curve – MbMktBot

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.74 -0.71 0.46 -0.17 0.29 1.43 -0.86 0.50 1.76 1.96 2.07 Bond 5y 2.05 -0.34 0.73 -0.12 1.61 -0.24 1.04 2.09 2.39 2.34 Bond 10y 2.33 0.34 1.25 0.04 -0.14 1.87 0.71 1.49 2.52 2.80 2.53 Bond 30y 2.77 1.18 1.81 0.84 0.39 2.22 2.52 ------------------------------------------------------------------------------- Bond 2s5s 0.31 0.37 0.27 0.05 0.18 0.62 0.33 0.43 0.27 Bond 2s10s 0.59 1.05 0.79 0.21 -0.42 0.44 1.57 0.76 0.84 0.46 Bond 5s10s 0.28 0.68 0.52 0.16 0.25 0.95 0.46 0.43 0.41 0.19 Bond 5s30s 0.72 1.52 1.07 0.96 0.61 0.18 Bond 10s30s 0.44 0.84 0.55 0.80 0.53 0.36 -0.01 Bond 2s5s10s 0.03 -0.32 -0.25 -0.10 -0.07 -0.33 -0.11 0.02 0.08 Bond5s10s30s -0.16 -0.15 -0.03 -0.64 -0.10 0.20 ------------------------------------------------------------------------------- Central Bank 1.25 -0.40 0.50 -0.10 -0.75 1.00 -0.50 0.50 1.50 1.75 1.25 OIS 1.16 -0.36 0.46 3m 1.47 -0.33 0.52 -0.02 -0.75 1.40 -0.64 0.80 1.73 1.92 1.63 1y 1.75 -0.32 0.64 0.02 -0.63 1.60 -0.44 0.86 1.77 2.00 1.80 1y1y 2.07 -0.19 0.93 0.06 -0.40 1.95 -0.06 1.05 1.97 2.32 2.10 2y 1.92 -0.19 0.83 0.04 -0.51 1.77 -0.25 1.03 1.88 2.16 1.95 2y2y 2.23 0.32 1.18 0.12 -0.08 2.10 0.55 1.57 2.29 2.81 2.24 5y 2.11 0.20 1.08 0.10 -0.19 1.98 0.34 1.38 2.19 2.62 2.13 5y5y 2.54 1.43 1.57 0.41 0.70 2.43 1.89 2.30 3.04 3.67 2.32 10y 2.32 0.81 1.31 0.26 0.25 2.19 1.09 1.81 2.71 3.12 2.22 10y10y 2.74 2.04 1.76 1.08 1.07 2.91 2.52 2.40 3.41 3.92 2.31 20y 2.51 1.37 1.52 0.66 0.65 2.51 1.74 2.08 3.03 2.26 30y 2.53 1.48 1.50 0.86 0.74 2.47 1.84 2.08 3.09 2.26 ------------------------------------------------------------------------------- 2s5s 0.19 0.39 0.25 0.06 0.32 0.21 0.59 0.34 0.32 0.46 0.18 2s10s 0.40 0.99 0.49 0.21 0.77 0.43 1.34 0.79 0.83 0.96 0.27 5s10s 0.21 0.60 0.23 0.15 0.45 0.22 0.76 0.44 0.52 0.50 0.09 5s30s 0.42 1.28 0.42 0.75 0.94 0.49 1.50 0.71 0.90 0.13 10s30s 0.21 0.67 0.19 0.60 0.49 0.28 0.75 0.27 0.38 0.04 2s5s10s -0.01 -0.21 0.02 -0.09 -0.13 -0.01 -0.17 -0.10 -0.20 -0.04 0.09 5s10s30s -0.00 -0.07 0.04 -0.45 -0.04 -0.06 0.01 0.17 0.14 0.05

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

Crossed 200dma

Crossed 200dma: 0.136 AUD_5s10s30s -0.104 CAD_5s10s30s_Bond 2.434 CAD_5y5y 0.9817 CHF 0.488 CHF_10s30s 25.22 ETF_Tsy_Bonds 1.479 EUR_30y 0.202 EUR_5y 7383.9 FTSE100 0.254 GBP_2s5s 1.179 GER_30y_Bond -0.341 GER_5y_Bond -0.362 ITA_2s5s10s_Bond 0.023 JPY_1y 0.844 JPY_30y_Bond 0.159 JPY_5s10s_Bond 0.785 NOK_2s10s 0.440 NOK_5s10s 0.007 SEK_5s10s30s 130.85 SX7E -0.159 USD_5s10s30s_Bond

#dma, #fly, #sek, #cad, #gbp, #eur, #rate, #chf, #ita, #usd, #jpy, #curve, #fx, #stock, #nok, #etf, #ger, #aud

Highest + Lowest RSI

Highest + Lowest RSI: RSI=98.7 4.710 Shibor RSI=98.1 1.630 KRW_3m RSI=97.2 1.468 USD_3m RSI=88.5 0.462 Sonia RSI=87.5 0.523 GBP_3m RSI=81.5 9652.7 XBT RSI=78.3 1.755 USD_1y RSI=73.6 -0.438 SPA_2s5s10s_Bond RSI=73.4 110.90 ETF_Internet RSI=70.8 64.50 ETF_Technology ---------------- RSI=28.8 0.345 NOK_2s5s RSI=28.6 84.46 AUDJPY RSI=28.1 1.118 SPA_5s10s_Bond RSI=27.5 -0.239 POR_2y_Bond RSI=27.4 0.935 CHF_5s30s RSI=27.3 3.223 POR_30y_Bond RSI=27.2 2.382 SPA_5s30s_Bond RSI=21.3 0.530 POR_5y_Bond RSI=13.9 -0.635 SEK_3m RSI= 0.2 -0.751 CHF_3m

#rsi, #fly, #sek, #cnh, #gbp, #eur, #rate, #chf, #por, #usd, #jpy, #fixing, #curve, #fx, #stock, #nok, #etf, #spa, #xbt, #krw, #aud

Z-Score Outliers

1y Z-Score Outlier: USDvsAUD_1y1y (-3.00), GBP_5s30s (-2.90), USD_5s30s (-2.86), USDvsAUD_10y10y (-2.86), USD_5s30s_Bond (-2.80), USDvsAUD_10y (-2.79), SEK_2y_Bond (-2.75), GBP_5s10s (-2.73), USD_5s10s_Bond (-2.69), USDvsNZD_2y2y (-2.66), 2yNote (-2.63), USD_5s10s (-2.61), USD_10s30s_Bond (-2.55), USD_2y (+2.56), GBP_2s5s10s (+2.58), Nikkei (+2.60), KRW_2y_Bond (+2.68), EURTRY (+2.72), USD_2y_Bond (+2.84), KRW_1y (+2.93), XBT (+3.52)


 5y Z-Score Outlier: CAD_5s30s_Bond (-2.95), OBX (+2.52), USD_1y (+2.56), ETF_Internet (+2.57), MSCIAP (+2.57), Dow (+2.62), ETF_Technology (+2.67), USD_2y_Bond (+2.76), EURTRY (+2.77), KOSPI (+3.20), XBT (+6.80)

10y Z-Score Outlier: ETF_Internet (+2.63), ETF_Technology (+2.78), EURTRY (+3.09), XBT (+7.99)

#zscore, #eur, #cad, #gbp, #em, #aud, #sek, #usd, #nok, #xbt, #krw, #jpy, #xmarket, #future, #try, #fly, #asia, #rate, #curve, #fx, #stock, #etf, #nzd

New Highs & Lows

New 1y High: CHF_1y1y=-0.397, CHF_2y=-0.512, EURvsCHF_1y1y=-0.209, KRW_3m=1.630


New  1y Low : CAD_2s10s_Bond=0.437, CAD_2s5s_Bond=0.184, GBP_2s10s=0.486, GBP_5s10s=0.232, GBP_5s30s=0.422, SEK_2s5s10s_Bond=-0.326, USD_2s10s=0.401, USD_2s5s=0.193
New  5y High: USDvsJPY_2s10s=-0.186
New  5y Low : CAD_5s10s_Bond=0.253
New 10y High: NZX50=8176.1, XBT=9652.7

New 10y Low : EURvsUSD_2s10s=-0.591, SEK_3m=-0.635, USD_2s5s_Bond=0.307, USDvsAUD_1y1y=-0.099

#highlow, #fly, #sek, #cad, #gbp, #eur, #rate, #chf, #fixing, #usd, #jpy, #curve, #fx, #stock, #xmarket, #xbt, #krw, #aud, #nzd

