Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.36  48.9 136.8 AUD_1y1y
 0.55  35.0  64.0 AUD_2y
 0.74  52.8  71.2 USD_1y1y
 0.76  15.9  21.0 AUD_1y
 0.76  41.0  53.8 CAD_1y1y
 0.83   9.0  10.8 GBP

Crossed 200dma

Crossed 200dma:
126.516 10yNote
118.898 5yNote
  81.97 AUDJPY
  1.856 AUD_1y1y
  1.795 AUD_2y
   9.08 AUD_Vol1w
175.700 Buxl
  2.106 CAD_5y5y
 119.61 ETF_IG_Bonds
  9.609 EURSEK
 1.2841 GBP
 139.23 GBPJPY
  3.412 GBP_5y5y_Inflation
  0.156 GER_10y_Bond
 108.43 JPY
  11.68 JPY_Vol1m
  1.035 NOK_1y
  2.491 SEK_10y10y
  1.800 SEK_30y
 -0.207 SPA_2y_Bond
 99.370 Shortsterling10
 99.320 Shortsterling11
 99.280 Shortsterling12
 99.530 Shortsterling6
 99.500 Shortsterling7
 99.460 Shortsterling8
 99.420 Shortsterling9

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

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=84.2   25.59 VSTOXX
RSI=81.3  506.24 TotalReturn_Barclays_Bond
RSI=80.3   14.48 SEK_Vol1w
RSI=78.9   15.62 EUR_Vol1w
RSI=78.3   12.91 EUR_Vol1m
RSI=78.3   1.158 USD_3m
RSI=77.1 175.700 Buxl
RSI=76.8   25.95 VSTOXX1
RSI=75.9   14.68 NOK_Vol1w
RSI=75.5 163.680 Bund
----------------
RSI=25.2   1.830 NOK_10y
RSI=25.0   1.153 EUR_20y
RSI=24.9   0.055 JPY_5y
RSI=24.6   0.156 GER_10y_Bond
RSI=24.5   2.062 AUD_5y_Bond
RSI=24.3   2.190 AUD_5y
RSI=22.4   1.729 EUR_10y10y
RSI=22.0   1.545 NOK_10y_Bond
RSI=20.9   1.624 AUD_2y_Bond
RSI=17.3   63.20 Iron

Biggest Vol Moves

Biggest Vol Moves:
  +31.2%   +3.44   14.48 SEK_Vol1w
  +11.7%    +6.6    63.1 NOK_3m1y_bpVol
  +11.3%    +8.8    86.6 NOK_1m1y_bpVol
  +10.5%    +7.8    81.9 NOK_1m2y_bpVol
  +10.4%    +8.6    91.1 NOK_1m5y_bpVol
  +10.3%    +2.9    31.1 JPY_1m20y_bpVol
   +9.4%   +2.20   25.59 VSTOXX
   +8.9%    +4.8    58.9 GBP_1m5y_bpVol
   +8.8%   +0.78    9.63 GBP_Vol1w
   +8.8%    +5.8    72.1 GBP_1m20y_bpVol
------------------------
   -7.1%   -1.20   15.62 EUR_Vol1w
   -7.4%    -2.7    33.8 SEK_3m2y_bpVol
   -7.8%   -0.77    9.08 AUD_Vol1w
   -8.0%   -1.26   14.41 JPY_Vol1w
   -8.2%   -1.31   14.68 NOK_Vol1w
  -10.7%    -3.0    25.0 SEK_3m1y_bpVol
  -13.4%    -5.4    35.0 AUD_1m2y_bpVol
  -14.6%    -4.1    23.9 AUD_3m1y_bpVol
  -16.8%    -3.2    15.9 AUD_1m1y_bpVol
  -30.6%   -15.9    36.1 KRW_6m5y_bpVol

