fra – MbMktBot

Biggest Rates Moves

Biggest Rates Moves: +4.5% +0.048 1.122 USDvsNZD_5y5y +4.1% +0.046 1.178 USDvsNZD_10y10y +9.0% +0.039 0.473 USDvsNZD_10y_Bond +0.8% +0.038 4.710 Shibor +0.037 -2.129 USDvsJPY_5y5y +6.5% +0.035 0.574 USDvsNZD_2y2y +0.034 -1.013 EURvsJPY_5y5y +21.0% +0.034 0.196 USDvsAUD_10y_Bond +7.0% +0.034 0.516 AUDvsNZD_2y2y +5.5% +0.033 0.631 AUDvsNZD_5y5y ------------------------ -0.027 -0.099 USDvsAUD_1y1y -1.1% -0.027 2.544 USD_5y5y -1.4% -0.028 2.036 JPYvsKRW_1y1y -5.2% -0.030 0.545 ITA_5y_Bond -0.031 -0.121 FRA_5y_Bond -1.8% -0.037 1.971 AUD_1y1y -1.6% -0.046 2.896 GRE_2y_Bond -12.1% -0.055 0.400 JPY_5y5y_Inflation -0.066 -1.287 EURvsJPY_5y5y_Inflation -0.073 -1.858 USDvsJPY_5y5y_Inflation

#bigmove, #eur, #cnh, #fixing, #rate, #ita, #fra, #jpy, #usd, #gre, #xmarket, #krw, #aud, #inflation, #nzd

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

Biggest Rates Moves

Biggest Rates Moves: +1.6% +0.048 2.956 GRE_2y_Bond +5.3% +0.040 0.800 NOK_3m +3.4% +0.027 0.813 SEKvsNOK_10y_Bond +2.3% +0.025 1.124 EURvsUSD_5y5y +11.3% +0.024 0.237 EURvsSEK_5s30s +0.023 -0.098 FRA_5y_Bond +0.022 -0.414 CHF_1y1y +1.4% +0.022 1.578 GERvsPOR_10y_Bond +0.022 -0.223 EURvsCHF_1y1y +0.022 -0.859 EURvsUSD_5s30s ------------------------ -1.4% -0.027 1.962 JPYvsKRW_10y -1.2% -0.030 2.458 CAD_30y -1.4% -0.030 2.097 CAD_2y2y -4.6% -0.032 0.670 CHF_5y5y -1.4% -0.033 2.327 KRW_5y_Bond -1.5% -0.033 2.117 KRW_5y -0.033 -0.258 SEK_5y_Bond -1.5% -0.034 2.228 KRW_2y2y -4.7% -0.034 0.687 SEK_10y_Bond -1.7% -0.036 2.116 JPYvsKRW_2y2y

#bigmove, #eur, #usd, #chf, #sek, #jpy, #fra, #nok, #rate, #ger, #krw, #gre, #fixing, #por, #cad, #xmarket

Biggest Market Moves

Biggest Market Moves: +3.9% +2.52 67.69 Iron +0.5% +26.7 5379.5 CAC40 +0.4% +0.061 13.883 ZAR +0.4% +0.0034 0.8905 EURGBP +0.4% +0.0178 4.6491 EURTRY +0.4% +0.23 63.55 Oil +0.3% +9.5 3572.1 EuroStoxx +0.3% +23.8 9315.6 SMI +0.2% +0.0029 1.1851 EUR +0.2% +0.310 125.310 Gilt ------------------------ -0.3% -4.9 1612.6 OMX -0.3% -0.034 10.831 GBPNOK -0.3% -0.0205 6.4013 CADNOK -0.3% -0.0125 3.5519 PLN -0.4% -2.70 736.58 OBX -0.4% -4.3 1152.4 MSCIEM -0.4% -0.093 21.459 CZK -0.5% -37.6 8166.2 XBT -0.5% -0.041 8.297 SEK -0.5% -0.350 64.575 INR

#bigmove, #stock, #inr, #em, #sek, #chf, #fx, #fra, #xbt, #nok, #cad, #czk, #eur, #zar, #pln, #try, #future, #commodity, #gbp