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.73 -0.69 0.46 -0.18 0.28 1.44 -0.89 0.50 1.76 1.95 2.07 Bond 5y 2.04 -0.33 0.73 -0.13 1.63 -0.26 1.04 2.09 2.36 2.33 Bond 10y 2.32 0.35 1.25 0.03 -0.14 1.89 0.69 1.50 2.51 2.78 2.52 Bond 30y 2.74 1.18 1.81 0.81 0.40 2.24 2.52 ------------------------------------------------------------------------------- Bond 2s5s 0.32 0.36 0.27 0.05 0.19 0.63 0.33 0.42 0.26 Bond 2s10s 0.59 1.04 0.79 0.21 -0.42 0.46 1.57 0.75 0.83 0.45 Bond 5s10s 0.28 0.68 0.52 0.15 0.27 0.94 0.46 0.42 0.41 0.20 Bond 5s30s 0.70 1.51 1.08 0.94 0.61 0.19 Bond 10s30s 0.42 0.83 0.56 0.78 0.54 0.34 -0.01 Bond 2s5s10s 0.04 -0.31 -0.25 -0.10 -0.07 -0.32 -0.09 0.00 0.06 Bond5s10s30s -0.14 -0.15 -0.04 -0.63 -0.08 0.20 ------------------------------------------------------------------------------- Central Bank 1.25 -0.40 0.50 -0.10 -0.75 1.00 -0.50 0.50 1.50 1.75 1.25 OIS 1.16 -0.36 0.46 3m 1.46 -0.33 0.52 -0.03 -0.75 1.40 -0.63 0.80 1.72 1.91 1.62 1y 1.74 -0.32 0.64 0.01 -0.63 1.60 -0.45 0.86 1.78 2.00 1.79 1y1y 2.06 -0.19 0.91 0.05 -0.41 1.94 -0.07 1.06 2.00 2.32 2.10 2y 1.91 -0.19 0.82 0.03 -0.52 1.77 -0.26 1.03 1.89 2.15 1.94 2y2y 2.23 0.33 1.17 0.11 -0.10 2.10 0.53 1.58 2.31 2.79 2.23 5y 2.11 0.21 1.06 0.10 -0.21 1.98 0.33 1.38 2.19 2.60 2.12 5y5y 2.56 1.43 1.59 0.39 0.67 2.46 1.90 2.32 3.03 3.63 2.32 10y 2.32 0.81 1.32 0.25 0.23 2.20 1.09 1.82 2.71 3.10 2.21 10y10y 2.73 2.04 1.76 1.05 1.06 2.92 2.52 2.41 3.39 3.87 2.30 20y 2.50 1.38 1.53 0.65 0.63 2.51 1.74 2.08 3.02 2.25 30y 2.53 1.48 1.51 0.84 0.73 2.46 1.84 2.10 3.08 2.25 ------------------------------------------------------------------------------- 2s5s 0.20 0.40 0.24 0.07 0.31 0.21 0.58 0.34 0.30 0.45 0.17 2s10s 0.41 1.00 0.50 0.22 0.75 0.43 1.34 0.79 0.82 0.94 0.27 5s10s 0.21 0.60 0.26 0.15 0.44 0.22 0.76 0.45 0.52 0.49 0.10 5s30s 0.41 1.27 0.45 0.74 0.94 0.48 1.51 0.71 0.89 0.13 10s30s 0.20 0.67 0.20 0.59 0.50 0.26 0.75 0.27 0.37 0.04 2s5s10s -0.01 -0.20 -0.02 -0.08 -0.12 -0.01 -0.17 -0.10 -0.23 -0.05 0.08 5s10s30s 0.01 -0.07 0.06 -0.44 -0.07 -0.03 0.01 0.17 0.15 0.06

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

Crossed 200dma

Crossed 200dma: -0.080 CAD_5s10s30s_Bond 0.599 EUR_5s10s 1.271 EUR_5s30s 0.211 EUR_5y -0.039 GBP_5s10s30s_Bond 1.594 GBP_5y5y 1.177 GER_30y_Bond 1.507 GER_5s30s_Bond -0.330 GER_5y_Bond 64.575 INR 0.648 JPY_20y -0.175 SEK_2s5s10s 0.012 SEK_5s10s30s

#dma, #eur, #em, #jpy, #sek, #inr, #fx, #rate, #ger, #curve, #fly, #cad, #gbp

Highest + Lowest RSI

Highest + Lowest RSI: RSI=98.3 4.652 Shibor RSI=97.9 1.620 KRW_3m RSI=96.9 1.462 USD_3m RSI=90.2 0.462 Sonia RSI=87.5 0.523 GBP_3m RSI=76.2 1.743 USD_1y RSI=74.0 -0.556 EURvsNOK_5s30s RSI=73.7 -0.439 SPA_2s5s10s_Bond RSI=72.3 4.6491 EURTRY RSI=71.7 8166.2 XBT ---------------- RSI=26.9 -0.623 POR_2s5s10s_Bond RSI=26.3 3.230 POR_30y_Bond RSI=26.3 1.271 EUR_5s30s RSI=25.2 0.201 EURvsSEK_2y2y RSI=24.4 1.727 FRA_5s30s_Bond RSI=22.4 0.544 POR_5y_Bond RSI=19.9 -0.885 SEK_2y_Bond RSI=19.4 1084.0 KRW RSI=14.9 -0.630 SEK_3m RSI= 0.2 -0.751 CHF_3m

#rsi, #eur, #em, #chf, #spa, #sek, #fra, #fx, #nok, #rate, #cnh, #xbt, #krw, #usd, #curve, #fly, #fixing, #por, #try, #gbp, #xmarket

Z-Score Outliers

1y Z-Score Outlier: SEK_2y_Bond (-3.15), USD_5s30s_Bond (-3.13), USD_5s30s (-3.10), USD_10s30s_Bond (-2.99), USDvsAUD_10y10y (-2.94), USDvsAUD_10y (-2.92), USDvsNZD_2y2y (-2.86), USD_5s10s_Bond (-2.85), USDvsNZD_10y (-2.81), USDvsAUD_1y1y (-2.80), CHF_5s10s (-2.74), 2yNote (-2.66), USD_5s10s (-2.65), SEK_5y_Bond (-2.58), USDvsNZD_10y10y (-2.55), GBP_5s30s (-2.54), KRW_2y (+2.53), TRY (+2.53), USD_2y (+2.54), Nikkei (+2.71), KRW_2y_Bond (+2.79), EURTRY (+2.82), USD_2y_Bond (+2.85), XBT (+2.91), KRW_1y (+2.94)


 5y Z-Score Outlier: CAD_5s30s_Bond (-2.97), ETF_Internet (+2.53), USD_1y (+2.55), Dow (+2.60), ETF_Technology (+2.64), MSCIAP (+2.68), OBX (+2.68), USD_2y_Bond (+2.75), EURTRY (+2.79), KOSPI (+3.43), XBT (+5.85)

10y Z-Score Outlier: TRY (+2.53), ETF_Internet (+2.61), ETF_Technology (+2.76), EURTRY (+3.10), XBT (+6.89)

#zscore, #xbt, #nok, #gbp, #asia, #chf, #fx, #try, #jpy, #aud, #etf, #xmarket, #stock, #eur, #krw, #future, #curve, #em, #sek, #usd, #rate, #cad, #nzd

New Highs & Lows

New 1y High: EURvsCHF_1y1y=-0.223, KRW_3m=1.620


New  1y Low : CHF_5s10s=0.438, CHF_5s10s30s=-0.065, CZK=21.459, EURCZK=25.428, EURvsNOK_2y2y=1.254, KRW=1084.0, NZD_10y10y=3.869, SEK_5y_Bond=-0.258, USD_2s10s=0.415, USDvsAUD_5y5y=0.473
New  5y High: USDvsJPY_2s10s=-0.197
New 10y High: EURTRY=4.6491, TotalReturn_MSCI_World=5779.76

New 10y Low : NZD_3m=1.905, SEK_2y_Bond=-0.885

#highlow, #eur, #em, #chf, #sek, #fx, #nzd, #usd, #nok, #rate, #czk, #krw, #curve, #fly, #fixing, #try, #jpy, #aud, #etf, #xmarket

