9.52, NOK_Vol2y=9.69, NOK_Vol3m=8.76, NOK_Vol6m=9.09, VIX3=13.58

New  5y High: FedFund=0.910

New  5y Low : VIX4=14.13

New 10y High: ETF_Internet=93.23, ETF_Technology=54.79, Nasdaq=6091.6, TotalReturn_MSCI_World=5240.51, XBT=1435.9

New 10y Low : VIX=10.11

#highlow, #aud, #chf, #eur, #mxn, #fx, #em, #etf, #nok, #gbp, #asia, #rate, #vol, #stock, #xmarket, #sek, #fxvol, #fixing, #xbt, #cad, #usd

Rate Recap

Rate            USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
Bond      2y   1.26 -0.74  0.07 -0.19  0.23  0.73 -0.64  0.66  1.68  2.10  1.58
Bond      5y   1.82 -0.40  0.49 -0.14        1.03 -0.08  1.04  2.14  2.46  1.86
Bond     10y   2.29  0.30  1.06  0.02 -0.12  1.58  0.58  1.62  2.61  3.07  2.19
Bond     30y   2.96  1.07  1.72  0.80  0.33  2.18                          2.37
-------------------------------------------------------------------------------
Bond    2s5s   0.56  0.34  0.42  0.04        0.30  0.57        0.47  0.36  0.28
Bond   2s10s   1.04  1.03  0.99  0.21 -0.35  0.84  1.23        0.94  0.97  0.62
Bond   5s10s   0.47  0.70  0.57  0.17        0.54  0.66  0.59  0.47  0.62  0.34
Bond   5s30s   1.14  1.47  1.23  0.95        1.15                          0.51
Bond  10s30s   0.67  0.77  0.66  0.78  0.44  0.60                          0.17
Bond 2s5s10s   0.09 -0.36 -0.15 -0.12       -0.24 -0.09       -0.00 -0.26 -0.05
Bond5s10s30s  -0.20 -0.08 -0.09 -0.61       -0.06                          0.16
-------------------------------------------------------------------------------
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            0.90 -0.36  0.21                                                
3m             1.17 -0.33  0.33  0.00 -0.73  0.92 -0.47  0.96  1.75  1.97  1.39
1y             1.38 -0.31  0.36  0.03 -0.68  0.97 -0.45  1.03  1.75  2.07  1.48
1y1y           1.74 -0.17  0.49  0.03 -0.57  1.20 -0.13  1.15  1.98  2.55  1.63
2y             1.57 -0.15  0.55  0.03 -0.63  1.08 -0.29  1.19  1.86  2.31  1.55
2y2y           2.12  0.27  0.85  0.07 -0.26  1.50  0.49  1.69  2.42  3.17  1.79
5y             1.94  0.18  0.78  0.07 -0.33  1.38  0.29  1.50  2.29  2.90  1.72
5y5y           2.63  1.38  1.50  0.38  0.58  2.26  1.90  2.36  3.27  3.93  2.10
10y            2.27  0.77  1.13  0.22  0.12  1.81  1.07  1.91  2.86  3.39  1.90
10y10y         2.79  1.93  1.71  1.05  0.93  2.92  2.59  2.37  3.68  4.47  2.00
20y            2.50  1.31  1.40  0.63  0.52  2.31  1.76  2.12  3.23        1.94
30y            2.53  1.39  1.39  0.78  0.61  2.28  1.86  2.12  3.30        1.94
-------------------------------------------------------------------------------
2s5s           0.37  0.33  0.23  0.04  0.30  0.29  0.58  0.32  0.43  0.58  0.17
2s10s          0.70  0.92  0.58  0.20  0.75  0.72  1.36  0.72  1.01  1.08  0.34
5s10s          0.33  0.59  0.35  0.15  0.46  0.43  0.79  0.41  0.58  0.50  0.18
5s30s          0.59  1.21  0.60  0.71  0.94  0.91  1.57  0.62  1.01        0.22
10s30s         0.27  0.61  0.26  0.56  0.48  0.47  0.79  0.21  0.44        0.04
2s5s10s        0.04 -0.26 -0.12 -0.12 -0.16 -0.14 -0.21 -0.09 -0.15  0.09 -0.01
5s10s30s       0.06 -0.02  0.09 -0.40 -0.03 -0.04  0.00  0.19  0.14        0.14