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

Biggest Rates Moves

Biggest Rates Moves: +1.6% +0.077 4.984 GERvsGRE_10y_Bond +1.2% +0.065 5.335 GRE_10y_Bond +8.4% +0.060 0.770 NOK_3m +0.047 -1.021 EURvsJPY_10y10y +9.9% +0.043 0.479 USDvsNZD_10y_Bond +12.4% +0.038 0.345 USDvsJPY_5s30s +1.6% +0.034 2.119 USD_1y1y +0.034 -0.787 EURvsJPY_2s10s +1.4% +0.033 2.325 EURvsUSD_1y1y +550.0% +0.033 0.039 USDvsGBP_5s30s ------------------------ -7.7% -0.045 0.541 POR_5y_Bond -1.6% -0.047 2.823 NZD_2y2y -2.4% -0.050 2.071 EUR_10y10y -0.051 -0.167 USDvsCAD_2y2y -3.1% -0.052 1.646 FRA_30y_Bond -1.8% -0.058 3.225 POR_30y_Bond -23.0% -0.061 0.204 USDvsNZD_1y1y -10.6% -0.063 0.533 USDvsNZD_2y2y -2.3% -0.064 2.740 SPA_30y_Bond -2.7% -0.070 2.483 CAD_5y5y

#bigmove, #rate, #fixing, #ger, #nok, #nzd, #usd, #spa, #fra, #jpy, #gbp, #xmarket, #por, #eur, #cad, #gre

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

New 10y High: OAT=158.89 #future #fra #eur https://t.co/buFNlwqCHa

New 10y High: OAT=158.89
#future #fra #eur https://t.co/buFNlwqCHa

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 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

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

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

Biggest Market Moves

Biggest Market Moves: +1.1% +6.71 630.37 OBX +1.1% +1.40 133.91 SX7E +0.9% +8.4 988.2 MSCIEM +0.8% +0.76 93.99 ETF_Internet +0.8% +2.89 389.53 Stoxx600 +0.7% +0.29 40.58 ETF_EM_MSCI +0.7% +36.9 5304.2 CAC40 +0.7% +135 19446 Nikkei +0.7% +10.5 1550.3 Topix +0.7% +14.3 2219.7 KOSPI ------------------------ -0.5% -0.0187 3.8563 EURTRY -0.5% -0.068 13.344 ZAR -0.5% -0.045 8.804 SEK -0.5% -0.0219 4.2029 EURPLN -0.7% -7.4 1129.0 KRW -0.7% -1.25 180.34 CommodityIndex -0.8% -0.0269 3.5274 TRY -0.8% -0.0300 3.8455 PLN -0.9% -2.50 262.50 Copper -2.1% -1.06 50.46 Oil

#bigmove, #pln, #nok, #jpy, #stock, #zar, #commodity, #fx, #em, #try, #eur, #sek, #fra, #etf, #usd, #krw

Z-Score Outliers

1y Z-Score Outlier: EURvsUSD_2s10s (-2.88), CHF_Vol2y (-2.84), NOK_Vol2y (-2.76), VSTOXX3 (-2.68), CHF_Vol1y (-2.67), INR (-2.67), GRE_10y_Bond (-2.59), VSTOXX4 (-2.55), XBT (+2.67), FRAvsITA_10y_Bond (+2.74), KOSPI (+2.82)


 5y Z-Score Outlier: Eurodollar_Whites (-2.67), USD_1y (+2.72), KOSPI (+3.25), XBT (+3.43)

10y Z-Score Outlier: USDvsGBP_10y (-2.74), USDvsGBP_10y_Bond (-2.68), USDvsGBP_2y2y (-2.68), USDvsGBP_1y1y (-2.52), ETF_Technology (+2.51), XBT (+3.69)

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

New Highs & Lows

New 1y High: AUDCAD=1.0330, CAD=1.3709, ETF_EM_MSCI=40.58, ETF_EM_Vanguard=40.70, FRAvsITA_10y_Bond=1.489, KRW_10y10y=2.027, KRW_30y_Bond=2.406, MSCIAP=490.61, MSCIEM=988.2, OMX=1636.5, SMI=8868.6, Stoxx600=389.53, USDvsCAD_2s10s=0.062


New  1y Low : CADMXN=13.691, CHF_Vol3m=6.59, EURPLN=4.2029, EUR_Vol1y=7.90, EUR_Vol2y=7.99, EUR_Vol6m=7.79, GBP_Vol1y=8.60, GBP_Vol2y=8.87, GERvsGRE_10y_Bond=5.662, GRE_10y_Bond=5.990, ILS=3.6086, NOK_Vol1y=9.45, NOK_Vol2y=9.61, NOK_Vol3m=8.68, NOK_Vol6m=9.06, SEK_Vol1y=8.83, SEK_Vol2y=8.94, SEK_Vol3m=8.35, SEK_Vol6m=8.60
New  5y High: CAC40=5304.2, KOSPI=2219.7
New  5y Low : EURvsNOK_10y10y=0.390
New 10y High: DAX=12508, ETF_Internet=93.99, ETF_Technology=54.91, Nasdaq=6095.4, TotalReturn_MSCI_World=5251.59, XBT=1439.4

