fx – MbMktBot

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.63 44.0 69.9 AUD_1y1y 0.72 49.0 68.4 NZD_1y1y 0.78 34.3 44.1 GBP_1y1y 0.83 18.1 21.8 NOK_1y 0.89 11.9 13.4 JPY_10y 0.90 7.0 7.8 GBP 0.92 8.9 9.7 JPY_5y 0.92 10.6 11.5 EUR_2y 0.93 40.9 44.1 GBP_5y 0.94 21.0 22.3 NZD_1y 0.96 31.6 32.8 GBP_2y 0.98 52.2 53.2 AUD_10y 0.99 33.1 33.6 EUR_30y 0.99 6.7 6.8 CHF 0.99 34.7 35.2 NZD_2y 0.99 52.4 52.8 USD_30y

#eur, #gbp, #rate, #chf, #irvol, #usd, #jpy, #fx, #nok, #fxvol, #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

Biggest Market Moves

Biggest Market Moves: +17.0% +1403.4 9652.7 XBT +4.1% +0.115 2.928 NaturalGas +0.6% +45.8 8176.1 NZX50 +0.6% +7.1 1294.4 Gold +0.5% +0.0036 0.6912 NZD +0.5% +5.5 1091.0 KRW +0.5% +0.0057 1.2769 CAD +0.3% +0.470 140.390 BTP +0.3% +0.500 167.640 Buxl +0.3% +0.025 8.303 SEK ------------------------ -1.0% -0.67 67.27 Iron -1.0% -7.38 725.50 OBX -1.0% -0.47 45.13 ETF_EM_Vanguard -1.1% -3.40 313.50 Copper -1.3% -0.0497 3.9056 TRY -1.4% -36.5 2507.8 KOSPI -1.5% -0.70 47.01 ETF_EM_MSCI -1.5% -0.0729 4.6483 EURTRY -1.6% -0.77 47.17 ETF_China -2.8% -0.400 13.759 ZAR

#bigmove, #eur, #sek, #cad, #commodity, #ita, #fx, #stock, #nok, #em, #zar, #etf, #xbt, #krw, #future, #try, #nzd

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

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.62 43.9 70.9 AUD_1y1y 0.71 48.7 68.2 NZD_1y1y 0.77 34.3 44.3 GBP_1y1y 0.83 18.1 21.8 NOK_1y 0.84 6.7 8.0 EUR 0.85 8.5 10.0 NOK 0.88 11.7 13.3 JPY_10y 0.89 49.9 56.0 AUD_10y 0.91 8.7 9.6 JPY_5y 0.91 7.5 8.3 GBP 0.92 6.8 7.4 CHF 0.93 21.0 22.5 NZD_1y 0.94 41.6 44.2 AUD_5y 0.95 42.4 44.4 GBP_5y 0.96 29.0 30.1 AUD_2y 0.97 43.7 45.1 USD_1y1y 0.97 29.5 30.4 EUR_10y 0.97 8.7 9.0 SEK 0.98 34.6 35.2 NZD_2y 0.98 32.6 33.1 GBP_2y 0.99 54.6 55.3 USD_30y 0.99 32.4 32.6 EUR_30y

#eur, #usd, #sek, #chf, #fx, #nok, #irvol, #rate, #gbp, #jpy, #aud, #fxvol, #nzd

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

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

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

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.58 43.6 75.8 AUD_1y1y 0.71 48.3 68.0 NZD_1y1y 0.74 34.3 46.4 GBP_1y1y 0.82 6.7 8.1 EUR 0.83 17.8 21.4 NOK_1y 0.84 30.2 35.9 AUD_2y 0.85 7.6 9.0 GBP 0.86 8.5 9.9 NOK 0.89 11.7 13.2 JPY_10y 0.90 6.7 7.4 CHF 0.92 8.7 9.5 JPY_5y 0.92 20.9 22.6 NZD_1y 0.93 52.1 55.9 AUD_10y 0.93 43.8 46.9 GBP_5y 0.95 43.6 45.8 AUD_5y 0.97 6.5 6.8 CAD 0.97 43.7 45.1 USD_1y1y 0.98 34.4 35.0 NZD_2y 0.99 54.6 55.4 USD_30y 0.99 8.7 8.8 SEK 0.99 17.5 17.6 AUD_1y