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.73 -0.70 0.47 -0.18 0.28 1.45 -0.88 0.50 1.77 1.96 2.08 Bond 5y 2.04 -0.33 0.75 -0.13 1.64 -0.23 1.04 2.10 2.38 2.36 Bond 10y 2.32 0.35 1.27 0.03 -0.13 1.90 0.72 1.51 2.52 2.79 2.54 Bond 30y 2.74 1.18 1.83 0.81 0.41 2.25 2.52 ------------------------------------------------------------------------------- Bond 2s5s 0.32 0.37 0.29 0.05 0.19 0.65 0.33 0.42 0.28 Bond 2s10s 0.59 1.05 0.81 0.21 -0.42 0.45 1.60 0.75 0.83 0.46 Bond 5s10s 0.28 0.68 0.52 0.15 0.26 0.95 0.47 0.42 0.41 0.18 Bond 5s30s 0.70 1.52 1.08 0.94 0.61 0.16 Bond 10s30s 0.42 0.83 0.56 0.78 0.54 0.35 -0.02 Bond 2s5s10s 0.04 -0.32 -0.23 -0.10 -0.07 -0.29 -0.10 0.01 0.10 Bond5s10s30s -0.14 -0.15 -0.03 -0.63 -0.09 0.20 ------------------------------------------------------------------------------- Central Bank 1.25 -0.40 0.50 -0.10 -0.75 1.00 -0.50 0.50 1.50 1.75 1.25 OIS 1.16 -0.36 0.46 3m 1.45 -0.33 0.52 -0.04 -0.75 1.40 -0.63 0.76 1.73 1.91 1.61 1y 1.74 -0.32 0.64 0.01 -0.63 1.60 -0.45 0.85 1.76 1.99 1.80 1y1y 2.06 -0.19 0.92 0.05 -0.44 1.95 -0.06 1.06 1.98 2.31 2.13 2y 1.90 -0.19 0.82 0.04 -0.54 1.78 -0.25 1.04 1.89 2.15 1.97 2y2y 2.23 0.32 1.19 0.11 -0.11 2.13 0.55 1.58 2.32 2.81 2.26 5y 2.11 0.19 1.07 0.10 -0.22 2.00 0.34 1.39 2.19 2.60 2.15 5y5y 2.55 1.45 1.61 0.39 0.70 2.47 1.92 2.33 3.04 3.63 2.34 10y 2.32 0.81 1.33 0.25 0.24 2.22 1.10 1.83 2.71 3.09 2.24 10y10y 2.73 2.05 1.78 1.05 1.07 2.93 2.53 2.42 3.39 3.88 2.32 20y 2.50 1.39 1.54 0.65 0.64 2.54 1.75 2.10 3.02 2.27 30y 2.52 1.49 1.53 0.84 0.73 2.49 1.84 2.10 3.07 2.27 ------------------------------------------------------------------------------- 2s5s 0.21 0.39 0.25 0.06 0.32 0.21 0.58 0.34 0.30 0.45 0.18 2s10s 0.42 1.01 0.51 0.21 0.78 0.44 1.35 0.80 0.82 0.94 0.27 5s10s 0.21 0.62 0.26 0.15 0.46 0.23 0.77 0.45 0.52 0.49 0.09 5s30s 0.41 1.29 0.45 0.74 0.95 0.49 1.50 0.72 0.88 0.12 10s30s 0.20 0.67 0.19 0.59 0.49 0.27 0.73 0.27 0.37 0.04 2s5s10s 0.00 -0.24 -0.01 -0.09 -0.14 -0.01 -0.18 -0.10 -0.22 -0.04 0.10 5s10s30s 0.00 -0.05 0.07 -0.44 -0.04 -0.04 0.03 0.18 0.15 0.05

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

Crossed 200dma

Crossed 200dma: -0.088 CAD_5s10s30s_Bond 25.23 ETF_Tsy_Bonds 2.048 EUR_10y10y 1.485 EUR_30y -0.234 GBP_2s5s10s_Bond 1.610 GBP_5y5y 111.22 JPY 0.249 JPY_10y 0.213 JPY_2s10s 0.209 JPY_2s10s_Bond -0.101 JPY_2s5s10s_Bond 0.054 JPY_2s5s_Bond 0.155 JPY_5s10s_Bond 0.937 JPY_5s30s_Bond 0.037 KRW_10s30s 8.53 NOK_Vol1m 8.83 NZD_Vol1m 2.968 NaturalGas -0.250 SEK_2y 0.034 SEK_5s10s30s 0.338 SPA_5y_Bond 0.004 USD_2s5s10s 2.524 USD_30y

#dma, #commodity, #curve, #jpy, #cad, #usd, #fx, #fxvol, #krw, #nok, #spa, #sek, #gbp, #eur, #nzd, #fly, #rate, #etf

Highest + Lowest RSI

Highest + Lowest RSI: RSI=98.1 4.638 Shibor RSI=97.7 1.610 KRW_3m RSI=96.5 1.454 USD_3m RSI=90.2 0.462 Sonia RSI=87.5 0.523 GBP_3m RSI=77.2 -0.419 SPA_2s5s10s_Bond RSI=75.3 1.738 USD_1y RSI=72.5 8203.8 XBT RSI=71.4 568.47 MSCIAP RSI=71.2 6867.4 Nasdaq ---------------- RSI=25.3 4.135 GRE_5y_Bond RSI=24.8 1.114 SPA_5s10s_Bond RSI=24.1 -0.367 ITA_2y_Bond RSI=23.5 3.215 POR_30y_Bond RSI=22.9 -0.227 POR_2y_Bond RSI=21.3 -0.876 SEK_2y_Bond RSI=20.4 1086.3 KRW RSI=17.6 0.525 POR_5y_Bond RSI=15.7 -0.626 SEK_3m RSI= 0.2 -0.751 CHF_3m

#rsi, #curve, #gre, #usd, #por, #fx, #xbt, #cnh, #krw, #asia, #spa, #sek, #gbp, #fly, #stock, #fixing, #eur, #em, #chf, #rate, #ita

Z-Score Outliers

1y Z-Score Outlier: USD_5s30s (-3.21), USD_5s30s_Bond (-3.20), USDvsAUD_10y10y (-3.20), SEK_2y_Bond (-3.10), USD_10s30s_Bond (-3.05), USDvsAUD_10y (-2.98), USDvsAUD_1y1y (-2.93), USD_5s10s_Bond (-2.90), USDvsNZD_10y (-2.87), USDvsNZD_2y2y (-2.80), USD_5s10s (-2.79), 2yNote (-2.71), GBP_5s30s (-2.56), USDvsNZD_10y10y (-2.56), USDvsNZD_5y5y (-2.51), USDvsCHF_5s30s (+2.51), USD_2y (+2.52), TRY (+2.55), KRW_2y2y (+2.56), JPYvsKRW_5y5y (+2.57), USDvsJPY_5s30s (+2.57), KRW_10y (+2.59), JPYvsKRW_10y_Bond (+2.61), JPYvsKRW_2y2y (+2.63), JPYvsKRW_10y (+2.65), KRW_5y (+2.68), KRW_5y_Bond (+2.68), KRW_2y (+2.74), Nikkei (+2.75), EURTRY (+2.78), KRW_2y_Bond (+2.90), USD_2y_Bond (+2.90), XBT (+2.98), KRW_1y (+3.17)


 5y Z-Score Outlier: CAD_5s30s_Bond (-3.00), ETF_Internet (+2.54), USD_1y (+2.54), Dow (+2.61), ETF_Technology (+2.65), MSCIAP (+2.72), OBX (+2.73), EURTRY (+2.76), USD_2y_Bond (+2.76), KOSPI (+3.47), XBT (+5.96)

10y Z-Score Outlier: TRY (+2.53), ETF_Internet (+2.61), ETF_Technology (+2.77), EURTRY (+3.08), XBT (+7.01)

#zscore, #krw, #asia, #stock, #future, #etf, #jpy, #aud, #fx, #gbp, #eur, #nzd, #try, #sek, #xmarket, #chf, #curve, #cad, #usd, #xbt, #nok, #em, #rate

New Highs & Lows

New 1y High: ETF_China=48.32, ETF_EM_Vanguard=45.77


New  1y Low : CAD_2s10s_Bond=0.449, CZK=21.552, EURCZK=25.480, EURvsNOK_2y2y=1.259, GBP_Vol1w=6.08, GERvsPOR_10y_Bond=1.556, KRW=1086.3, NZD_10y10y=3.881, POR_10y_Bond=1.905, POR_2s5s_Bond=0.752, POR_30y_Bond=3.215, USD_2s10s=0.416, USDvsAUD_10y10y=0.653
New  5y High: ETF_EM_MSCI=47.81, MSCIEM=1156.7, USDvsJPY_2s10s=-0.203
New  5y Low : CAD_5s10s_Bond=0.259, CAD_5s30s_Bond=0.606, USD_2s5s_Bond=0.315
New 10y High: ETF_Internet=110.05, MSCIAP=568.47, Nasdaq=6867.4, TotalReturn_MSCI_World=5770.29

New 10y Low : EURvsUSD_2s10s=-0.590, ITA_2y_Bond=-0.367, POR_2y_Bond=-0.227, POR_5y_Bond=0.525, USDvsAUD_10y=0.385

#highlow, #krw, #asia, #stock, #ita, #etf, #jpy, #aud, #fx, #gbp, #eur, #por, #nzd, #czk, #fxvol, #ger, #xmarket, #curve, #cad, #usd, #nok, #em, #rate