New 10y Low : EURvsUSD_2s10s=-0.259

#highlow, #nok, #cad, #chf, #em, #rate, #gbp, #krw, #pln, #fx, #eur, #ger, #etf, #fxvol, #xbt, #ita, #sek, #gre, #usd, #ils, #mxn, #stock, #aud, #asia, #fra, #xmarket

Crossed 200dma: OAT=150.050 #dma #future #eur #dma #fra https://t.co/oik3

Crossed 200dma: OAT=150.050
#dma #future #eur #dma #fra https://t.co/oik3JjDUtB

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

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

Crossed 200dma: OAT=150.030 #dma #fra #eur #future #dma https://t.co/36P9

Crossed 200dma: OAT=150.030
#dma #fra #eur #future #dma https://t.co/36P9bKOHQ4

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

Biggest Rates Moves

Biggest Rates Moves: +16.4% +0.098 0.697 EURvsSEK_10y10y +3.3% +0.084 2.647 SEK_10y10y +11.4% +0.079 0.770 USDvsNZD_10y_Bond +2.2% +0.074 3.364 ITA_30y_Bond +3.8% +0.072 1.960 GERvsITA_10y_Bond +10.2% +0.063 0.681 AUDvsNZD_5y5y +23.6% +0.062 0.325 USDvsAUD_10y_Bond +22.3% +0.061 0.335 EURvsSEK_10y +0.061 -1.744 USDvsJPY_10y10y +4.1% +0.056 1.422 FRAvsITA_10y_Bond ------------------------ -2.3% -0.043 1.848 AUD_2y -0.6% -0.043 6.649 GRE_2y_Bond -1.5% -0.043 2.888 CAD_10y10y -2.9% -0.044 1.479 CAD_10y_Bond -4.0% -0.049 1.187 CAD_1y1y -2.9% -0.056 1.875 SPAvsPOR_10y_Bond -25.1% -0.060 0.179 USDvsAUD_1y1y -1.9% -0.064 3.249 AUD_5y5y -4.2% -0.085 1.946 AUD_1y1y -0.089 -0.248 SEKvsNOK_10y10y

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

New Highs & Lows

New 1y High: CAD=1.3617, FRAvsITA_10y_Bond=1.422, MSCIAP=487.60, OMX=1620.3, SMI=8830.3, Stoxx600=388.73


New  1y Low : CHF_Vol1y=7.49, CHF_Vol2y=7.66, EUR_Vol1y=8.20, EUR_Vol2y=8.27, GBP_Vol1m=7.69, GERvsGRE_10y_Bond=6.054, GRE_10y_Bond=6.406, INR=64.115, SEK_Vol1y=9.15, USDvsCAD_10y_Bond=-0.825, VSTOXX2=16.70, VSTOXX3=17.25, VSTOXX4=18.05
New  5y High: CAC40=5287.9, KOSPI=2207.8

New 10y High: DAX=12473, ETF_Internet=90.95, TotalReturn_MSCI_World=5238.65, XBT=1294.3

#highlow, #etf, #gre, #krw, #chf, #stock, #fxvol, #fra, #fx, #vol, #rate, #usd, #inr, #em, #ger, #xmarket, #gbp, #ita, #xbt, #cad, #asia, #eur, #sek

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

Biggest Rates Moves

Biggest Rates Moves: +1.9% +0.123 6.692 GRE_2y_Bond +13.7% +0.094 0.782 EURvsUSD_5y5y_Inflation +3.2% +0.091 2.935 SPA_30y_Bond +3.9% +0.085 2.266 ITA_10y_Bond +3.0% +0.081 2.831 USD_10y10y +3.1% +0.080 2.680 USD_5y5y +4.5% +0.079 1.834 FRA_30y_Bond +2.5% +0.079 3.290 ITA_30y_Bond +2.9% +0.071 2.543 USD_20y +2.8% +0.071 2.572 USD_30y ------------------------ -0.061 -1.055 EURvsJPY_5y5y -0.062 -2.099 USDvsJPY_2y2y -7.2% -0.063 0.813 USDvsNZD_1y1y -3.9% -0.066 1.628 USDvsNZD_10y10y -0.066 -1.805 USDvsJPY_10y10y -0.066 -2.087 USDvsJPY_10y -10.3% -0.066 0.574 AUDvsNZD_1y1y -6.3% -0.068 1.008 USDvsGBP_5y5y_Inflation -0.078 -2.298 USDvsJPY_5y5y -0.111 -2.022 USDvsJPY_5y5y_Inflation