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

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

Biggest Market Moves

Biggest Market Moves: +4.3% +2.67 65.17 Iron +1.2% +0.75 63.32 Oil +0.9% +1.77 191.60 CommodityIndex +0.9% +0.150 17.110 Silver +0.9% +69.6 8203.8 XBT +0.8% +10.5 1292.2 Gold +0.8% +0.0054 0.6883 NZD +0.7% +0.0084 1.1822 EUR +0.7% +0.0086 1.3325 GBP +0.5% +3.01 568.47 MSCIAP ------------------------ -0.9% -0.0318 3.5644 PLN -0.9% -0.0094 0.9820 CHF -1.0% -0.0382 3.9183 TRY -1.1% -0.146 13.822 ZAR -1.1% -0.092 8.338 SEK -1.1% -1.23 111.22 JPY -1.2% -0.689 58.498 RUB -1.2% -153 13015 DAX -1.2% -19.1 1617.5 OMX -1.6% -0.049 2.968 NaturalGas

#bigmove, #commodity, #jpy, #try, #fx, #xbt, #asia, #nzd, #sek, #gbp, #ger, #stock, #pln, #zar, #em, #chf, #eur, #rub

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

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.57 44.3 77.4 AUD_1y1y 0.72 48.6 67.8 NZD_1y1y 0.73 34.6 47.3 GBP_1y1y 0.83 18.1 21.7 NOK_1y 0.85 31.5 37.2 AUD_2y 0.87 6.7 7.7 EUR 0.88 7.8 8.9 GBP 0.89 11.3 12.7 JPY_10y 0.92 8.7 9.5 JPY_5y 0.92 21.0 22.9 NZD_1y 0.92 8.7 9.5 NOK 0.93 55.3 59.3 USD_30y 0.94 54.6 58.1 AUD_10y 0.95 45.3 47.7 GBP_5y 0.96 54.7 56.9 USD_20y 0.98 45.4 46.5 AUD_5y 0.98 6.8 6.9 CHF 0.98 17.7 18.0 AUD_1y 0.98 32.2 32.7 EUR_10y 0.99 34.5 34.9 NZD_2y 0.99 34.6 34.9 EUR_30y 0.99 34.1 34.3 EUR_20y 1.00 24.4 24.5 EUR_5y 1.00 53.6 53.8 USD_10y

#rate, #fx, #irvol, #chf, #nzd, #nok, #usd, #fxvol, #jpy, #eur, #gbp, #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

Biggest Market Moves

Biggest Market Moves: +2.7% +1.26 48.23 ETF_China +1.3% +0.63 47.69 ETF_EM_MSCI +1.3% +14.9 1151.0 MSCIEM +1.2% +1.35 109.75 ETF_Internet +1.2% +0.56 45.62 ETF_EM_Vanguard +1.2% +3.60 312.90 Copper +1.1% +6.30 565.46 MSCIAP +1.1% +71.8 6862.5 Nasdaq +1.1% +0.67 64.26 ETF_Technology +1.0% +7.62 739.67 OBX ------------------------ -0.7% -0.055 8.430 SEK -0.7% -0.0426 6.4258 CADNOK -0.8% -0.125 14.692 CADMXN -0.9% -0.088 9.640 EURNOK -0.9% -0.101 10.874 GBPNOK -0.9% -0.0783 8.2129 NOK -1.0% -0.030 3.017 NaturalGas -1.2% -0.222 18.774 MXN -1.3% -110.8 8134.2 XBT -1.5% -0.97 62.50 Iron

#bigmove, #stock, #fx, #xbt, #etf, #nok, #commodity, #asia, #sek, #usd, #eur, #gbp, #cad, #mxn, #em