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.77 -0.72 0.50 -0.20 0.29 1.46 -0.88 0.51 1.77 2.00 2.08 Bond 5y 2.10 -0.35 0.76 -0.13 1.65 -0.24 1.04 2.11 2.42 2.36 Bond 10y 2.36 0.35 1.27 0.03 -0.14 1.92 0.72 1.51 2.55 2.83 2.54 Bond 30y 2.76 1.20 1.82 0.81 0.42 2.26 2.53 ------------------------------------------------------------------------------- Bond 2s5s 0.33 0.37 0.26 0.06 0.19 0.64 0.34 0.42 0.29 Bond 2s10s 0.58 1.07 0.78 0.23 -0.43 0.46 1.60 0.78 0.84 0.47 Bond 5s10s 0.26 0.70 0.52 0.17 0.27 0.96 0.47 0.44 0.41 0.18 Bond 5s30s 0.66 1.55 1.06 0.95 0.61 0.17 Bond 10s30s 0.40 0.85 0.54 0.78 0.55 0.34 -0.01 Bond 2s5s10s 0.07 -0.33 -0.26 -0.10 -0.07 -0.31 -0.10 0.01 0.10 Bond5s10s30s -0.14 -0.15 -0.03 -0.62 -0.08 0.20 ------------------------------------------------------------------------------- Central Bank 1.25 -0.40 0.50 -0.10 -0.75 1.00 -0.50 0.50 1.50 1.75 1.25 OIS 1.16 -0.36 0.46 3m 1.45 -0.33 0.53 -0.03 -0.75 1.40 -0.63 0.77 1.72 1.92 1.61 1y 1.76 -0.32 0.64 0.01 -0.64 1.62 -0.46 0.84 1.76 1.99 1.79 1y1y 2.12 -0.21 0.92 0.05 -0.45 1.98 -0.07 1.05 2.03 2.32 2.12 2y 1.94 -0.18 0.83 0.03 -0.54 1.79 -0.26 1.03 1.90 2.15 1.95 2y2y 2.29 0.31 1.19 0.11 -0.12 2.12 0.54 1.58 2.35 2.82 2.26 5y 2.16 0.19 1.09 0.09 -0.23 2.01 0.33 1.38 2.21 2.63 2.14 5y5y 2.58 1.46 1.59 0.39 0.71 2.48 1.93 2.32 3.08 3.65 2.35 10y 2.36 0.81 1.33 0.24 0.24 2.23 1.10 1.82 2.75 3.12 2.24 10y10y 2.76 2.07 1.76 1.05 1.06 2.96 2.55 2.41 3.44 3.91 2.33 20y 2.54 1.39 1.53 0.64 0.65 2.55 1.75 2.08 3.07 2.28 30y 2.55 1.50 1.51 0.83 0.75 2.50 1.86 2.10 3.12 2.28 ------------------------------------------------------------------------------- 2s5s 0.22 0.37 0.25 0.06 0.32 0.22 0.59 0.34 0.31 0.47 0.19 2s10s 0.42 0.99 0.50 0.21 0.79 0.45 1.36 0.80 0.85 0.96 0.29 5s10s 0.20 0.62 0.24 0.14 0.47 0.22 0.78 0.45 0.54 0.49 0.10 5s30s 0.39 1.31 0.43 0.73 0.97 0.49 1.53 0.72 0.91 0.14 10s30s 0.19 0.69 0.18 0.59 0.51 0.27 0.76 0.27 0.37 0.04 2s5s10s 0.03 -0.25 0.01 -0.08 -0.15 -0.00 -0.18 -0.10 -0.22 -0.01 0.09 5s10s30s 0.00 -0.07 0.06 -0.44 -0.04 -0.04 0.02 0.18 0.17 0.06

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

Crossed 200dma

Crossed 200dma: 166.980 Buxl 2.262 CAD_30y_Bond -0.042 CAD_5s10s30s 0.785 CHF_2s10s 0.974 CHF_5s30s 0.813 EUR_10y 1.393 EUR_20y 0.193 EUR_5y 1.463 EUR_5y5y 1.261 FRA_2s10s_Bond 7411.3 FTSE100 0.253 GBP_2s5s 1.594 GBP_5y5y 7.83 GBP_Vol1m -0.327 GER_2s5s10s_Bond -0.305 ITA_2s5s10s_Bond 2.398 ITA_5s30s_Bond -0.103 JPY_2s5s10s_Bond 0.828 JPY_30y 0.734 JPY_5s30s 0.948 JPY_5s30s_Bond 0.094 JPY_5y 8.2129 NOK 2.412 NOK_10y10y 0.345 NOK_2s5s -0.105 NOK_2s5s10s -0.260 SEK_2y 0.020 SEK_5s10s30s 1.262 SPA_10s30s_Bond 1.823 SPA_2s10s_Bond 0.025 USD_2s5s10s 12.98 VIX2 13.88 VIX3 14.68 VIX4

#dma, #stock, #rate, #fx, #vol, #chf, #nok, #cad, #ger, #future, #sek, #usd, #spa, #fxvol, #jpy, #fra, #curve, #eur, #gbp, #ita, #fly

Highest + Lowest RSI

Highest + Lowest RSI: RSI=98.0 4.624 Shibor RSI=97.7 1.610 KRW_3m RSI=95.9 1.446 USD_3m RSI=91.4 0.526 GBP_3m RSI=90.2 0.462 Sonia RSI=86.1 1.756 USD_1y RSI=82.5 1.772 USD_2y_Bond RSI=77.0 -0.423 SPA_2s5s10s_Bond RSI=74.9 1.943 USD_2y RSI=73.8 4.6462 EURTRY ---------------- RSI=22.9 98.213 Eurodollar_Whites RSI=22.5 107.391 2yNote RSI=22.4 1090.8 KRW RSI=22.2 0.659 USD_5s30s_Bond RSI=22.1 4.121 GRE_5y_Bond RSI=21.8 0.402 USD_10s30s_Bond RSI=19.5 -0.879 SEK_2y_Bond RSI=18.5 0.541 POR_5y_Bond RSI= 8.9 -0.632 SEK_3m RSI= 0.2 -0.751 CHF_3m

#rsi, #rate, #cnh, #fixing, #fx, #em, #chf, #future, #krw, #sek, #usd, #spa, #curve, #por, #gbp, #eur, #fly, #gre, #try

Z-Score Outliers

1y Z-Score Outlier: USD_5s30s (-3.66), USD_5s30s_Bond (-3.62), USD_10s30s_Bond (-3.43), USD_5s10s_Bond (-3.29), 2yNote (-3.24), SEK_2y_Bond (-3.21), USDvsNZD_2y2y (-3.20), USDvsAUD_1y1y (-3.13), USD_5s10s (-3.08), USDvsNZD_10y (-3.04), GBP_5s30s (-3.01), USDvsAUD_10y (-2.99), USD_10s30s (-2.89), USDvsJPY_1y1y (-2.82), USDvsNZD_1y1y (-2.80), USDvsAUD_10y10y (-2.75), GBP_5s10s (-2.64), USDvsNZD_5y5y (-2.64), CHF_2s10s_Bond (-2.60), USDvsNZD_10y10y (-2.57), KRW_10y_Bond (+2.52), KRW_2y2y (+2.56), JPYvsKRW_10y_Bond (+2.63), JPYvsKRW_2y2y (+2.64), KRW_10y (+2.64), KRW_5y (+2.66), KRW_2y (+2.67), Nikkei (+2.68), KRW_5y_Bond (+2.74), JPYvsKRW_5y5y (+2.75), USD_1y1y (+2.75), JPYvsKRW_10y (+2.79), USDvsJPY_5s30s (+2.81), USD_2y (+2.85), EURTRY (+2.89), TRY (+2.90), KRW_2y_Bond (+2.95), XBT (+3.01), EURvsUSD_1y1y (+3.05), KRW_1y (+3.05), USDvsCHF_5s30s (+3.19), USD_2y_Bond (+3.28)


 5y Z-Score Outlier: CAD_5s30s_Bond (-3.00), Eurodollar_Whites (-2.55), ETF_Internet (+2.53), USD_2y (+2.57), USD_1y (+2.59), Dow (+2.64), MSCIAP (+2.65), ETF_Technology (+2.67), OBX (+2.74), EURTRY (+2.80), USD_2y_Bond (+2.89), KOSPI (+3.42), XBT (+5.99)

10y Z-Score Outlier: TRY (+2.59), ETF_Internet (+2.60), ETF_Technology (+2.78), EURTRY (+3.11), XBT (+7.04)

#zscore, #future, #asia, #usd, #eur, #cad, #fx, #xbt, #chf, #etf, #nzd, #sek, #gbp, #try, #nok, #krw, #aud, #stock, #rate, #jpy, #xmarket, #curve, #em

New Highs & Lows

New 1y High: ETF_China=48.23, ETF_EM_Vanguard=45.62, SMI=9324.5, USDvsCHF_5s30s=0.585, USDvsJPY_2s10s=-0.211, USDvsJPY_5s30s=0.345


New  1y Low : 2yNote=107.391, CAD_2s10s_Bond=0.456, CAD_Vol1w=5.16, EURCZK=25.491, GBP_10s30s=0.185, GBP_5s30s=0.428, GBP_5s30s_Bond=1.058, GBP_Vol1w=6.10, GERvsPOR_10y_Bond=1.566, KRW=1090.8, NZD_10y10y=3.910, POR_10y_Bond=1.917, POR_2s5s_Bond=0.756, POR_30y_Bond=3.225, SEK_5y_Bond=-0.236, USD_2s10s=0.417, USDvsAUD_10y10y=0.687
New  5y High: ETF_EM_MSCI=47.69, MSCIEM=1151.0, USD_1y=1.756, USD_1y1y=2.119, USD_2y=1.943, USD_2y_Bond=1.772, USDvsCHF_2s10s=0.368
New  5y Low : CAD_5s10s_Bond=0.265, Eurodollar_Whites=98.213, GBP_10s30s_Bond=0.543, USD_10s30s=0.193, USD_10s30s_Bond=0.402, USD_2s5s_Bond=0.327, USD_5s30s=0.389, USDvsJPY_1y1y=-2.065
New 10y High: Dow=23591, ETF_Internet=109.75, ETF_Technology=64.26, EURTRY=4.6462, EURvsUSD_1y1y=2.325, MSCIAP=565.46, Nasdaq=6862.5, OAT=158.890, S&P500=2599.0, TRY=3.9565