#bigmove, #rate, #nzd, #ita, #eur, #aud, #gbp, #spa, #xmarket, #fra, #usd, #jpy, #gre

New Highs & Lows

New 1y High: ETF_EM_MSCI=40.20, EuroStoxx=3583.2, MSCIAP=486.43, MSCIEM=982.6, OMX=1617.0, SMI=8775.2, SX7E=135.13, Stoxx600=386.91


New  1y Low : CHF_Vol1y=7.53, CHF_Vol2y=7.71, EUR_Vol2y=8.30, EURvsGBP_10y=0.303, EURvsGBP_2y2y=0.521, EURvsGBP_5y5y=0.062, EURvsSEK_10y10y=0.599, EURvsSEK_5s30s=0.380, GBP_Vol1m=7.84, GBP_Vol1y=8.81, GBP_Vol2y=9.09, GBP_Vol6m=8.47, GERvsGRE_10y_Bond=6.057, GRE_10y_Bond=6.435, INR=64.273, NOK_Vol2y=9.86, SEK_Vol2y=9.18, USDvsCAD_5y5y=-0.428, VIX3=13.98, VIX4=14.43, VSTOXX2=16.80, VSTOXX3=17.40, VSTOXX4=18.20
New  5y High: CAC40=5277.9, KOSPI=2196.8
New  5y Low : EURvsGBP_10y10y=-0.259, EURvsGBP_2s10s=-0.381
New 10y High: DAX=12467, ETF_Internet=90.51, ETF_Technology=54.08, Nasdaq=6025.5, TotalReturn_MSCI_World=5237.29, XBT=1281.5

New 10y Low : EURvsUSD_2s10s=-0.242

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

Highest + Lowest RSI

Highest + Lowest RSI: RSI=74.0 0.045 KRW_10s30s RSI=73.5 149.780 OAT RSI=73.0 134.39 SX7E RSI=72.5 3577.4 EuroStoxx RSI=72.0 1.0822 EURCHF RSI=72.0 -0.124 GRE_2s10s_Bond RSI=71.2 5268.8 CAC40 RSI=70.7 -0.253 NZD_2s5s10s_Bond RSI=70.2 12455 DAX RSI=70.2 9.291 EURNOK ---------------- RSI=22.9 3.182 POR_2s10s_Bond RSI=22.4 3.558 POR_10y_Bond RSI=21.9 8.86 GBP_Vol1y RSI=21.3 3.229 GERvsPOR_10y_Bond RSI=20.7 1.953 SPAvsPOR_10y_Bond RSI=20.5 1.750 AUD_3m RSI=20.0 10.01 NZD_Vol2y RSI=19.2 1.538 POR_5s10s_Bond RSI=18.5 9.15 GBP_Vol2y RSI=16.3 4.275 POR_30y_Bond

#rsi, #fixing, #rate, #por, #nzd, #ger, #chf, #eur, #krw, #curve, #fra, #future, #gbp, #fly, #fx, #nok, #spa, #fxvol, #aud, #xmarket, #gre, #stock

Biggest Rates Moves

Biggest Rates Moves: +10.4% +0.101 1.070 GER_30y_Bond +0.100 -0.692 GER_2y_Bond +4.1% +0.094 2.369 NOK_5y5y +19.1% +0.092 0.573 CHF_5y5y +39.3% +0.088 0.312 CHF_30y_Bond +0.087 -0.353 GER_5y_Bond +58.9% +0.083 0.224 CHF_2y_Bond +0.083 -0.256 CHF_2y2y +15.8% +0.080 0.587 CHF_30y +183.3% +0.077 0.119 CHF_10y ------------------------ -0.141 -0.435 FRA_2y_Bond -7.8% -0.157 1.852 GERvsITA_10y_Bond -11.5% -0.166 1.276 GERvsSPA_10y_Bond -0.182 -0.073 FRA_5y_Bond -4.9% -0.185 3.558 POR_10y_Bond -26.9% -0.185 0.502 GERvsFRA_10y_Bond -2.9% -0.190 6.445 GRE_10y_Bond -7.5% -0.261 3.229 GERvsPOR_10y_Bond -4.2% -0.266 6.116 GERvsGRE_10y_Bond -6.4% -0.451 6.569 GRE_2y_Bond

