Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.35  49.8 141.7 AUD_1y1y
 0.52  35.2  68.3 AUD_2y
 0.73  52.9  72.5 USD_1y1y
 0.77  42.0  54.4 CAD_1y1y
 0.84  18.3  21.9 AUD_1y
 0.84   9.0  10.7 GBP

Crossed 200dma

Crossed 200dma:
126.281 10yNote
 0.7497 AUD
  1.968 AUD_1y1y
  1.855 AUD_2y
175.020 Buxl
  2.174 CAD_5y5y
 119.25 ETF_IG_Bonds
  0.485 GBP_1y1y
  0.203 GER_10y_Bond
  0.624 NOK_2y_Bond
  2.493 SEK_10y10y
  1.803 SEK_30y
   9.62 SEK_Vol3m
 99.340 Shortsterling10
 99.290 Shortsterling11
 99.240 Shortsterling12
 99.510 Shortsterling6
 99.470 Shortsterling7
 99.430 Shortsterling8
 99.390 Shortsterling9

#sek, #etf, #fx, #fxvol, #aud, #gbp, #ger, #eur, #rate, #future, #cad, #credit, #usd, #nok

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=80.0   14.45 SEK_Vol1w
RSI=78.4   15.54 EUR_Vol1w
RSI=77.3  505.92 TotalReturn_Barclays_Bond
RSI=75.3   14.59 NOK_Vol1w
RSI=74.1   12.65 EUR_Vol1m
RSI=73.3   24.20 VSTOXX
RSI=73.2   1.156 USD_3m
RSI=72.7 108.453 2yNote
RSI=72.1    9.66 CHF_Vol1w
RSI=71.7 175.020 Buxl
----------------
RSI=25.0   2.065 NOK_30y
RSI=24.9   2.456 AUD_10y_Bond
RSI=24.4   2.030 NOK_20y
RSI=24.0   2.239 NOK_5y5y
RSI=24.0   1.550 NOK_10y_Bond
RSI=23.8   1.820 NOK_10y
RSI=22.4   2.040 AUD_5y_Bond
RSI=22.2   64.60 Iron
RSI=21.2   2.158 AUD_5y
RSI=20.0   1.617 AUD_2y_Bond

Biggest Vol Moves

Biggest Vol Moves:
  +42.1%   +15.2    51.3 KRW_6m5y_bpVol
  +15.1%    +2.4    18.3 AUD_1m1y_bpVol
   +6.7%    +1.6    25.5 AUD_3m1y_bpVol
   +4.5%    +3.3    77.4 CAD_1m5y_bpVol
   +4.4%    +2.4    56.9 CAD_1y5y_bpVol
   +4.3%   +0.32    7.76 CAD_Vol1w
   +4.1%    +1.9    48.0 KRW_1y5y_bpVol
   +4.1%    +2.8    71.8 CAD_1m10y_bpVol
   +4.0%    +2.1    54.0 KRW_1m5y_bpVol
   +4.0%    +2.1    54.5 KRW_3m5y_bpVol
------------------------
   -6.3%    -4.0    59.1 NOK_3m1y_bpVol
   -7.1%    -2.4    31.4 SEK_3m2y_bpVol
   -8.8%    -2.2    22.8 SEK_3m1y_bpVol
   -9.0%    -7.4    74.5 NOK_1m2y_bpVol
   -9.3%    -2.7    26.3 EUR_1m2y_bpVol
  -10.1%    -3.5    31.2 SEK_1m2y_bpVol
  -10.7%    -2.6    21.7 EUR_1m1y_bpVol
  -11.2%    -9.7    76.9 NOK_1m1y_bpVol
  -11.9%    -3.7    27.3 SEK_1m1y_bpVol
  -12.1%   -1.75   12.66 JPY_Vol1w

Biggest Rates Moves

Biggest Rates Moves:
          +0.115  -1.840 USDvsJPY_5y5y_Inflation
   +6.0%  +0.112   1.968 AUD_1y1y
  +29.2%  +0.106   0.469 USDvsAUD_5s30s
  +35.5%  +0.081   0.309 USDvsAUD_1y1y
   +2.3%  +0.080   3.614 AUD_10y10y
   +2.5%  +0.079   3.171 AUD_5y5y
   +2.4%  +0.074   3.150 AUD_20y
   +3.2%  +0.068   2.174 CAD_5y5y
   +2.7%  +0.068   2.567 NZD_1y1y
   +2.5%  +0.067   2.780 AUD_10y
------------------------
          -0.062  -1.930 USDvsCHF_10y10y
   -2.7%  -0.065   2.330 USD_5y5y_Inflation
          -0.067  -0.992 EURvsCHF_10y10y
   -9.1%  -0.074   0.738 EURvsUSD_5y5y_Inflation
   -1.0%  -0.076   7.277 GRE_2y_Bond
  -24.4%  -0.078   0.242 USDvsAUD_10y_Bond
          -0.094  -0.585 USDvsCAD_2y2y
   -1.4%  -0.098   6.689 GRE_10y_Bond
  -12.6%  -0.101   0.703 USDvsNZD_10y_Bond
   -2.2%  -0.145   6.486 GERvsGRE_10y_Bond

Biggest Market Moves

Biggest Market Moves:
   +2.9%   +3.43  122.37 SX7E
   +2.2%   +1.40   64.60 Iron
   +1.3%  +0.247  18.838 MXN
   +0.8% +0.0692  8.5799 NOK
   +0.8% +0.0105  1.3485 CAD
   +0.7% +0.0284  3.9746 PLN
   +0.7% +0.0093  1.4287 EURAUD
   +0.6%  +0.058   9.190 EURNOK
   +0.6%  +0.337  56.578 RUB
   +0.6%  +0.082  13.976 CADMXN
------------------------
   -0.6%   -0.22   37.58 ETF_China
   -0.6%    -119   20404 Dow
   -0.6%  -0.110  18.160 Silver
   -0.6% -0.0064  1.0458 NOKSEK
   -0.6%   -0.24   38.81 ETF_EM_MSCI
   -0.7%   -0.29   39.33 ETF_EM_Vanguard
   -0.8%   -10.3  1281.4 Gold
   -0.8% -0.0063  0.7497 AUD
   -1.4%   -2.62  183.92 CommodityIndex
   -3.6%   -1.96   52.93 Oil