New 10y Low : EURvsUSD_5s30s=-0.918, ITA_2y_Bond=-0.364, POR_2y_Bond=-0.215, POR_5y_Bond=0.541, SEK_2y_Bond=-0.879, USD_2s10s_Bond=0.584, USD_5s10s=0.196, USD_5s10s_Bond=0.257, USD_5s30s_Bond=0.659, USDvsAUD_10y=0.389, USDvsAUD_1y1y=-0.090, USDvsAUD_2y2y=0.064, USDvsNZD_10y=0.760, USDvsNZD_1y1y=0.204, USDvsNZD_2y2y=0.533

#highlow, #czk, #future, #asia, #usd, #eur, #cad, #fx, #chf, #etf, #nzd, #sek, #fra, #gbp, #try, #krw, #por, #aud, #stock, #rate, #ger, #fxvol, #jpy, #xmarket, #curve, #ita, #em

Outlier 1y Zscore: -2.60 for CHF_2s10s_Bond=-0.428 #curve #chf #zscore #r

Outlier 1y Zscore: -2.60 for CHF_2s10s_Bond=-0.428
#curve #chf #zscore #rate #zscore https://t.co/FcdLfbcF2Y

Outlier 5y Zscore: -3.00 for CAD_5s30s_Bond=0.608 #curve #cad #zscore #ra

Outlier 5y Zscore: -3.00 for CAD_5s30s_Bond=0.608
#curve #cad #zscore #rate #zscore https://t.co/lxg3Ll7AWR

1y Moves: USD_5s30s , JPY_5s30s #jpy #curve #usd #rate #high https://t.co

1y Moves: USD_5s30s , JPY_5s30s
#jpy #curve #usd #rate #high https://t.co/o8s8nXMX2j

1y Moves: USD_2s10s , JPY_2s10s #jpy #curve #usd #rate #high https://t.co

1y Moves: USD_2s10s , JPY_2s10s
#jpy #curve #usd #rate #high https://t.co/4gy9ESdqBA

1y Moves: USD_5s30s , CHF_5s30s #curve #usd #chf #rate #high https://t.co

1y Moves: USD_5s30s , CHF_5s30s
#curve #usd #chf #rate #high https://t.co/GNRP58paeW

5y Moves: USD_2s10s , CHF_2s10s #curve #usd #chf #rate #high https://t.co

5y Moves: USD_2s10s , CHF_2s10s
#curve #usd #chf #rate #high https://t.co/bEswgIuF2e

New 10y Low: USD_5s30s_Bond=0.659 #curve #usd #rate https://t.co/LpV4yDmZ

New 10y Low: USD_5s30s_Bond=0.659
#curve #usd #rate https://t.co/LpV4yDmZGh

New 5y Low: USD_5s30s=0.389 #curve #usd #rate https://t.co/FppLBYdRIx

New 5y Low: USD_5s30s=0.389
#curve #usd #rate https://t.co/FppLBYdRIx

New 10y Low: USD_5s10s_Bond=0.257 #curve #usd #rate https://t.co/Z0YwZmK8

New 10y Low: USD_5s10s_Bond=0.257
#curve #usd #rate https://t.co/Z0YwZmK8vO

New 10y Low: USD_5s10s=0.196 #curve #usd #rate https://t.co/GB33DkfYL7

New 10y Low: USD_5s10s=0.196
#curve #usd #rate https://t.co/GB33DkfYL7

New 5y Low: USD_2s5s_Bond=0.327 #curve #usd #rate https://t.co/5STZUbrJHG

New 5y Low: USD_2s5s_Bond=0.327
#curve #usd #rate https://t.co/5STZUbrJHG

New 10y Low: USD_2s10s_Bond=0.584 #curve #usd #rate https://t.co/66OlBJna

New 10y Low: USD_2s10s_Bond=0.584
#curve #usd #rate https://t.co/66OlBJnajA

New 5y Low: USD_10s30s_Bond=0.402 #curve #usd #rate https://t.co/lwJmXivp

New 5y Low: USD_10s30s_Bond=0.402
#curve #usd #rate https://t.co/lwJmXivpyj

New 5y Low: USD_10s30s=0.193 #curve #usd #rate https://t.co/0fYz9OBN39

New 5y Low: USD_10s30s=0.193
#curve #usd #rate https://t.co/0fYz9OBN39

New 1y Low: GBP_5s30s_Bond=1.058 #gbp #curve #rate https://t.co/CnlXdAU4o

New 1y Low: GBP_5s30s_Bond=1.058
#gbp #curve #rate https://t.co/CnlXdAU4oj

New 1y Low: GBP_5s30s=0.428 #gbp #curve #rate https://t.co/NThy2k4xfo

New 1y Low: GBP_5s30s=0.428
#gbp #curve #rate https://t.co/NThy2k4xfo

New 5y Low: GBP_10s30s_Bond=0.543 #gbp #curve #rate https://t.co/YfRH2p7L

New 5y Low: GBP_10s30s_Bond=0.543
#gbp #curve #rate https://t.co/YfRH2p7LlA

New 1y Low: GBP_10s30s=0.185 #gbp #curve #rate https://t.co/R3jrtbQXUA

New 1y Low: GBP_10s30s=0.185
#gbp #curve #rate https://t.co/R3jrtbQXUA

10y Moves: EUR_5s30s , USD_5s30s #curve #usd #rate #eur #low https://t.co

10y Moves: EUR_5s30s , USD_5s30s
#curve #usd #rate #eur #low https://t.co/2GFiO4n1HP

New 5y Low: CAD_5s10s_Bond=0.265 #curve #cad #rate https://t.co/US9s5Elot

New 5y Low: CAD_5s10s_Bond=0.265
#curve #cad #rate https://t.co/US9s5ElotG

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

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

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: 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_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: 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

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

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

Crossed 200dma: USD_5s30s_Bond=1.116 #dma #rate #curve #dma #usd https://

Crossed 200dma: USD_5s30s_Bond=1.116
#dma #rate #curve #dma #usd https://t.co/YWHVW34eNB

Crossed 200dma: USD_2s5s=0.372 #dma #rate #curve #dma #usd https://t.co/W

Crossed 200dma: USD_2s5s=0.372
#dma #rate #curve #dma #usd https://t.co/WyUOnm5pqW

Crossed 200dma: USD_10s30s_Bond=0.650 #dma #rate #curve #dma #usd https:/

Crossed 200dma: USD_10s30s_Bond=0.650
#dma #rate #curve #dma #usd https://t.co/WL0q4ekMZt

Crossed 200dma: CAD_5s30s_Bond=1.147 #dma #rate #curve #dma #cad https://

Crossed 200dma: CAD_5s30s_Bond=1.147
#dma #rate #curve #dma #cad https://t.co/zuNhghvnZS

1y Moves: USD_2s10s , CAD_2s10s #rate #curve #cad #usd #high https://t.co

1y Moves: USD_2s10s , CAD_2s10s
#rate #curve #cad #usd #high https://t.co/5qkyYNatLD

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.26 -0.72 0.08 -0.20 0.25 0.68 -0.65 0.66 1.67 2.05 1.58 Bond 5y 1.80 -0.37 0.51 -0.15 0.96 -0.06 1.04 2.14 2.40 1.90 Bond 10y 2.28 0.33 1.09 0.02 -0.11 1.51 0.60 1.64 2.60 3.01 2.24 Bond 30y 2.97 1.11 1.73 0.80 0.34 2.14 2.41 ------------------------------------------------------------------------------- Bond 2s5s 0.55 0.35 0.43 0.04 0.29 0.59 0.47 0.35 0.31 Bond 2s10s 1.02 1.05 1.01 0.22 -0.36 0.84 1.25 0.93 0.96 0.65 Bond 5s10s 0.48 0.70 0.58 0.17 0.55 0.66 0.60 0.47 0.61 0.34 Bond 5s30s 1.17 1.48 1.22 0.95 1.17 0.51 Bond 10s30s 0.69 0.78 0.64 0.78 0.46 0.62 0.17 Bond 2s5s10s 0.07 -0.35 -0.15 -0.13 -0.26 -0.08 0.00 -0.26 -0.03 Bond5s10s30s -0.21 -0.09 -0.06 -0.60 -0.07 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 -0.35 0.21 3m 1.17 -0.33 0.33 0.00 -0.73 0.92 -0.47 0.96 1.75 1.99 1.39 1y 1.38 -0.32 0.37 0.03 -0.68 0.94 -0.45 1.03 1.75 2.07 1.48 1y1y 1.74 -0.17 0.51 0.03 -0.58 1.12 -0.12 1.16 1.96 2.55 1.65 2y 1.56 -0.15 0.56 0.03 -0.63 1.02 -0.28 1.20 1.85 2.31 1.57 2y2y 2.10 0.31 0.88 0.07 -0.24 1.45 0.53 1.71 2.41 3.18 1.82 5y 1.93 0.20 0.80 0.07 -0.32 1.32 0.30 1.52 2.29 2.90 1.75 5y5y 2.60 1.41 1.53 0.38 0.62 2.24 1.93 2.37 3.26 3.91 2.14 10y 2.25 0.79 1.16 0.22 0.15 1.77 1.09 1.93 2.85 3.38 1.93 10y10y 2.77 1.98 1.74 1.05 0.89 2.89 2.60 2.37 3.65 4.44 2.03 20y 2.48 1.34 1.43 0.63 0.51 2.25 1.77 2.12 3.21 1.98 30y 2.52 1.43 1.40 0.79 0.62 2.25 1.88 2.13 3.28 1.98 ------------------------------------------------------------------------------- 2s5s 0.36 0.35 0.24 0.04 0.31 0.30 0.58 0.33 0.44 0.59 0.18 2s10s 0.68 0.94 0.59 0.20 0.78 0.74 1.38 0.73 1.00 1.08 0.36 5s10s 0.32 0.59 0.36 0.16 0.47 0.44 0.79 0.41 0.56 0.49 0.18 5s30s 0.59 1.23 0.61 0.72 0.94 0.93 1.58 0.61 0.99 0.23 10s30s 0.27 0.64 0.25 0.56 0.47 0.48 0.79 0.20 0.43 0.04 2s5s10s 0.04 -0.24 -0.12 -0.12 -0.17 -0.14 -0.21 -0.08 -0.13 0.11 -0.01 5s10s30s 0.05 -0.05 0.11 -0.41 -0.00 -0.04 0.01 0.20 0.14 0.14