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

Vol Recap

Volatility      USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
fxVol     1m         7.93  7.64  8.78  6.22  7.05  8.11  8.34  7.77  8.29      
fxVol     3m         7.81  8.24  9.23  6.77  7.16  8.50  8.90  8.37  8.74      
fxVol     6m         7.88  8.44  9.35  6.95  7.28  8.73  9.18  8.75  9.16      
fxVol     1y         8.05  8.77  9.55  7.33  7.52  8.99  9.59  9.26  9.66      
fxVol     2y         8.11  9.04  9.74  7.52  7.94  9.02  9.77  9.66 10.17      
-------------------------------------------------------------------------------
Realized  1m         7.64  9.75  8.50  4.68  5.52  9.86  8.49  6.54  6.54  7.52
Realized  3m         7.48  8.77  8.56  6.05  6.01  8.30  8.13  7.96  7.74  9.52
-------------------------------------------------------------------------------
Gamma     2y   50.7  25.7  34.3  12.6  53.9  57.2  36.0  59.8  42.7  54.5  37.7
Realized  1m   45.4  14.4  16.2   5.2  23.9  29.8  20.0  14.8  56.8  25.7  20.1
Realized  3m   41.6  14.5  20.9   4.7  22.3  26.4  20.4  20.7  52.2  28.7  21.4
-------------------------------------------------------------------------------
Gamma     5y   68.8  45.7  54.2  15.6  47.9  69.9  53.6  69.2  66.5  64.3  50.4
Realized  1m   68.0  32.7  35.0  16.0  32.2  52.2  36.9  26.7  40.3  38.5  31.6
Realized  3m   63.5  40.8  42.9  11.8  32.1  49.0  41.7  35.6  46.2  36.8  32.6
-------------------------------------------------------------------------------
Gamma    10y   72.4  55.6  65.0  19.2  51.9  68.3  62.2  66.2  75.2  71.0  51.9
Realized  1m   71.1  39.1  37.6  16.1  39.6  57.3  46.0  35.0  68.1  46.7  42.5
Realized  3m   65.1  46.9  48.1  15.1  44.2  57.1  47.2  46.3  63.3  44.3  40.8
-------------------------------------------------------------------------------
irVol   1m2y   42.9  18.9  25.2  10.9  53.9  47.6  24.0  53.8  32.6  32.0  37.0
irVol   1m5y   63.0  39.3  46.4  14.0  47.9  69.9  41.8  66.1  57.6  61.2  49.1
irVol  1m10y   64.0  45.9  55.4  15.6  49.7  65.8  49.8  56.9  71.1  68.6  50.9
irVol  1m30y   61.4  55.7  56.2  35.3                                          
irVol   3m2y   47.1  23.2  29.2  11.8  48.8  53.8  29.4  56.6  38.6  47.1  37.6
irVol   3m5y   67.0  44.8  50.0  14.9  45.1  65.4  50.3  69.2  63.9  63.3  49.6
irVol  3m10y   69.9  52.3  61.0  17.4  50.9  68.3  58.6  61.8  74.2  70.6  51.2
irVol  3m30y   66.6  60.2  61.1  35.6                                          
irVol   1y1y   50.0  25.9  34.6  12.3  42.2  45.4  39.5  63.5  48.2  53.5  34.7
irVol   1y2y   60.6  31.8  43.5  13.9  43.3  61.4  45.6  65.9  58.8  56.4  37.6
irVol   1y5y   72.8  49.1  60.1  16.7  45.7  65.0  58.8  73.0  70.1  65.5  46.7
irVol  1y10y   75.4  59.3  69.5  21.6  55.2  65.4  65.1  71.0  76.1  71.1  48.8
irVol  1y30y   71.8  63.1  69.0  36.7                                          
irVol   2y2y   73.7  44.5  57.4  17.1  53.2  64.0  58.9  69.7  69.2  72.8  41.4
irVol   2y5y   77.5  55.3  68.1  20.0  57.1  65.3  64.8  76.0  72.8  68.1  45.1
irVol  2y10y   78.1  63.2  72.6  24.4  63.5  63.6  69.1  75.4  74.9  72.6  47.2
irVol  2y30y   73.1  63.6  70.3  37.5                                          
irVol   5y5y   82.1  67.0  76.6  26.9                                          
irVol  5y10y   79.6  68.5  73.7  30.3                                          
irVol  5y30y   70.1  61.6  68.2  40.3                                          
irVol 10y10y   71.3  67.2  68.0  34.6                                          
irVol 10y30y   62.6  54.8  60.1  42.3                                          

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

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.44  48.2 109.8 AUD_1y1y
 0.57  32.6  56.8 AUD_2y
 0.68  50.0  73.5 USD_1y1y
 0.78   7.6   9.8 GBP
 0.79  45.4  57.8 CAD_1y1y
 0.81  18.5  22.8 AUD_1y
 0.82   8.1   9.9 SEK
 0.88  14.0  16.0 JPY_5y
 0.90  64.0  71.1 USD_10y
 0.92  62.4  67.5 USD_20y
 0.93  63.0  68.0 USD_5y
 0.93  61.4  65.7 USD_30y
 0.94  42.9  45.4 USD_2y
 0.97  15.6  16.1 JPY_10y
 0.98   8.3   8.5 NOK