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

New 10y High: TRY=3.9565 #try #em #fx https://t.co/QvXkIKU9WV

New 10y High: TRY=3.9565
#try #em #fx https://t.co/QvXkIKU9WV

New 1y Low: KRW=1090.8 #em #fx #krw https://t.co/2OK9NavE6f

New 1y Low: KRW=1090.8
#em #fx #krw https://t.co/2OK9NavE6f

10y Moves: CHG_EUR , CHG_TRY #try #em #fx #eur #high https://t.co/dmeFYi9

10y Moves: CHG_EUR , CHG_TRY
#try #em #fx #eur #high https://t.co/dmeFYi92m9

New 10y High: EURTRY=4.6462 #try #em #fx #eur https://t.co/WUNJTJMIRe

New 10y High: EURTRY=4.6462
#try #em #fx #eur https://t.co/WUNJTJMIRe

1y Moves: CHG_EUR , CHG_CZK #em #fx #czk #eur #low https://t.co/0sZg2zclS

1y Moves: CHG_EUR , CHG_CZK
#em #fx #czk #eur #low https://t.co/0sZg2zclSX

New 1y Low: EURCZK=25.491 #em #fx #czk #eur https://t.co/tud80YxRqo

New 1y Low: EURCZK=25.491
#em #fx #czk #eur https://t.co/tud80YxRqo

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.42 48.5 115.4 AUD_1y1y 0.54 31.7 59.0 AUD_2y 0.68 40.8 59.6 CAD_1y1y 0.71 7.0 9.8 GBP 0.77 49.4 64.4 USD_1y1y 0.81 18.4 22.8 AUD_1y 0.83 13.0 15.6 JPY_5y 0.86 8.0 9.3 SEK 0.95 14.6 15.4 JPY_10y 0.95 8.1 8.5 AUD 0.98 8.2 8.3 NOK 0.99 67.3 68.1 AUD_10y

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

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

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

1mVol Implied < Realized: SEK r0.86 #fxvol #fx #histvol #sek https://t

1mVol Implied < Realized: SEK r0.86
#fxvol #fx #histvol #sek https://t.co/iXBkfI1xhm

1mVol Implied < Realized: GBP r0.71 #gbp #fxvol #fx #histvol https://t

1mVol Implied < Realized: GBP r0.71
#gbp #fxvol #fx #histvol https://t.co/E7qgrhAC5p

Crossed 200dma: ZAR=13.656 #dma #fx #zar #dma #em https://t.co/b5z4OJWivj

Crossed 200dma: ZAR=13.656
#dma #fx #zar #dma #em https://t.co/b5z4OJWivj

Crossed 200dma: DXY=98.80 #dma #dxy #fx #dma #usd https://t.co/RcdzktvEkH

Crossed 200dma: DXY=98.80
#dma #dxy #fx #dma #usd https://t.co/RcdzktvEkH

High RSI: 75.6 for EURAUD=1.4827 60% 1y Range 69% 5y Range 35% 10y R

High RSI: 75.6 for EURAUD=1.4827
60% 1y Range
69% 5y Range
35% 10y Range
#rsi #eur #fx #aud #rsi https://t.co/wyM5TKf6Q0

High RSI: 75.9 for GBPJPY=145.34 53% 1y Range 34% 5y Range 21% 10y R

High RSI: 75.9 for GBPJPY=145.34
53% 1y Range
34% 5y Range
21% 10y Range
#rsi #fx #jpy #gbp #rsi https://t.co/kmy5VWLrmT

High RSI: 78.0 for CAD=1.3749 100% 1y Range 83% 5y Range 85% 10y Rang

High RSI: 78.0 for CAD=1.3749
100% 1y Range
83% 5y Range
85% 10y Range
#rsi #fx #cad #rsi https://t.co/eXUhe9IOqg

High RSI: 80.4 for EURNOK=9.531 100% 1y Range 93% 5y Range 82% 10y Ra

High RSI: 80.4 for EURNOK=9.531
100% 1y Range
93% 5y Range
82% 10y Range
#rsi #eur #fx #rsi #nok https://t.co/yV0ldZdni1