#bigmove, #rate, #por, #ger, #chf, #eur, #fra, #nok, #spa, #xmarket, #ita, #gre

Biggest Market Moves

Biggest Market Moves: +7.4% +9.22 134.39 SX7E +4.1% +209.6 5268.8 CAC40 +4.0% +137.1 3577.4 EuroStoxx +3.4% +406 12455 DAX +2.3% +36.1 1609.3 OMX +2.2% +0.52 23.68 ETF_Financials +2.1% +150.1 7264.7 FTSE100 +2.1% +7.97 386.09 Stoxx600 +2.0% +2.35 119.29 EURJPY +1.8% +157.3 8711.3 SMI ------------------------ -1.1% -0.637 55.827 RUB -1.4% -0.1217 8.5485 NOK -1.5% -0.0967 6.3309 CADNOK -1.5% -0.137 8.858 SEK -1.6% -0.173 10.936 GBPNOK -1.7% -0.427 24.691 CZK -1.7% -0.0685 3.9071 PLN -1.9% -0.0685 3.5716 TRY -2.4% -4.140 169.620 Buxl -2.5% -1.69 66.53 Iron

#bigmove, #czk, #cad, #pln, #ger, #chf, #jpy, #eur, #fra, #sek, #nok, #gbp, #em, #future, #fx, #stock, #usd, #commodity, #etf, #try, #rub

New Highs & Lows

New 1y High: CAC40=5268.8, EuroStoxx=3577.4, OMX=1609.3, SMI=8711.3, SX7E=134.39, Stoxx600=386.09


New  1y Low : AUD_Vol1y=9.02, AUD_Vol2y=9.46, AUD_Vol3m=7.87, AUD_Vol6m=8.46, CAD_Vol1m=6.20, CHF_Vol1y=7.56, CHF_Vol2y=7.82, CHF_Vol3m=6.82, CHF_Vol6m=7.16, EUR_Vol1y=8.21, EUR_Vol2y=8.35, EUR_Vol6m=8.04, EURvsGBP_10y=0.323, EURvsGBP_2y2y=0.531, EURvsGBP_5y5y=0.070, EURvsSEK_10y10y=0.650, FRA_2s5s10s_Bond=-0.542, GBP_Vol1m=7.90, GBP_Vol1y=8.86, GBP_Vol2y=9.15, GBP_Vol6m=8.57, GERvsGRE_10y_Bond=6.116, GRE_10y_Bond=6.445, GRE_2y_Bond=6.569, JPY_Vol1y=9.31, JPY_Vol3m=8.80, JPY_Vol6m=9.06, NOK_Vol1y=9.67, NOK_Vol2y=9.96, NOK_Vol3m=8.85, NZD_Vol1y=9.41, NZD_Vol2y=10.01, NZD_Vol3m=8.18, NZD_Vol6m=8.81, RUB=55.827, SEK_Vol1y=9.15, SEK_Vol2y=9.31, SEK_Vol3m=8.46, SEK_Vol6m=8.75, VIX4=14.73, VSTOXX3=17.75, VSTOXX4=18.45
New  5y Low : EURvsGBP_10y10y=-0.250, EURvsGBP_2s10s=-0.363
New 10y High: DAX=12455, ETF_Internet=89.65, ETF_Technology=53.80, Nasdaq=5983.8, TotalReturn_MSCI_World=5208.09

New 10y Low : EURvsUSD_2s10s=-0.227

#highlow, #nzd, #fly, #sek, #fx, #xmarket, #stock, #rub, #rate, #chf, #nok, #em, #fxvol, #aud, #cad, #jpy, #eur, #fra, #etf, #vol, #ger, #gbp, #usd, #gre

Biggest Market Moves

Biggest Market Moves: +4.4% +2.86 68.22 Iron +1.1% +15.8 1488.6 Topix +1.0% +191 18621 Nikkei +0.9% +1.14 125.17 SX7E +0.7% +15.8 2165.0 KOSPI +0.6% +0.056 9.301 EURNOK +0.6% +32.7 5854.1 ASX200 +0.6% +0.061 11.109 GBPNOK +0.5% +0.0449 8.6702 NOK +0.5% +0.272 56.464 RUB ------------------------ -0.2% -0.370 148.040 OAT -0.3% -7.1 2348.7 S&P500 -0.3% -3.5 1134.2 KRW -0.3% -0.12 37.96 ETF_China -0.4% -18.7 5059.2 CAC40 -0.4% -0.0040 1.0377 NOKSEK -0.6% -1.17 181.87 CommodityIndex -0.9% -0.160 17.860 Silver -1.0% -0.24 23.16 ETF_Financials -1.9% -1.03 51.96 Oil