Biggest Rates Moves

Biggest Rates Moves:
   +2.3%  +0.150   6.631 GERvsGRE_10y_Bond
  +18.1%  +0.123   0.804 USDvsNZD_10y_Bond
   +1.8%  +0.119   6.787 GRE_10y_Bond
          +0.117  -1.680 USDvsJPY_10y10y
   +1.6%  +0.114   7.353 GRE_2y_Bond
          +0.114  -2.119 USDvsJPY_5y5y
  +20.6%  +0.110   0.643 AUDvsNZD_1y1y
  +13.9%  +0.099   0.811 AUDvsNZD_10y10y
  +42.9%  +0.096   0.320 USDvsAUD_10y_Bond
          +0.092  -1.921 USDvsJPY_2y2y
------------------------
   -5.0%  -0.096   1.829 EURvsGBP_5y5y_Inflation
   -4.1%  -0.097   2.254 AUD_2y2y
   -3.5%  -0.100   2.713 AUD_10y
   -3.9%  -0.101   2.472 USD_5y5y
   -3.2%  -0.102   3.076 AUD_20y
   -3.0%  -0.111   3.534 AUD_10y10y
   -3.5%  -0.112   3.092 AUD_5y5y
   -5.1%  -0.114   2.106 CAD_5y5y
   -6.3%  -0.124   1.856 AUD_1y1y
  -11.4%  -0.131   1.017 USDvsGBP_5y5y_Inflation

Biggest Market Moves

Biggest Market Moves:
   +2.2% +0.0276  1.2841 GBP
   +1.7%   +2.38  139.23 GBPJPY
   +1.6%  +0.177  10.931 GBPNOK
   +1.3%   +1.61  124.70 ETF_20+_Bonds
   +1.2% +0.0169  1.4194 EURAUD
   +1.1%  +1.687 155.156 Bond
   +0.9%   +10.8  1204.7 XBT
   +0.8% +0.0087  1.0730 EUR
   +0.8%    +9.1  1142.2 KRW
   +0.6%   +0.70  119.61 ETF_IG_Bonds
------------------------
   -1.2%   -0.47   39.62 ETF_EM_Vanguard
   -1.3%   -0.50   39.05 ETF_EM_MSCI
   -1.3%  -0.240  18.270 Silver
   -1.4% -0.0114  0.8356 EURGBP
   -1.6%   -80.9  4990.2 CAC40
   -1.7%   -0.66   37.80 ETF_China
   -1.8%  -11.24  615.08 OBX
   -2.5%  -180.1  7147.5 FTSE100
   -2.6%   -6.70  252.90 Copper
   -4.6%   -3.05   63.20 Iron

Z-Score Outliers

 1y Z-Score Outlier: EURCZK (-3.36), INR (-2.70), EUR_Vol1m (+2.65), SEK_Vol1w (+2.74), EUR_Vol1w (+3.04)
 5y Z-Score Outlier: USDvsCHF_5y5y (-3.73), CHF_5y5y (-2.80), USDvsGBP_10y (-2.55), EUR_Vol1w (+2.51), USD_1y (+2.64), XBT (+2.78)
10y Z-Score Outlier: CHF_5y5y (-3.20), USDvsGBP_10y (-2.78), USDvsGBP_2y2y (-2.68), USDvsGBP_10y_Bond (-2.65), EURTRY (+2.59), TRY (+2.67), XBT (+3.05)

#xbt, #rate, #sek, #xmarket, #gbp, #em, #usd, #czk, #fx, #chf, #inr, #fxvol, #try, #eur

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.38  50.1 131.0 AUD_1y1y
 0.67  40.4  60.6 AUD_2y
 0.78  52.5  67.3 USD_1y1y
 0.87  41.7  48.1 CAD_1y1y
 0.96  19.1  19.9 AUD_1y

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=88.3   13.46 EUR_Vol1m
RSI=86.3   16.82 EUR_Vol1w
RSI=84.6   15.99 NOK_Vol1w
RSI=83.4   12.53 SEK_Vol1m
RSI=79.7   23.39 VSTOXX
RSI=79.3   11.54 NOK_Vol1m
RSI=78.3   1.158 USD_3m
RSI=78.2  505.30 TotalReturn_Barclays_Bond
RSI=76.1   25.75 VSTOXX1
RSI=75.9  -0.457 JPYvsKRW_5s30s
----------------
RSI=22.6   0.013 JPY_1y1y
RSI=22.5   0.053 JPY_5y
RSI=22.5   0.963 JPY_10y10y
RSI=22.3   2.055 AUD_5y_Bond
RSI=22.2   0.021 JPY_2y
RSI=21.8   0.710 JPY_30y
RSI=21.5   1.629 AUD_2y_Bond
RSI=21.2   0.575 JPY_20y
RSI=19.8   66.25 Iron
RSI= 5.3   1.760 AUD_3m

