Tag Archives: fx

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.43  47.9 112.6 AUD_1y1y
 0.56  32.9  58.4 AUD_2y
 0.69  50.7  73.8 USD_1y1y
 0.75  44.6  59.7 CAD_1y1y
 0.79   7.7   9.8 GBP
 0.83  18.9  22.7 AUD_1y
 0.90   8.6   9.5 SEK
 0.93  14.1  15.1 JPY_5y
 0.96  69.1  71.8 USD_10y
 0.98  66.8  68.4 USD_20y
 0.99  65.6  66.5 USD_30y
 0.99  68.4  68.9 USD_5y

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

Biggest Market Moves

Biggest Market Moves:
   +1.8%  +0.986  57.153 RUB
   +1.7%  +0.328  19.191 MXN
   +1.7%  +0.223  13.281 ZAR
   +1.6%  +112.2  7335.1 NZX50
   +1.4%  +0.187  14.081 CADMXN
   +1.2%   +18.2  1537.4 Topix
   +1.1%    +210   19289 Nikkei
   +1.0%   +12.8  1294.3 XBT
   +0.8%   +0.55   66.62 Iron
   +0.7%   +40.2  5912.0 ASX200
------------------------
   -0.4%   -0.15   40.05 ETF_EM_MSCI
   -0.4%  -0.037   9.556 EURSEK
   -0.4% -0.0044  1.0209 NOKSEK
   -0.5% -0.0049  1.0178 AUDCAD
   -0.5%   -0.28   51.82 Oil
   -0.6%     -95   15650 TSX
   -0.8% -0.0061  0.7474 AUD
   -0.8%   -0.70   83.01 AUDJPY
   -0.9% -0.0062  0.6890 NZD
   -1.3%  -0.230  17.360 Silver

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

Z-Score Outliers

 1y Z-Score Outlier: INR (-2.97), VSTOXX3 (-2.97), VSTOXX4 (-2.86), CHF_Vol2y (-2.76), EURvsUSD_2s10s (-2.76), NOK_Vol2y (-2.60), NZD_Vol1y (-2.57), CHF_Vol1y (-2.52), KOSPI (+2.83)

 5y Z-Score Outlier: Eurodollar_Whites (-2.82), USDvsGBP_10y (-2.67), USDvsGBP_10y_Bond (-2.56), USD_2y (+2.58), USD_1y (+2.82), XBT (+3.01), KOSPI (+3.14)

10y Z-Score Outlier: USDvsGBP_10y (-2.89), USDvsGBP_2y2y (-2.79), USDvsGBP_10y_Bond (-2.76), USDvsGBP_1y1y (-2.59), TRY (+2.51), EURTRY (+2.52), XBT (+3.28)

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

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

Implied Vol Below Realized

Cheapest 1m Implied Vol vs Realized:
Ratio vImpl vReal Cheap
 0.46  51.2 110.6 AUD_1y1y
 0.63  36.4  57.6 AUD_2y
 0.68  51.8  76.2 USD_1y1y
 0.75  43.1  57.2 CAD_1y1y
 0.75   7.8  10.4 GBP
 0.90  20.6  23.0 AUD_1y
 0.90   8.7   9.7 SEK
 0.97  71.2  73.1 USD_10y
 0.98  68.8  70.0 USD_20y
 0.99  67.5  68.2 USD_30y
 1.00  70.4  70.6 USD_5y