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

Crossed 200dma

Crossed 200dma:
108.328 2yNote
  0.140 AUD_5s10s30s
  0.605 CAD_10s30s_Bond
  0.842 CAD_2s10s_Bond
 -0.063 CAD_5s10s30s_Bond
  0.542 CAD_5s10s_Bond
 -0.683 CHF_1y
 -0.349 CHF_2s10s_Bond
 -0.029 CHF_5s10s30s
 27.034 EURCZK
  9.606 EURSEK
 -0.308 EUR_1y
   7.61 EUR_Vol1w
100.298 Euribor_Whites
 -0.739 GER_2y_Bond
 -0.082 ITA_2y_Bond
  0.040 JPY_2s5s
 -0.143 JPY_5y_Bond
  0.620 NOK_5s30s
150.030 OAT
  51.44 Oil
  1.572 POR_2s5s_Bond
  0.749 POR_5s10s30s_Bond
  1.934 POR_5y_Bond
 -0.644 SEK_2y_Bond
  0.786 SEK_5s10s
  0.669 USD_10s30s_Bond

#dma, #jpy, #por, #chf, #sek, #fra, #fly, #czk, #future, #cad, #nok, #usd, #ita, #commodity, #eur, #rate, #fx, #ger, #em, #curve, #aud, #fxvol

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=80.5   1.172 USD_3m
RSI=79.1   91.71 ETF_Internet
RSI=74.1  6048.9 Nasdaq
RSI=72.1  143.57 GBPJPY
RSI=71.8  1.3633 CAD
RSI=71.7  1347.9 XBT
RSI=71.6  99.624 Shortsterling_Whites
RSI=71.5  7354.6 NZX50
RSI=71.4   0.659 GBP_10s30s_Bond
RSI=71.2  -0.063 CAD_5s10s30s_Bond
----------------
RSI=21.8   0.325 GBP_3m
RSI=21.5   4.237 POR_30y_Bond
RSI=21.0   0.924 CAD_3m
RSI=20.8   1.526 POR_5s10s_Bond
RSI=20.5   0.749 POR_5s10s30s_Bond
RSI=20.5   1.750 AUD_3m
RSI=20.3   3.098 POR_2s10s_Bond
RSI=19.2   3.164 GERvsPOR_10y_Bond
RSI=17.1    9.04 GBP_Vol2y
RSI=15.9   1.834 SPAvsPOR_10y_Bond

#rsi, #jpy, #por, #stock, #etf, #xmarket, #fly, #future, #cad, #nzd, #usd, #fx, #rate, #gbp, #eur, #curve, #ger, #fixing, #spa, #xbt, #aud, #fxvol

Biggest Vol Moves

Biggest Vol Moves:
  +33.2%   +10.3    41.3 NZD_3m1y_bpVol
  +17.1%    +7.4    50.7 NZD_6m1y_bpVol
   +3.9%    +1.5    40.1 KRW_2y1y_bpVol
   +3.8%   +0.27    7.36 CAD_Vol1w
   +3.4%   +0.53   16.11 VSTOXX
   +2.9%    +1.5    53.8 CAD_3m2y_bpVol
   +2.9%   +0.45   16.15 VSTOXX1
   +2.8%    +1.7    63.6 CAD_2y10y_bpVol
   +2.6%    +1.2    46.7 KRW_1y5y_bpVol
   +2.5%    +1.7    68.3 CAD_3m10y_bpVol
------------------------
  -15.6%    -2.8    15.1 EUR_1m1y_bpVol
  -15.7%    -9.9    53.3 NOK_1m1y_bpVol
  -15.8%    -3.8    20.2 SEK_1m1y_bpVol
  -15.9%   -1.41    7.46 SEK_Vol1w
  -15.9%    -5.7    30.1 USD_1m1y_bpVol
  -17.5%   -14.5    68.3 CAD_10yGamma
  -17.7%   -12.1    56.4 NZD_1y2y_bpVol
  -20.5%   -17.0    65.8 CAD_1m10y_bpVol
  -20.7%   -12.3    47.1 NZD_3m2y_bpVol
  -37.1%   -18.9    32.0 NZD_1m2y_bpVol