Biggest Vol Moves

Biggest Vol Moves:
 +164.1%  +10.45   16.82 EUR_Vol1w
 +124.3%   +8.86   15.99 NOK_Vol1w
  +72.4%   +6.58   15.67 JPY_Vol1w
  +67.6%   +3.98    9.87 CHF_Vol1w
  +54.2%   +3.88   11.04 SEK_Vol1w
  +38.3%   +2.79   10.08 NZD_Vol1w
  +37.4%   +2.68    9.85 AUD_Vol1w
  +31.9%   +2.14    8.85 GBP_Vol1w
  +28.7%   +1.63    7.31 CAD_Vol1w
  +14.5%    +6.5    51.4 KRW_1m5y_bpVol
------------------------
   -4.6%   -0.70   14.58 VIX3
   -5.9%   -0.90   14.33 VIX2
   -7.5%    -2.3    28.2 JPY_1m20y_bpVol
   -7.7%   -1.25   15.08 VIX1
   -7.9%    -1.5    17.4 JPY_1m10y_bpVol
   -8.2%   -1.30   14.66 VIX
   -8.7%    -1.5    15.7 JPY_1m5y_bpVol

Biggest Rates Moves

Biggest Rates Moves:
          +0.050  -1.915 USDvsJPY_5y5y_Inflation
   +1.7%  +0.042   2.513 NZD_1y1y
   +4.3%  +0.033   0.807 USDvsNZD_1y1y
   +6.0%  +0.030   0.533 AUDvsNZD_1y1y
   +1.0%  +0.029   2.915 CAD_10y10y
          +0.025  -1.138 EURvsJPY_5y5y_Inflation
   +6.0%  +0.025   0.440 JPY_5y5y_Inflation
   +1.6%  +0.024   1.518 CAD_10y_Bond
  +18.3%  +0.024   0.155 USDvsCAD_10y10y
   +1.3%  +0.024   1.877 EURvsUSD_2y2y
------------------------
   -1.3%  -0.025   1.865 KRW_20y
   -3.1%  -0.025   0.777 EURvsUSD_5y5y_Inflation
          -0.025  -1.797 USDvsJPY_10y10y
   -1.5%  -0.026   1.735 KRW_2y2y
   -1.4%  -0.026   1.904 KRW_10y10y
   -1.5%  -0.026   1.677 JPYvsKRW_5y5y
          -0.027  -2.042 USDvsCHF_5y5y
          -0.028  -0.500 EURvsJPY_5s30s
   -1.4%  -0.029   2.017 KRW_5y5y
          -0.030  -0.731 EURvsCHF_5y5y

Biggest Market Moves

Biggest Market Moves:
   +1.8%   +0.40   23.30 ETF_Financials
   +1.2%   +1.06   87.92 ETF_Internet
   +1.1%   +0.41   39.55 ETF_EM_MSCI
   +1.0%   +2.50  259.60 Copper
   +1.0%    +150   15685 TSX
   +0.9%   +0.48   52.85 ETF_Technology
   +0.9%    +184   20637 Dow
   +0.9%   +51.6  5856.8 Nasdaq
   +0.9%   +10.3  1193.9 XBT
   +0.9%   +0.34   40.09 ETF_EM_Vanguard
------------------------
   -0.3%   -0.38  123.09 ETF_20+_Bonds
   -0.3%  -0.531 153.469 Bond
   -0.4%  -0.105  25.040 CZK
   -0.5% -0.0189  3.9397 EURTRY
   -0.5%  -0.044   8.997 SEK
   -0.5%    -5.9  1133.1 KRW
   -0.7%  -0.409  55.934 RUB
   -0.9%   -0.53   55.36 Oil
   -1.1%  -0.141  13.297 ZAR
   -3.5%   -2.43   66.25 Iron

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.37  50.1 134.2 AUD_1y1y
 0.66  40.4  61.4 AUD_2y
 0.79  53.0  67.5 USD_1y1y
 0.88  42.4  48.3 CAD_1y1y
 0.96  19.1  19.8 AUD_1y