Outlier 1y Zscore: +2.83 for XBT=1502.3 #zscore #fx #xbt #zscore https://

Outlier 1y Zscore: +2.83 for XBT=1502.3
#zscore #fx #xbt #zscore https://t.co/4qGWqNm74Q

Outlier 5y Zscore: +3.59 for XBT=1502.3 #zscore #fx #xbt #zscore https://

Outlier 5y Zscore: +3.59 for XBT=1502.3
#zscore #fx #xbt #zscore https://t.co/j5yjjGnL6R

Outlier 10y Zscore: +3.86 for XBT=1502.3 #zscore #fx #xbt #zscore https:/

Outlier 10y Zscore: +3.86 for XBT=1502.3
#zscore #fx #xbt #zscore https://t.co/RwSsx1uK5a

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.43 49.4 116.1 AUD_1y1y 0.54 31.9 59.6 AUD_2y 0.69 40.8 58.9 CAD_1y1y 0.73 7.2 9.8 GBP 0.75 49.7 66.5 USD_1y1y 0.80 18.3 22.8 AUD_1y 0.83 13.0 15.6 JPY_5y 0.85 7.9 9.3 SEK 0.91 7.7 8.5 AUD 0.94 14.6 15.5 JPY_10y 0.97 8.1 8.3 NOK 0.98 67.9 69.2 AUD_10y

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

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

Highest + Lowest RSI

Highest + Lowest RSI: RSI=80.5 93.59 ETF_Internet RSI=78.9 1.174 USD_3m RSI=77.7 1516.7 XBT RSI=77.0 1.3730 CAD RSI=75.2 145.09 GBPJPY RSI=74.7 54.81 ETF_Technology RSI=74.4 9.419 EURNOK RSI=73.1 7405.8 NZX50 RSI=72.4 122.76 EURJPY RSI=72.0 2219.7 KOSPI ---------------- RSI=21.4 7.36 CHF_Vol2y RSI=20.6 16.490 Silver RSI=20.0 5.680 GERvsGRE_10y_Bond RSI=19.8 5.893 GRE_2y_Bond RSI=19.5 0.709 POR_5s10s30s_Bond RSI=17.9 8.55 GBP_Vol1y RSI=17.7 6.006 GRE_10y_Bond RSI=14.5 1.740 AUD_3m RSI=13.4 8.82 GBP_Vol2y RSI=11.7 0.912 CAD_3m

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

Biggest Market Moves

Biggest Market Moves: +5.4% +77.3 1516.7 XBT +1.1% +0.0162 1.4666 EURAUD +0.8% +0.19 23.84 ETF_Financials +0.8% +1.00 134.91 SX7E +0.7% +0.0602 8.6522 NOK +0.7% +0.094 13.438 ZAR +0.7% +0.76 112.75 JPY +0.7% +0.33 50.79 Oil +0.6% +0.360 57.390 RUB +0.6% +0.0353 6.3018 CADNOK ------------------------ -0.7% -0.0073 1.0792 AUDNZD -0.7% -8.5 1248.5 Gold -0.7% -0.29 40.41 ETF_EM_Vanguard -0.8% -0.0057 0.6878 NZD -0.8% -0.70 83.69 AUDJPY -1.0% -58.1 5892.3 ASX200 -1.4% -0.0139 1.0191 AUDCAD -1.5% -0.0113 0.7423 AUD -1.7% -0.280 16.490 Silver -3.5% -9.20 253.30 Copper

#bigmove, #zar, #stock, #commodity, #em, #cad, #etf, #nok, #rub, #nzd, #eur, #usd, #xbt, #jpy, #aud, #fx

Z-Score Outliers

1y Z-Score Outlier: EURCZK (-3.50), EURvsUSD_2s10s (-3.01), NOK_Vol2y (-2.91), CHF_Vol2y (-2.86), VSTOXX3 (-2.71), CHF_Vol1y (-2.69), INR (-2.69), NOK_Vol1y (-2.66), VSTOXX4 (-2.59), SEK_Vol2y (-2.54), GRE_10y_Bond (-2.53), CHF_Vol3m (-2.51), CAD (+2.52), KOSPI (+2.77), XBT (+2.94)