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

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

Biggest Market Moves

Biggest Market Moves:
   +2.0%   +25.6  1281.5 XBT
   +1.7%   +2.08  121.37 EURJPY
   +1.6%   +2.20  142.65 GBPJPY
   +1.3%   +0.51   38.68 ETF_China
   +1.2%   +1.32  111.09 JPY
   +1.1%   +11.2   982.6 MSCIEM
   +1.1%    +232   20996 Dow
   +1.1%   +6.76  625.81 OBX
   +1.1%    +203   19079 Nikkei
   +1.1%   +23.1  2196.8 KOSPI
------------------------
   -0.6%  -1.080 168.540 Buxl
   -0.7%  -1.032 152.406 Bond
   -0.7%   -0.46   66.07 Iron
   -0.8%   -10.2  1265.6 Gold
   -0.9%  -0.079   8.779 SEK
   -0.9% -0.0065  0.6952 NZD
   -1.0% -0.0108  1.0253 NOKSEK
   -1.1% -0.0431  3.8640 PLN
   -1.2%   -1.48  121.45 ETF_20+_Bonds
   -1.5%  -0.270  17.590 Silver

#bigmove, #rate, #xbt, #fx, #nzd, #etf, #eur, #krw, #sek, #pln, #gbp, #stock, #commodity, #nok, #em, #usd, #jpy, #future

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

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

Crossed 200dma

Crossed 200dma:
 0.7571 AUD
  1.860 AUD_2y
  0.126 AUD_5s10s30s
   6.78 AUD_Vol1w
 6.3309 CADNOK
  0.409 CAD_5s10s
 -0.683 CHF_1y
 -0.634 CHF_2y
   6.68 CHF_Vol1m
   6.09 CHF_Vol1w
 24.691 CZK
  99.09 DXY
 1.0868 EUR
 1.4356 EURAUD
 1.0822 EURCHF
 119.29 EURJPY
 -0.020 EUR_5s10s30s
   8.35 EUR_Vol1m
   7.95 EUR_Vol1w
   7.95 EUR_Vol3m
  1.651 GBP_10y10y
  0.490 GBP_1y1y
  0.549 GBP_2s10s
  0.969 GBP_2s10s_Bond
   7.61 GBP_Vol1w
 -0.692 GER_2y_Bond
 -0.124 GRE_2s10s_Bond
   8.32 JPY_Vol1w
   8.68 NOK_Vol1m
   7.68 NOK_Vol1w
  3.558 POR_10y_Bond
  3.182 POR_2s10s_Bond
  8.858 SEK
 -0.105 SEK_2s5s10s_Bond
 -0.621 SEK_2y_Bond
  1.847 SEK_30y
   8.42 SEK_Vol1m
   8.05 SEK_Vol1w
   8.46 SEK_Vol3m
 -0.220 SPA_2y_Bond
   5.08 TYVIX
  0.573 USD_2s5s_Bond
  10.84 VIX
  12.68 VIX1
  16.25 VSTOXX

#dma, #dxy, #fly, #sek, #fx, #spa, #rate, #chf, #nok, #em, #fxvol, #aud, #cad, #por, #jpy, #eur, #vol, #czk, #ger, #curve, #gbp, #usd, #gre

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 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

Z-Score Outliers

 1y Z-Score Outlier: NZD_Vol1y (-2.86), VSTOXX3 (-2.85), NZD_Vol6m (-2.83), NZD_Vol3m (-2.80), JPY_Vol3m (-2.76), VSTOXX4 (-2.76), INR (-2.74), NZD_Vol2y (-2.73), EURvsUSD_2s10s (-2.72), CHF_Vol2y (-2.64), SEK_10s30s (-2.64), AUD_Vol3m (-2.63), AUD_Vol1y (-2.61), NOK_Vol2y (-2.60), EURCZK (-2.59), AUD_Vol6m (-2.58), JPY_Vol6m (-2.54), JPY_Vol1y (-2.53), CHF_Vol1y (-2.51), ITA_2s5s10s_Bond (+2.64)

 5y Z-Score Outlier: Eurodollar_Whites (-2.78), USDvsGBP_10y (-2.70), USDvsGBP_10y_Bond (-2.58), USDvsGBP_2y2y (-2.51), USD_2y (+2.53), KOSPI (+2.69), USD_1y (+2.79), XBT (+2.91)