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

Crossed 200dma

Crossed 200dma: 108.320 2yNote -0.126 AUD_2s5s10s 0.939 CAD_1y -0.261 CAD_2s5s10s_Bond 1.024 CAD_2y 0.677 CAD_2y_Bond 7.99 CAD_Vol1w 0.9916 CHF -0.363 CHF_2s10s_Bond -0.003 CHF_5s10s30s 100.305 Euribor_Whites 0.171 KRW_5s10s30s_Bond 150.050 OAT 0.681 USD_2s10s 0.361 USD_2s5s

#dma, #usd, #fly, #future, #chf, #cad, #aud, #curve, #fx, #eur, #fra, #rate, #fxvol, #krw

Highest + Lowest RSI

Highest + Lowest RSI: RSI=85.5 93.99 ETF_Internet RSI=77.6 54.91 ETF_Technology RSI=77.6 6095.4 Nasdaq RSI=77.6 1.172 USD_3m RSI=76.9 7422.5 NZX50 RSI=76.0 1.3709 CAD RSI=74.7 144.92 GBPJPY RSI=74.0 1636.5 OMX RSI=73.6 1439.4 XBT RSI=73.2 0.689 USD_10s30s_Bond ---------------- RSI=22.4 7.42 CHF_Vol2y RSI=21.7 0.205 NOK_10s30s RSI=21.5 0.743 POR_5s10s30s_Bond RSI=20.8 5.998 GRE_2y_Bond RSI=20.5 1.750 AUD_3m RSI=18.8 8.60 GBP_Vol1y RSI=18.7 5.662 GERvsGRE_10y_Bond RSI=16.4 5.990 GRE_10y_Bond RSI=14.2 8.87 GBP_Vol2y RSI=13.8 0.916 CAD_3m

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

Crossed 200dma: USD_2s5s=0.361 #dma #usd #rate #dma #curve https://t.co/Q

Crossed 200dma: USD_2s5s=0.361
#dma #usd #rate #dma #curve https://t.co/Q65ua92H8g

Crossed 200dma: USD_2s10s=0.681 #dma #usd #rate #dma #curve https://t.co/

Crossed 200dma: USD_2s10s=0.681
#dma #usd #rate #dma #curve https://t.co/DXIAODAi4j

Crossed 200dma: CHF_2s10s_Bond=-0.363 #dma #rate #dma #curve #chf https:/

Crossed 200dma: CHF_2s10s_Bond=-0.363
#dma #rate #dma #curve #chf https://t.co/VrFSay1Vxv

Low RSI: 21.7 for NOK_10s30s=0.205 12% 1y Range 34% 5y Range 67% 10y

Low RSI: 21.7 for NOK_10s30s=0.205
12% 1y Range
34% 5y Range
67% 10y Range
#rsi #rate #rsi #curve #nok https://t.co/xeEIYUcgEG

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.27 -0.73 0.07 -0.21 0.24 0.72 -0.65 0.65 1.66 2.06 1.58 Bond 5y 1.84 -0.39 0.50 -0.16 1.02 -0.07 1.04 2.11 2.41 1.86 Bond 10y 2.32 0.32 1.08 0.01 -0.11 1.58 0.59 1.63 2.58 3.02 2.19 Bond 30y 3.00 1.10 1.72 0.79 0.33 2.19 2.37 ------------------------------------------------------------------------------- Bond 2s5s 0.57 0.35 0.43 0.04 0.30 0.58 0.46 0.34 0.28 Bond 2s10s 1.04 1.05 1.01 0.22 -0.35 0.86 1.24 0.92 0.96 0.61 Bond 5s10s 0.48 0.70 0.58 0.17 0.55 0.66 0.59 0.46 0.61 0.33 Bond 5s30s 1.16 1.49 1.21 0.95 1.16 0.51 Bond 10s30s 0.68 0.79 0.63 0.78 0.45 0.61 0.17 Bond 2s5s10s 0.09 -0.36 -0.16 -0.13 -0.25 -0.08 -0.00 -0.27 -0.05 Bond5s10s30s -0.21 -0.08 -0.05 -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 -0.35 0.21 3m 1.17 -0.33 0.33 0.00 -0.73 0.92 -0.47 0.97 1.75 2.00 1.39 1y 1.39 -0.31 0.37 0.03 -0.68 0.97 -0.46 1.03 1.75 2.08 1.48 1y1y 1.77 -0.16 0.50 0.03 -0.59 1.18 -0.13 1.16 1.98 2.54 1.63 2y 1.58 -0.14 0.56 0.03 -0.64 1.07 -0.29 1.20 1.87 2.30 1.55 2y2y 2.14 0.28 0.86 0.06 -0.25 1.50 0.51 1.70 2.45 3.18 1.79 5y 1.96 0.20 0.79 0.06 -0.33 1.38 0.29 1.51 2.27 2.90 1.72 5y5y 2.65 1.41 1.51 0.37 0.59 2.31 1.91 2.37 3.34 3.96 2.09 10y 2.28 0.79 1.15 0.21 0.13 1.82 1.08 1.92 2.90 3.41 1.90 10y10y 2.81 1.96 1.72 1.03 0.91 2.93 2.59 2.36 3.71 4.43 1.99 20y 2.52 1.33 1.41 0.61 0.51 2.30 1.76 2.12 3.26 1.94 30y 2.55 1.41 1.39 0.77 0.61 2.33 1.87 2.12 3.33 1.94 ------------------------------------------------------------------------------- 2s5s 0.38 0.34 0.23 0.04 0.30 0.30 0.58 0.32 0.41 0.60 0.17 2s10s 0.70 0.94 0.58 0.19 0.77 0.75 1.37 0.72 1.03 1.11 0.34 5s10s 0.33 0.59 0.36 0.15 0.46 0.45 0.79 0.41 0.62 0.51 0.17 5s30s 0.59 1.22 0.60 0.71 0.94 0.95 1.57 0.61 1.06 0.22 10s30s 0.27 0.62 0.24 0.55 0.48 0.50 0.79 0.20 0.43 0.04 2s5s10s 0.05 -0.25 -0.13 -0.12 -0.15 -0.14 -0.20 -0.09 -0.22 0.09 -0.01 5s10s30s 0.06 -0.03 0.11 -0.40 -0.03 -0.05 -0.01 0.20 0.19 0.13

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

Crossed 200dma

Crossed 200dma: 1.984 AUD_1y1y -0.217 AUD_2s5s10s 1.867 AUD_2y 1.163 CAD_5s30s_Bond 8.29 CAD_Vol1w 0.9963 CHF 7.66 CHF_Vol1w 10.98 EUR_Vol1w 9.75 NOK_Vol1w 2.064 NZD_2y_Bond 10.21 SEK_Vol1w 0.701 USD_2s10s 0.375 USD_2s5s 1.161 USD_5s30s_Bond

#dma, #aud, #chf, #curve, #eur, #fly, #nok, #cad, #rate, #fx, #nzd, #sek, #fxvol, #usd

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

Crossed 200dma: USD_5s30s_Bond=1.161 #dma #curve #dma #rate #usd https://

Crossed 200dma: USD_5s30s_Bond=1.161
#dma #curve #dma #rate #usd https://t.co/xPLzu0FQu4

Crossed 200dma: USD_2s5s=0.375 #dma #curve #dma #rate #usd https://t.co/f

Crossed 200dma: USD_2s5s=0.375
#dma #curve #dma #rate #usd https://t.co/fO7igrzaHO

Crossed 200dma: USD_2s10s=0.701 #dma #curve #dma #rate #usd https://t.co/

Crossed 200dma: USD_2s10s=0.701
#dma #curve #dma #rate #usd https://t.co/hpEkvLReNp

Crossed 200dma: CAD_5s30s_Bond=1.163 #dma #dma #cad #rate #curve https://

Crossed 200dma: CAD_5s30s_Bond=1.163
#dma #dma #cad #rate #curve https://t.co/fDCsVD5VOR

Low RSI: 21.1 for POR_5s10s_Bond=1.527 36% 1y Range 83% 5y Range 90%

Low RSI: 21.1 for POR_5s10s_Bond=1.527
36% 1y Range
83% 5y Range
90% 10y Range
#rsi #rate #rsi #eur #por #curve https://t.co/ZP89cJCeFb