 5y Z-Score Outlier: Eurodollar_Whites (-2.71), USDvsGBP_10y_Bond (-2.58), USDvsGBP_10y (-2.56), USD_2y (+2.54), USD_1y (+2.76), KOSPI (+3.23), XBT (+3.66)

10y Z-Score Outlier: USDvsGBP_10y (-2.80), USDvsGBP_10y_Bond (-2.79), USDvsGBP_2y2y (-2.76), USDvsGBP_1y1y (-2.57), XBT (+3.92)

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

New Highs & Lows

New 1y High: CAD=1.3730, EuroStoxx=3586.2, SMI=8891.9, USDvsCAD_2s10s=0.066


New  1y Low : CHF_Vol1y=7.18, CHF_Vol2y=7.36, CHF_Vol3m=6.46, CHF_Vol6m=6.79, EUR_Vol1y=7.84, EUR_Vol2y=7.94, EUR_Vol3m=7.57, EUR_Vol6m=7.70, EURvsSEK_2s10s=0.415, GBP_Vol1m=7.19, GBP_Vol1y=8.55, GBP_Vol2y=8.82, NOK_Vol1y=9.27, NOK_Vol2y=9.43, NOK_Vol3m=8.51, NOK_Vol6m=8.87, SEK_Vol1y=8.79, SEK_Vol2y=8.88, SEK_Vol3m=8.23, SEK_Vol6m=8.51, VSTOXX2=16.55
New 10y High: DAX=12528, XBT=1516.7

New 10y Low : EURvsUSD_2s10s=-0.273

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

1mVol Implied < Realized: SEK r0.85 #fxvol #sek #histvol #fx https://t

1mVol Implied < Realized: SEK r0.85
#fxvol #sek #histvol #fx https://t.co/OwRvZclwuW

1mVol Implied < Realized: GBP r0.73 #fxvol #gbp #histvol #fx https://t

1mVol Implied < Realized: GBP r0.73
#fxvol #gbp #histvol #fx https://t.co/iWPce3l0DH

Crossed 200dma: DXY=99.21 #dma #dxy #dma #usd #fx https://t.co/FgdpT3KjWw

Crossed 200dma: DXY=99.21
#dma #dxy #dma #usd #fx https://t.co/FgdpT3KjWw

High RSI: 75.2 for GBPJPY=145.09 53% 1y Range 33% 5y Range 21% 10y R

High RSI: 75.2 for GBPJPY=145.09
53% 1y Range
33% 5y Range
21% 10y Range
#rsi #rsi #gbp #fx #jpy https://t.co/msHVDp1sfZ

High RSI: 77.0 for CAD=1.3730 100% 1y Range 83% 5y Range 84% 10y Rang

High RSI: 77.0 for CAD=1.3730
100% 1y Range
83% 5y Range
84% 10y Range
#rsi #rsi #cad #fx https://t.co/SPU1ZliW32

High RSI: 77.7 for XBT=1516.7 100% 1y Range 100% 5y Range 100% 10y Rang

High RSI: 77.7 for XBT=1516.7
100% 1y Range
100% 5y Range
100% 10y Range
#rsi #rsi #xbt #fx https://t.co/DUeuYWhFPb

Outlier 1y Zscore: +2.94 for XBT=1516.7 #zscore #xbt #fx #zscore https://

Outlier 1y Zscore: +2.94 for XBT=1516.7
#zscore #xbt #fx #zscore https://t.co/D5HM7odEIy

Outlier 5y Zscore: +3.66 for XBT=1516.7 #zscore #xbt #fx #zscore https://

Outlier 5y Zscore: +3.66 for XBT=1516.7
#zscore #xbt #fx #zscore https://t.co/XquXyi2ft7

Outlier 10y Zscore: +3.92 for XBT=1516.7 #zscore #xbt #fx #zscore https:/

Outlier 10y Zscore: +3.92 for XBT=1516.7
#zscore #xbt #fx #zscore https://t.co/nnzIYFEagb