10y Z-Score Outlier: USDvsGBP_10y (-2.91), USDvsGBP_2y2y (-2.80), USDvsGBP_10y_Bond (-2.77), USDvsGBP_1y1y (-2.57), TRY (+2.51), XBT (+3.18)

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

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

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=84.0   16.86 SEK_Vol1w
RSI=82.9   18.67 EUR_Vol1w
RSI=77.0  11.109 GBPNOK
RSI=75.7   13.01 EUR_Vol1m
RSI=75.5   25.09 VSTOXX
RSI=74.6   10.71 CHF_Vol1w
RSI=72.2   9.301 EURNOK
RSI=71.5   11.40 NOK_Vol1m
RSI=71.3   12.16 SEK_Vol1m
RSI=70.7   0.040 KRW_10s30s
----------------
RSI=29.2   10.36 NZD_Vol2y
RSI=29.0   0.977 JPY_10y10y
RSI=28.6   1.803 SEK_30y
RSI=28.1  7114.6 FTSE100
RSI=26.0   2.048 SPAvsPOR_10y_Bond
RSI=25.8   0.569 NZD_5s10s_Bond
RSI=23.5   0.926 CAD_3m
RSI=23.2   0.907 CHF_5s30s
RSI=22.8   1.585 POR_5s10s_Bond
RSI=20.5   1.750 AUD_3m

#rsi, #stock, #fxvol, #fixing, #eur, #fx, #aud, #por, #jpy, #xmarket, #sek, #gbp, #vol, #nzd, #krw, #nok, #curve, #cad, #rate, #chf, #spa

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

Highest + Lowest RSI

Highest + Lowest RSI:
RSI=83.8   16.68 SEK_Vol1w
RSI=81.6   17.63 EUR_Vol1w
RSI=78.6   16.30 NOK_Vol1w
RSI=76.9   10.92 CHF_Vol1w
RSI=75.0   24.90 VSTOXX
RSI=74.9  11.048 GBPNOK
RSI=73.4   12.61 EUR_Vol1m
RSI=73.2   1.156 USD_3m
RSI=70.0  505.30 TotalReturn_Barclays_Bond
RSI=68.2   11.05 NOK_Vol1m
----------------
RSI=31.1   0.734 JPY_30y
RSI=30.7   0.594 JPY_20y
RSI=30.4   0.987 JPY_10y10y
RSI=29.9   10.38 NZD_Vol2y
RSI=29.5   1.810 SEK_30y
RSI=29.0   1.636 AUD_2y_Bond
RSI=28.4  7118.5 FTSE100
RSI=28.0   2.077 SPAvsPOR_10y_Bond
RSI=24.8   65.36 Iron
RSI=20.5   1.750 AUD_3m

#rsi, #eur, #fx, #etf, #nzd, #usd, #gbp, #rate, #aud, #fxvol, #vol, #jpy, #spa, #fixing, #stock, #nok, #por, #chf, #xmarket, #commodity, #sek

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

Z-Score Outliers

 1y Z-Score Outlier: INR (-2.69), NZD_Vol1y (-2.53), NOK_Vol1w (+2.85), SEK_Vol1w (+3.69), EUR_Vol1w (+3.71)
 5y Z-Score Outlier: USDvsGBP_10y (-2.61), SEK_Vol1w (+2.62), USD_1y (+2.72), XBT (+2.88), EUR_Vol1w (+3.23)
10y Z-Score Outlier: USDvsGBP_10y (-2.83), USDvsGBP_2y2y (-2.73), USDvsGBP_10y_Bond (-2.66), USDvsGBP_1y1y (-2.51), EURTRY (+2.54), TRY (+2.63), XBT (+3.14)

#zscore, #eur, #fx, #usd, #gbp, #try, #fxvol, #rate, #em, #inr, #nok, #xbt, #nzd, #xmarket, #sek

Crossed 200dma

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

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

Crossed 200dma

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

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

Z-Score Outliers

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

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