Low RSI: 21.7 for NOK_10s30s=0.205 12% 1y Range 34% 5y Range 67% 10y

Low RSI: 21.7 for NOK_10s30s=0.205
12% 1y Range
34% 5y Range
67% 10y Range
#rsi #rsi #rate #curve #nok https://t.co/FvlJk7HhkJ

Low RSI: 22.2 for POR_2s10s_Bond=3.111 43% 1y Range 73% 5y Range 89%

Low RSI: 22.2 for POR_2s10s_Bond=3.111
43% 1y Range
73% 5y Range
89% 10y Range
#rsi #rate #rsi #eur #por #curve https://t.co/VhkjpEXdUc

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

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

Crossed 200dma: USD_10s30s_Bond=0.669 #dma #rate #dma #curve #usd https:/

Crossed 200dma: USD_10s30s_Bond=0.669
#dma #rate #dma #curve #usd https://t.co/m3TkerBHCK

Crossed 200dma: SEK_5s10s=0.786 #dma #rate #dma #curve #sek https://t.co/

Crossed 200dma: SEK_5s10s=0.786
#dma #rate #dma #curve #sek https://t.co/fVR7r4h8Db

Crossed 200dma: POR_2s5s_Bond=1.572 #dma #rate #eur #por #dma #curve http

Crossed 200dma: POR_2s5s_Bond=1.572
#dma #rate #eur #por #dma #curve https://t.co/9WAkjXv88r

Crossed 200dma: NOK_5s30s=0.620 #dma #rate #nok #dma #curve https://t.co/

Crossed 200dma: NOK_5s30s=0.620
#dma #rate #nok #dma #curve https://t.co/FuRjsxu1GQ

Crossed 200dma: JPY_2s5s=0.040 #dma #rate #jpy #curve #dma https://t.co/C

Crossed 200dma: JPY_2s5s=0.040
#dma #rate #jpy #curve #dma https://t.co/CUqwJ0REBv

Crossed 200dma: CHF_2s10s_Bond=-0.349 #dma #rate #dma #curve #chf https:/

Crossed 200dma: CHF_2s10s_Bond=-0.349
#dma #rate #dma #curve #chf https://t.co/J1a1zo1IML

Crossed 200dma: CAD_5s10s_Bond=0.542 #dma #rate #cad #dma #curve https://

Crossed 200dma: CAD_5s10s_Bond=0.542
#dma #rate #cad #dma #curve https://t.co/ylFzXIZDHm

Crossed 200dma: CAD_2s10s_Bond=0.842 #dma #rate #cad #dma #curve https://

Crossed 200dma: CAD_2s10s_Bond=0.842
#dma #rate #cad #dma #curve https://t.co/nLpoU4eEqE

Crossed 200dma: CAD_10s30s_Bond=0.605 #dma #rate #cad #dma #curve https:/

Crossed 200dma: CAD_10s30s_Bond=0.605
#dma #rate #cad #dma #curve https://t.co/HceDbaCmlG

Low RSI: 20.3 for POR_2s10s_Bond=3.098 42% 1y Range 72% 5y Range 89%

Low RSI: 20.3 for POR_2s10s_Bond=3.098
42% 1y Range
72% 5y Range
89% 10y Range
#rsi #rate #eur #por #rsi #curve https://t.co/yjTgJNdy5L

Low RSI: 20.8 for POR_5s10s_Bond=1.526 36% 1y Range 83% 5y Range 90%

Low RSI: 20.8 for POR_5s10s_Bond=1.526
36% 1y Range
83% 5y Range
90% 10y Range
#rsi #rate #eur #por #rsi #curve https://t.co/aGRVLULbGR

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.27 -0.69 0.09 -0.20 0.26 0.74 -0.61 0.67 1.69 2.11 1.59 Bond 5y 1.83 -0.34 0.52 -0.16 1.03 -0.00 1.04 2.16 2.46 1.87 Bond 10y 2.30 0.35 1.08 0.02 -0.10 1.48 0.66 1.66 2.63 3.07 2.20 Bond 30y 2.96 1.11 1.72 0.80 0.35 2.17 2.37 ------------------------------------------------------------------------------- Bond 2s5s 0.56 0.35 0.42 0.04 0.29 0.61 0.47 0.35 0.28 Bond 2s10s 1.03 1.04 0.99 0.22 -0.36 0.74 1.27 0.94 0.96 0.61 Bond 5s10s 0.48 0.69 0.56 0.18 0.45 0.66 0.62 0.47 0.61 0.33 Bond 5s30s 1.13 1.45 1.20 0.96 1.14 0.49 Bond 10s30s 0.66 0.76 0.63 0.79 0.45 0.69 0.17 Bond 2s5s10s 0.08 -0.35 -0.14 -0.13 -0.16 -0.05 0.01 -0.27 -0.05 Bond5s10s30s -0.18 -0.06 -0.07 -0.61 -0.24 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 0.90 -0.36 0.21 3m 1.17 -0.33 0.33 0.01 -0.73 0.93 -0.47 0.94 1.75 1.97 1.39 1y 1.40 -0.30 0.37 0.03 -0.67 0.97 -0.45 1.02 1.75 2.07 1.48 1y1y 1.77 -0.14 0.50 0.04 -0.56 1.19 -0.10 1.16 1.95 2.57 1.64 2y 1.58 -0.13 0.56 0.03 -0.62 1.08 -0.27 1.19 1.85 2.31 1.56 2y2y 2.14 0.33 0.86 0.07 -0.23 1.49 0.56 1.71 2.43 3.17 1.80 5y 1.96 0.21 0.79 0.06 -0.31 1.37 0.33 1.52 2.29 2.89 1.73 5y5y 2.65 1.43 1.50 0.38 0.63 2.23 1.98 2.40 3.25 3.93 2.10 10y 2.28 0.80 1.13 0.21 0.16 1.79 1.14 1.94 2.85 3.39 1.91 10y10y 2.80 1.95 1.71 1.05 0.88 2.89 2.65 2.40 3.68 4.45 2.00 20y 2.51 1.33 1.40 0.63 0.51 2.29 1.82 2.14 3.22 1.95 30y 2.54 1.41 1.38 0.79 0.63 2.27 1.93 2.15 3.29 1.95 ------------------------------------------------------------------------------- 2s5s 0.37 0.34 0.23 0.02 0.31 0.28 0.60 0.34 0.44 0.58 0.16 2s10s 0.69 0.93 0.58 0.18 0.78 0.71 1.40 0.75 1.00 1.07 0.34 5s10s 0.32 0.59 0.35 0.15 0.47 0.42 0.80 0.41 0.56 0.49 0.18 5s30s 0.58 1.20 0.60 0.73 0.94 0.90 1.59 0.64 1.01 0.22 10s30s 0.26 0.61 0.25 0.58 0.47 0.48 0.79 0.22 0.45 0.04 2s5s10s 0.05 -0.25 -0.12 -0.13 -0.17 -0.14 -0.20 -0.08 -0.13 0.09 -0.02 5s10s30s 0.06 -0.02 0.10 -0.42 0.00 -0.06 0.01 0.20 0.12 0.14

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

Crossed 200dma

Crossed 200dma: -0.126 AUD_2s5s10s 0.117 AUD_5s10s30s 161.270 Bund -0.357 CHF_2s10s_Bond 0.004 CHF_5s10s30s -0.019 EUR_5s10s30s 8.78 EUR_Vol1w 0.348 GBP_5s10s 0.176 JPY_2s10s 0.023 JPY_2s5s 3.574 POR_10y_Bond 1.651 POR_2s5s_Bond 0.803 SEK_5s10s 0.080 USD_2s5s10s_Bond

#dma, #usd, #curve, #future, #gbp, #chf, #aud, #eur, #sek, #fly, #fxvol, #rate, #por, #jpy

Highest + Lowest RSI

Highest + Lowest RSI: RSI=79.5 1.170 USD_3m RSI=76.2 90.95 ETF_Internet RSI=75.3 9.361 EURNOK RSI=72.7 388.73 Stoxx600 RSI=72.6 1.4588 EURAUD RSI=72.5 134.72 SX7E RSI=72.4 5287.9 CAC40 RSI=72.1 6025.2 Nasdaq RSI=71.9 3578.7 EuroStoxx RSI=70.9 1.3617 CAD ---------------- RSI=24.2 3.190 POR_2s10s_Bond RSI=23.8 8.85 GBP_Vol1y RSI=23.6 17.25 VSTOXX3 RSI=23.5 0.926 CAD_3m RSI=22.0 0.778 POR_5s10s30s_Bond RSI=21.8 1.539 POR_5s10s_Bond RSI=21.0 3.222 GERvsPOR_10y_Bond RSI=20.5 1.750 AUD_3m RSI=18.3 9.10 GBP_Vol2y RSI=17.4 1.875 SPAvsPOR_10y_Bond

#rsi, #curve, #etf, #cad, #usd, #fx, #vol, #ger, #xmarket, #nok, #gbp, #fra, #aud, #spa, #eur, #stock, #fly, #fixing, #rate, #por, #fxvol

Crossed 200dma: SEK_5s10s=0.803 #dma #curve #rate #sek #dma https://t.co/

Crossed 200dma: SEK_5s10s=0.803
#dma #curve #rate #sek #dma https://t.co/YBjS1UbXpJ