Outlier 1y Zscore: -2.69 for INR=64.149 #inr #em #zscore #fx #zscore http

Outlier 1y Zscore: -2.69 for INR=64.149
#inr #em #zscore #fx #zscore https://t.co/FLv9k2xDpf

Outlier 1y Zscore: -3.50 for EURCZK=26.747 #czk #em #zscore #eur #fx #zsc

Outlier 1y Zscore: -3.50 for EURCZK=26.747
#czk #em #zscore #eur #fx #zscore https://t.co/BdaNDmOyEc

Outlier 1y Zscore: +2.52 for CAD=1.3730 #zscore #cad #fx #zscore https://

Outlier 1y Zscore: +2.52 for CAD=1.3730
#zscore #cad #fx #zscore https://t.co/WvXjnQPXdj

New 10y High: XBT=1516.7 #xbt #fx https://t.co/fQ8jY1U12G

New 10y High: XBT=1516.7
#xbt #fx https://t.co/fQ8jY1U12G

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.41 47.4 114.6 AUD_1y1y 0.53 31.4 59.0 AUD_2y 0.74 49.0 66.3 USD_1y1y 0.76 7.3 9.6 GBP 0.77 44.0 57.2 CAD_1y1y 0.80 18.3 22.9 AUD_1y 0.82 13.0 15.8 JPY_5y 0.87 8.2 9.4 SEK 0.92 14.6 15.9 JPY_10y

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

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

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

1mVol Implied < Realized: SEK r0.87 #fx #fxvol #sek #histvol https://t

1mVol Implied < Realized: SEK r0.87
#fx #fxvol #sek #histvol https://t.co/H6hdtCuuqX

1mVol Implied < Realized: GBP r0.76 #fx #fxvol #gbp #histvol https://t

1mVol Implied < Realized: GBP r0.76
#fx #fxvol #gbp #histvol https://t.co/jr2TWmAShe

Crossed 200dma: CHF=0.9916 #dma #fx #dma #chf https://t.co/t6mWFtuOhO

Crossed 200dma: CHF=0.9916
#dma #fx #dma #chf https://t.co/t6mWFtuOhO

High RSI: 76.0 for CAD=1.3709 100% 1y Range 82% 5y Range 84% 10y Rang

High RSI: 76.0 for CAD=1.3709
100% 1y Range
82% 5y Range
84% 10y Range
#rsi #fx #rsi #cad https://t.co/PDGOTEknD7

Outlier 1y Zscore: +2.67 for XBT=1439.4 #fx #zscore #xbt #zscore https://

Outlier 1y Zscore: +2.67 for XBT=1439.4
#fx #zscore #xbt #zscore https://t.co/6bEzGufw23

Outlier 5y Zscore: +3.43 for XBT=1439.4 #fx #zscore #xbt #zscore https://

Outlier 5y Zscore: +3.43 for XBT=1439.4
#fx #zscore #xbt #zscore https://t.co/TIMAxQhNDq

Outlier 10y Zscore: +3.69 for XBT=1439.4 #fx #zscore #xbt #zscore https:/

Outlier 10y Zscore: +3.69 for XBT=1439.4
#fx #zscore #xbt #zscore https://t.co/MNdDgaI3N0

Outlier 1y Zscore: -2.67 for INR=64.213 #fx #inr #zscore #em #zscore http

Outlier 1y Zscore: -2.67 for INR=64.213
#fx #inr #zscore #em #zscore https://t.co/ZWqSn8Moep

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized: Ratio vImpl vReal Cheap 0.42 48.4 115.3 AUD_1y1y 0.54 32.2 59.9 AUD_2y 0.71 49.6 70.3 USD_1y1y 0.73 7.3 9.9 GBP 0.77 42.6 55.2 CAD_1y1y 0.79 18.5 23.3 AUD_1y 0.83 13.0 15.6 JPY_5y 0.89 8.2 9.3 SEK 0.95 14.8 15.6 JPY_10y 0.95 65.6 68.9 USD_10y 0.98 64.6 65.9 USD_5y 0.98 64.0 65.2 USD_20y 1.00 63.0 63.3 USD_30y