#bigmove, #vol, #irvol, #sek, #cad, #nzd, #nok, #usd, #krw, #eur, #fxvol

Biggest Rates Moves

Biggest Rates Moves:
          +0.107  -0.718 USDvsCAD_10y_Bond
   +6.6%  +0.098   1.577 CAD_10y_Bond
          +0.079  -0.995 EURvsCHF_10y10y
          +0.063  -1.947 USDvsJPY_5y5y_Inflation
          +0.059  -1.861 USDvsCHF_10y10y
   +6.6%  +0.058   0.934 CHF_10y10y
          +0.054  -0.203 EURvsJPY_2y2y
  +28.3%  +0.052   0.236 USDvsAUD_1y1y
          +0.050  -1.000 EURvsJPY_5y5y
  +12.1%  +0.049   0.455 SEKvsNOK_5y5y
------------------------
   -3.5%  -0.068   1.857 SEK_30y
  -12.2%  -0.069   0.495 SEK_2y2y
   -4.3%  -0.073   1.626 SPA_10y_Bond
          -0.075  -0.076 SEK_5y_Bond
  -11.8%  -0.078   0.584 SEK_10y_Bond
   -4.0%  -0.080   1.904 SEK_5y5y
   -2.3%  -0.098   4.237 POR_30y_Bond
   -5.0%  -0.101   1.934 POR_5y_Bond
   -3.2%  -0.114   3.460 POR_10y_Bond
   -1.9%  -0.127   6.522 GRE_2y_Bond

#bigmove, #por, #chf, #sek, #cad, #xmarket, #nok, #jpy, #usd, #rate, #eur, #gre, #spa, #aud

Biggest Market Moves

Biggest Market Moves:
   +4.1%   +53.6  1347.9 XBT
   +1.0% +0.0103  1.0312 NOKSEK
   +0.8%   +0.76   91.71 ETF_Internet
   +0.8%  +0.197  24.865 CZK
   +0.8%  +0.070   8.834 SEK
   +0.6%   +0.88  143.57 GBPJPY
   +0.6%  +0.980 169.960 Buxl
   +0.6%  +0.820 150.030 OAT
   +0.6%  +0.073  13.354 ZAR
   +0.5%  +0.050   9.606 EURSEK
------------------------
   -0.5%  -0.090  17.270 Silver
   -0.7%   -1.22  180.49 CommodityIndex
   -0.7% -0.0272  3.8758 EURTRY
   -0.7%   -51.5  7237.2 FTSE100
   -0.7% -0.0061  0.8426 EURGBP
   -0.7%   -0.38   51.44 Oil
   -0.8%  -0.164  19.027 MXN
   -0.9%  -0.121  13.960 CADMXN
   -0.9%    -144   15506 TSX
   -1.8%   -2.36  132.36 SX7E

#bigmove, #zar, #sek, #stock, #etf, #fra, #czk, #jpy, #future, #cad, #usd, #try, #commodity, #eur, #mxn, #fx, #em, #nok, #gbp, #xbt

Z-Score Outliers

 1y Z-Score Outlier: CHF_Vol2y (-2.89), INR (-2.87), VSTOXX3 (-2.78), NOK_Vol2y (-2.71), CHF_Vol1y (-2.69), VSTOXX4 (-2.68), KOSPI (+2.81)

 5y Z-Score Outlier: Eurodollar_Whites (-2.73), USDvsGBP_10y (-2.64), USDvsGBP_10y_Bond (-2.58), USD_2y (+2.51), USD_1y (+2.76), KOSPI (+3.15), XBT (+3.18)

10y Z-Score Outlier: USDvsGBP_10y (-2.86), USDvsGBP_10y_Bond (-2.78), USDvsGBP_2y2y (-2.76), USDvsGBP_1y1y (-2.56), XBT (+3.44)

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

New Highs & Lows

New  1y High: CAD=1.3633, SMI=8844.8

New  1y Low : CHF_Vol1y=7.33, CHF_Vol2y=7.52, CHF_Vol3m=6.77, CHF_Vol6m=6.95, EUR_Vol1y=8.05, EUR_Vol2y=8.11, EUR_Vol6m=7.88, EURvsSEK_5s30s=0.365, GBP_Vol1m=7.64, GBP_Vol1y=8.77, GBP_Vol2y=9.04, GBP_Vol3m=8.24, GBP_Vol6m=8.44, GRE_10y_Bond=6.377, NOK_Vol1y=9.59, NOK_Vol2y=9.77, SEK_Vol1y=8.99, SEK_Vol2y=9.02, SEK_Vol6m=8.73, VIX=10.36

New  5y High: KOSPI=2209.5

New 10y High: ETF_Internet=91.71, ETF_Technology=54.24, Nasdaq=6048.9, XBT=1347.9

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