Crossed 200dma: POR_2s5s_Bond=1.651 #dma #curve #eur #rate #por #dma http

Crossed 200dma: POR_2s5s_Bond=1.651
#dma #curve #eur #rate #por #dma https://t.co/0L3fSyWMTN

Crossed 200dma: JPY_2s5s=0.023 #dma #curve #rate #jpy #dma https://t.co/G

Crossed 200dma: JPY_2s5s=0.023
#dma #curve #rate #jpy #dma https://t.co/GBkXBKupi5

Crossed 200dma: JPY_2s10s=0.176 #dma #curve #rate #jpy #dma https://t.co/

Crossed 200dma: JPY_2s10s=0.176
#dma #curve #rate #jpy #dma https://t.co/dAooZEDjBl

Crossed 200dma: GBP_5s10s=0.348 #dma #curve #rate #gbp #dma https://t.co/

Crossed 200dma: GBP_5s10s=0.348
#dma #curve #rate #gbp #dma https://t.co/nWDdjeXnST

Crossed 200dma: CHF_2s10s_Bond=-0.357 #dma #curve #rate #chf #dma https:/

Crossed 200dma: CHF_2s10s_Bond=-0.357
#dma #curve #rate #chf #dma https://t.co/pc4BW1aBdO

Low RSI: 21.8 for POR_5s10s_Bond=1.539 37% 1y Range 84% 5y Range 90%

Low RSI: 21.8 for POR_5s10s_Bond=1.539
37% 1y Range
84% 5y Range
90% 10y Range
#rsi #curve #eur #rate #por #rsi https://t.co/QCv9EbLENL

Low RSI: 24.2 for POR_2s10s_Bond=3.190 47% 1y Range 74% 5y Range 90%

Low RSI: 24.2 for POR_2s10s_Bond=3.190
47% 1y Range
74% 5y Range
90% 10y Range
#rsi #curve #eur #rate #por #rsi https://t.co/JMHoGU4ppp

Rate Recap

Rate USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW ------------------------------------------------------------------------------- Bond 2y 1.27 -0.68 0.11 -0.20 0.25 0.76 -0.61 0.68 1.66 2.12 1.60 Bond 5y 1.85 -0.32 0.53 -0.15 1.07 -0.01 1.04 2.12 2.45 1.86 Bond 10y 2.33 0.38 1.08 0.03 -0.09 1.52 0.66 1.68 2.60 3.02 2.19 Bond 30y 2.99 1.12 1.71 0.78 0.34 2.19 2.36 ------------------------------------------------------------------------------- Bond 2s5s 0.58 0.36 0.42 0.05 0.31 0.59 0.47 0.32 0.26 Bond 2s10s 1.06 1.05 0.98 0.23 -0.34 0.77 1.26 0.94 0.90 0.59 Bond 5s10s 0.48 0.70 0.56 0.18 0.46 0.67 0.64 0.47 0.58 0.33 Bond 5s30s 1.13 1.45 1.18 0.93 1.12 0.50 Bond 10s30s 0.66 0.75 0.63 0.75 0.43 0.67 0.17 Bond 2s5s10s 0.11 -0.34 -0.13 -0.13 -0.15 -0.08 -0.00 -0.25 -0.07 Bond5s10s30s -0.18 -0.05 -0.07 -0.58 -0.21 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 0.01 -0.73 0.93 -0.47 0.97 1.75 1.97 1.39 1y 1.41 -0.30 0.37 0.03 -0.67 0.99 -0.45 1.03 1.76 2.08 1.49 1y1y 1.79 -0.13 0.50 0.04 -0.55 1.24 -0.12 1.15 2.03 2.60 1.64 2y 1.60 -0.12 0.56 0.04 -0.61 1.11 -0.28 1.20 1.89 2.33 1.56 2y2y 2.17 0.34 0.86 0.07 -0.23 1.51 0.53 1.72 2.44 3.20 1.79 5y 1.99 0.24 0.80 0.08 -0.31 1.40 0.32 1.52 2.28 2.92 1.72 5y5y 2.68 1.44 1.50 0.38 0.60 2.25 1.95 2.40 3.31 3.93 2.07 10y 2.32 0.83 1.14 0.23 0.15 1.82 1.11 1.94 2.89 3.40 1.89 10y10y 2.83 1.96 1.71 1.03 0.90 2.93 2.56 2.40 3.72 4.46 1.99 20y 2.54 1.35 1.40 0.62 0.51 2.31 1.77 2.15 3.25 1.93 30y 2.57 1.43 1.38 0.77 0.62 2.29 1.88 2.16 3.32 1.93 ------------------------------------------------------------------------------- 2s5s 0.38 0.36 0.23 0.04 0.30 0.28 0.60 0.33 0.39 0.58 0.16 2s10s 0.71 0.95 0.57 0.19 0.76 0.71 1.39 0.74 1.00 1.07 0.33 5s10s 0.33 0.59 0.34 0.15 0.46 0.42 0.79 0.41 0.61 0.49 0.17 5s30s 0.58 1.19 0.59 0.69 0.93 0.90 1.56 0.64 1.04 0.21 10s30s 0.26 0.59 0.24 0.54 0.47 0.48 0.78 0.22 0.43 0.04 2s5s10s 0.06 -0.23 -0.11 -0.11 -0.15 -0.14 -0.19 -0.09 -0.22 0.09 -0.01 5s10s30s 0.07 -0.00 0.10 -0.38 -0.02 -0.05 0.01 0.20 0.17 0.12

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

Crossed 200dma

Crossed 200dma: 108.266 2yNote 0.7535 AUD -0.220 AUD_2s5s10s 0.174 AUD_5s10s30s 160.980 Bund 0.422 CAD_5s10s 0.9938 CHF 9.593 EURSEK -0.001 EUR_5s10s30s 8.60 EUR_Vol1m 1.137 GBP_10y 1.402 GBP_20y 0.574 GBP_2s10s 0.864 GBP_2y2y 1.381 GBP_30y 0.795 GBP_5y 1.499 GBP_5y5y 2.236 ITA_5s30s_Bond 0.226 JPY_2s10s_Bond -0.112 JPY_2s5s10s 3.606 POR_10y_Bond 99.610 Shortsterling_Whites 0.713 USD_2s10s 0.585 USD_2s5s_Bond

#dma, #rate, #fx, #ita, #fly, #eur, #cad, #chf, #aud, #sek, #gbp, #fxvol, #usd, #jpy, #por, #future, #curve

Highest + Lowest RSI

Highest + Lowest RSI: RSI=77.8 1.167 USD_3m RSI=75.7 1.0862 EURCHF RSI=74.7 9.352 EURNOK RSI=74.2 90.51 ETF_Internet RSI=74.0 0.045 KRW_10s30s RSI=73.8 135.13 SX7E RSI=73.1 3583.2 EuroStoxx RSI=72.2 6025.5 Nasdaq RSI=71.8 5277.9 CAC40 RSI=70.7 -0.253 NZD_2s5s10s_Bond ---------------- RSI=24.4 17.40 VSTOXX3 RSI=24.4 10.07 NZD_Vol2y RSI=23.5 0.926 CAD_3m RSI=22.9 3.181 POR_2s10s_Bond RSI=22.8 1.551 POR_5s10s_Bond RSI=21.2 3.228 GERvsPOR_10y_Bond RSI=20.9 8.81 GBP_Vol1y RSI=20.5 1.750 AUD_3m RSI=19.7 1.931 SPAvsPOR_10y_Bond RSI=17.4 9.09 GBP_Vol2y

#rsi, #nzd, #cad, #vol, #ger, #chf, #krw, #stock, #gbp, #spa, #xmarket, #fra, #por, #eur, #aud, #nok, #etf, #fixing, #rate, #fx, #fly, #fxvol, #usd, #curve

Z-Score Outliers

1y Z-Score Outlier: VSTOXX3 (-2.96), EURvsUSD_2s10s (-2.89), INR (-2.86), VSTOXX4 (-2.84), CHF_Vol2y (-2.75), NZD_Vol1y (-2.75), SEK_10s30s (-2.74), NZD_Vol6m (-2.70), NOK_Vol2y (-2.68), NZD_Vol3m (-2.66), NZD_Vol2y (-2.62), EURvsGBP_2s10s (-2.60), AUD_Vol3m (-2.52), AUD_Vol1y (-2.51), CHF_Vol1y (-2.51), KOSPI (+2.70)


 5y Z-Score Outlier: Eurodollar_Whites (-2.86), USDvsGBP_10y (-2.78), USDvsGBP_10y_Bond (-2.64), USDvsGBP_2y2y (-2.57), USD_2y (+2.64), USD_1y (+2.87), XBT (+2.98), KOSPI (+3.00)

10y Z-Score Outlier: USDvsGBP_10y (-2.97), USDvsGBP_2y2y (-2.85), USDvsGBP_10y_Bond (-2.82), USDvsGBP_1y1y (-2.63), USDvsGBP_5y5y (-2.56), TRY (+2.52), EURTRY (+2.54), XBT (+3.25)

#zscore, #rate, #xbt, #fx, #nzd, #eur, #vol, #chf, #krw, #sek, #aud, #gbp, #stock, #fxvol, #nok, #xmarket, #inr, #try, #em, #usd, #curve, #future