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=86.8   12.95 EUR_Vol1m
RSI=81.4   12.10 SEK_Vol1m
RSI=79.7   23.39 VSTOXX
RSI=78.8  505.35 TotalReturn_Barclays_Bond
RSI=78.3   1.158 USD_3m
RSI=76.4   11.13 NOK_Vol1m
RSI=76.1   25.75 VSTOXX1
RSI=75.0 174.900 Buxl
RSI=74.6  -0.465 JPYvsKRW_5s30s
RSI=74.5 163.540 Bund
----------------
RSI=24.1    7.10 CAD_Vol1y
RSI=23.6   0.725 JPY_30y
RSI=23.6   2.188 AUD_5y
RSI=23.2   0.055 JPY_5y
RSI=22.6   0.585 JPY_20y
RSI=22.3   2.055 AUD_5y_Bond
RSI=22.2   68.68 Iron
RSI=21.5   1.629 AUD_2y_Bond
RSI=18.5  115.36 EURJPY
RSI= 5.3   1.760 AUD_3m

Biggest Vol Moves

Biggest Vol Moves:
  +14.2%   +1.13    9.09 JPY_Vol1w
   +6.8%    +1.1    17.2 JPY_1m5y_bpVol
   +5.2%   +0.33    6.71 GBP_Vol1w
   +5.1%   +0.35    7.17 AUD_Vol1w
   +4.8%   +0.27    5.89 CHF_Vol1w
   +3.3%   +0.23    7.13 NOK_Vol1w
   +3.0%   +0.21    7.29 NZD_Vol1w
------------------------
   -3.9%    -1.3    32.2 KRW_1m1y_bpVol
   -4.8%    -2.4    47.6 KRW_3m10y_bpVol
   -5.0%    -2.5    47.3 KRW_1m10y_bpVol
   -5.3%    -2.6    46.5 KRW_1y10y_bpVol
   -5.3%    -2.5    44.6 KRW_2y10y_bpVol
   -5.6%    -2.7    45.6 KRW_6m5y_bpVol
   -5.6%    -2.8    47.1 KRW_6m10y_bpVol
   -6.0%    -2.9    45.4 KRW_3m5y_bpVol
   -6.1%    -2.9    44.9 KRW_1m5y_bpVol

Biggest Rates Moves

Biggest Rates Moves:
   +4.6%  +0.042   0.947 JPYvsKRW_10y10y
   +1.3%  +0.040   3.208 AUD_5y5y
   +6.7%  +0.040   0.639 USDvsAUD_5y5y
          +0.035  -0.465 JPYvsKRW_5s30s
   +1.0%  +0.034   3.524 GBP_5y5y_Inflation
   +5.0%  +0.033   0.688 AUDvsNZD_2y2y
   +1.7%  +0.032   1.946 EURvsGBP_5y5y_Inflation
   +1.9%  +0.031   1.703 JPYvsKRW_5y5y
  +19.6%  +0.031   0.189 EURvsGBP_5y5y
   +1.9%  +0.031   1.711 JPYvsKRW_2y2y
------------------------
          -0.027  -1.163 EURvsJPY_5y5y_Inflation
   -1.4%  -0.033   2.351 AUD_2y2y
   -5.3%  -0.033   0.585 JPY_20y
          -0.033  -0.472 EURvsJPY_5s30s
          -0.035  -1.772 USDvsJPY_10y10y
   -3.4%  -0.035   0.983 JPY_10y10y
          -0.035  -0.786 EURvsJPY_10y10y
          -0.037  -1.965 USDvsJPY_5y5y_Inflation
   -6.6%  -0.040   0.568 AUDvsNZD_5y5y
   -6.0%  -0.046   0.725 JPY_30y

Biggest Market Moves

Biggest Market Moves:
   +1.6% +0.0641  3.9586 EURTRY
   +1.3% +0.0460  3.7092 TRY
   +1.2%   +13.6  1183.6 XBT
   +0.3%  +0.033  10.768 GBPNOK
   +0.3%    +3.2  1139.0 KRW
   +0.2% +0.0020  1.0835 AUDNZD
   +0.2% +0.0020  1.2523 GBP
   +0.1% +0.0011  0.7579 AUD
   +0.1% +0.0012  1.0099 AUDCAD
   +0.1%  +0.063  56.343 RUB
------------------------
   -0.2%    -2.4   960.4 MSCIEM
   -0.2%   -0.34  136.06 GBPJPY
   -0.3%   -0.24   82.32 AUDJPY
   -0.3%  -0.060  18.521 MXN
   -0.4%   -0.42  115.36 EURJPY
   -0.4%  -0.053  13.898 CADMXN
   -0.4%   -0.45  108.64 JPY
   -0.5%     -91   18336 Nikkei
   -0.6%    -9.2  1459.1 Topix
   -0.6%   -13.7  2134.9 KOSPI