#bigmove, #stock, #rub, #fra, #eur, #fx, #aud, #jpy, #etf, #em, #gbp, #sek, #usd, #krw, #nok, #future, #commodity

Z-Score Outliers

1y Z-Score Outlier: EURvsUSD_2s10s (-2.60), INR (-2.59), FRA_2y_Bond (+2.51), EUR_Vol1m (+2.59), ITA_2s5s10s_Bond (+2.65), SEK_Vol1w (+3.66), EUR_Vol1w (+4.00)


 5y Z-Score Outlier: Eurodollar_Whites (-2.67), USDvsGBP_10y (-2.65), USDvsGBP_10y_Bond (-2.57), KOSPI (+2.58), SEK_Vol1w (+2.68), USD_1y (+2.71), XBT (+2.88), EUR_Vol1w (+3.59)

10y Z-Score Outlier: USDvsGBP_10y (-2.86), USDvsGBP_2y2y (-2.78), USDvsGBP_10y_Bond (-2.76), USDvsGBP_1y1y (-2.55), EURTRY (+2.54), TRY (+2.62), XBT (+3.14)

#zscore, #stock, #fxvol, #fra, #ita, #fx, #eur, #try, #xmarket, #em, #gbp, #inr, #usd, #sek, #krw, #fly, #rate, #xbt, #future

Outlier 1y Zscore: +2.51 for FRA_2y_Bond=-0.294 #fra #eur #rate #zscore #

Outlier 1y Zscore: +2.51 for FRA_2y_Bond=-0.294
#fra #eur #rate #zscore #zscore https://t.co/ibe6UzqvMn

Biggest Rates Moves

Biggest Rates Moves: +4.0% +0.050 1.304 EUR_5y5y +1.9% +0.047 2.503 AUD_10y_Bond +2.3% +0.046 2.061 USD_2y2y +20.2% +0.041 0.244 GER_10y_Bond +1.8% +0.041 2.379 NZD_5y_Bond +1.7% +0.040 2.354 AUD_2y2y +2.3% +0.040 1.795 EUR_10y10y +2.5% +0.038 1.588 NOK_10y_Bond +2.0% +0.038 1.889 USD_5y +1.7% +0.037 2.203 USD_10y ------------------------ -0.038 -0.941 EURvsJPY_5y5y -8.2% -0.040 0.450 JPY_5y5y_Inflation -0.040 -1.235 USDvsGBP_2y2y -0.042 -0.808 EURvsJPY_10y10y -26.3% -0.046 0.129 EURvsGBP_5y5y -2.4% -0.049 2.024 GERvsITA_10y_Bond -2.7% -0.058 2.077 SPAvsPOR_10y_Bond -8.8% -0.066 0.684 GERvsFRA_10y_Bond -1.0% -0.074 7.203 GRE_2y_Bond -2.1% -0.076 3.533 GERvsPOR_10y_Bond

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

Biggest Market Moves

Biggest Market Moves: +2.8% +33.6 1240.0 XBT +1.7% +0.39 23.40 ETF_Financials +1.5% +74.2 5077.9 CAC40 +1.4% +1.66 124.03 SX7E +1.3% +0.50 38.08 ETF_China +1.2% +0.48 39.29 ETF_EM_MSCI +1.2% +0.76 65.36 Iron +1.0% +0.41 39.74 ETF_EM_Vanguard +0.9% +53.8 5916.8 Nasdaq +0.9% +0.48 53.28 ETF_Technology ------------------------ -0.4% -0.48 123.54 ETF_20+_Bonds -0.4% -30.5 7188.0 NZX50 -0.5% -5.2 1137.7 KRW -0.5% -0.88 183.04 CommodityIndex -0.7% -0.386 56.192 RUB -0.8% -0.140 18.020 Silver -0.8% -0.0305 3.9069 EURTRY -0.8% -1.380 173.640 Buxl -0.9% -0.0338 3.6412 TRY -1.0% -0.130 13.150 ZAR

#bigmove, #eur, #fx, #etf, #usd, #try, #rate, #em, #rub, #future, #stock, #zar, #xbt, #nzd, #fra, #commodity, #krw