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

Biggest Market Moves

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

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

Z-Score Outliers

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


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

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

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

New Highs & Lows

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


New  1y Low : CADMXN=13.696, CHF_Vol1y=7.23, CHF_Vol2y=7.41, EUR_Vol1y=7.96, EURvsSEK_2s10s=0.433, GBP_Vol1y=8.61, GBP_Vol2y=8.89, GBP_Vol3m=7.94, GBP_Vol6m=8.21, NOK_Vol1y=9.52, NOK_Vol2y=9.69, NOK_Vol3m=8.76, NOK_Vol6m=9.09, VIX3=13.58
New  5y High: FedFund=0.910
New  5y Low : VIX4=14.13
New 10y High: ETF_Internet=93.23, ETF_Technology=54.79, Nasdaq=6091.6, TotalReturn_MSCI_World=5240.51, XBT=1435.9

New 10y Low : VIX=10.11

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

1mVol Implied < Realized: SEK r0.89 #sek #fxvol #histvol #fx https://t

1mVol Implied < Realized: SEK r0.89
#sek #fxvol #histvol #fx https://t.co/mEXyMIQvZ5

1mVol Implied < Realized: GBP r0.73 #fxvol #gbp #histvol #fx https://t

1mVol Implied < Realized: GBP r0.73
#fxvol #gbp #histvol #fx https://t.co/1IUcUWVVoE

Crossed 200dma: CHF=0.9963 #dma #dma #chf #fx https://t.co/SjFLi8bRlh

Crossed 200dma: CHF=0.9963
#dma #dma #chf #fx https://t.co/SjFLi8bRlh

Outlier 1y Zscore: +2.70 for XBT=1435.9 #xbt #zscore #fx #zscore https://

Outlier 1y Zscore: +2.70 for XBT=1435.9
#xbt #zscore #fx #zscore https://t.co/BWORigt3YP

Outlier 5y Zscore: +3.43 for XBT=1435.9 #xbt #zscore #fx #zscore https://

Outlier 5y Zscore: +3.43 for XBT=1435.9
#xbt #zscore #fx #zscore https://t.co/Fa7n0C5Qgl

Outlier 10y Zscore: +3.70 for XBT=1435.9 #xbt #zscore #fx #zscore https:/

Outlier 10y Zscore: +3.70 for XBT=1435.9
#xbt #zscore #fx #zscore https://t.co/bHrn4GP6lm

Outlier 1y Zscore: -2.69 for INR=64.245 #fx #zscore #inr #em #zscore http

Outlier 1y Zscore: -2.69 for INR=64.245
#fx #zscore #inr #em #zscore https://t.co/pBQ3xFFUqf

Implied Vol Below Realized

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

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

Crossed 200dma

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

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

Highest + Lowest RSI

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

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

Biggest Market Moves

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

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

Z-Score Outliers

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


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

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

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

New Highs & Lows

New 1y High: CAD=1.3633, SMI=8844.8


New  1y Low : CHF_Vol1y=7.33, CHF_Vol2y=7.52, CHF_Vol3m=6.77, CHF_Vol6m=6.95, EUR_Vol1y=8.05, EUR_Vol2y=8.11, EUR_Vol6m=7.88, EURvsSEK_5s30s=0.365, GBP_Vol1m=7.64, GBP_Vol1y=8.77, GBP_Vol2y=9.04, GBP_Vol3m=8.24, GBP_Vol6m=8.44, GRE_10y_Bond=6.377, NOK_Vol1y=9.59, NOK_Vol2y=9.77, SEK_Vol1y=8.99, SEK_Vol2y=9.02, SEK_Vol6m=8.73, VIX=10.36
New  5y High: KOSPI=2209.5

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

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1mVol Implied < Realized: SEK r0.82 #fx #histvol #fxvol #sek https://t

1mVol Implied < Realized: SEK r0.82
#fx #histvol #fxvol #sek https://t.co/Uai0Sg8vxw