Tag Archives: ger

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

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

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

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

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

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

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

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

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 Rates Moves

Biggest Rates Moves:
  +14.5%  +0.087   0.688 CHF_5y5y
   +6.7%  +0.074   1.180 GER_30y_Bond
   +5.3%  +0.074   1.467 EUR_5y5y
   +1.6%  +0.073   4.496 NZD_10y10y
  +20.9%  +0.068   0.394 GER_10y_Bond
   +8.1%  +0.059   0.784 AUDvsNZD_10y10y
  +41.0%  +0.057   0.196 CHF_10y
   +2.2%  +0.057   2.643 SEK_10y10y
   +2.7%  +0.053   2.024 EUR_10y10y
   +3.0%  +0.052   1.778 GBP_30y_Bond
------------------------
          -0.054  -0.708 USDvsCAD_2y2y
          -0.056  -0.391 USDvsCAD_5y5y
   -3.5%  -0.068   1.868 POR_5y_Bond
          -0.074  -1.091 EURvsJPY_5y5y
   -3.9%  -0.076   1.859 GERvsITA_10y_Bond
   -6.2%  -0.080   1.206 GERvsSPA_10y_Bond
   -2.0%  -0.085   4.200 POR_30y_Bond
   -1.9%  -0.106   5.574 GERvsGRE_10y_Bond
   -3.5%  -0.110   3.029 GERvsPOR_10y_Bond
   -2.9%  -0.173   5.720 GRE_2y_Bond

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

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

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

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 Rates Moves

Biggest Rates Moves:
          +0.089  -1.956 USDvsJPY_5y5y_Inflation
   +6.6%  +0.066   1.061 USDvsGBP_5y5y_Inflation
  +16.0%  +0.064   0.465 USDvsAUD_5s30s
   +1.8%  +0.059   3.321 AUD_5y5y
   +2.7%  +0.052   2.009 AUD_1y1y
   +5.8%  +0.051   0.926 USDvsAUD_10y10y
   +1.3%  +0.049   3.698 AUD_10y10y
   +2.7%  +0.049   1.852 USD_5y_Bond
   +4.1%  +0.046   1.162 CAD_1y1y
   +1.6%  +0.045   2.895 AUD_10y
------------------------
   -1.7%  -0.057   3.324 ITA_30y_Bond
   -8.5%  -0.067   0.725 AUDvsNZD_10y10y
  -10.4%  -0.076   0.655 USDvsNZD_10y_Bond
   -1.9%  -0.081   4.285 POR_30y_Bond
  -10.4%  -0.082   0.705 EURvsUSD_5y5y_Inflation
   -4.1%  -0.083   1.936 POR_5y_Bond
   -3.6%  -0.089   2.356 USD_5y5y_Inflation
   -3.0%  -0.097   3.139 GERvsPOR_10y_Bond
   -2.8%  -0.099   3.465 POR_10y_Bond
   -1.8%  -0.105   5.893 GRE_2y_Bond

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

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

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

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 Rates Moves

Biggest Rates Moves:
  +10.0%  +0.072   0.792 AUDvsNZD_10y10y
          +0.067  -1.069 USDvsGBP_5y5y
  +24.9%  +0.064   0.321 USDvsAUD_10y_Bond
          +0.059  -1.725 USDvsJPY_10y10y
          +0.059  -2.096 USDvsCHF_10y
          +0.056  -1.038 USDvsGBP_10y10y
          +0.055  -2.223 USDvsJPY_5y5y
   +2.3%  +0.054   2.445 USD_5y5y_Inflation
   +1.2%  +0.053   4.366 POR_30y_Bond
          +0.049  -1.090 USDvsGBP_10y
------------------------
   -3.9%  -0.062   1.514 CAD_10y_Bond
   -1.8%  -0.065   3.649 AUD_10y10y
   -2.9%  -0.067   2.238 CAD_5y5y
   -3.2%  -0.074   2.251 CAD_30y
   -2.3%  -0.077   3.262 AUD_5y5y
          -0.080  -1.258 EURvsJPY_5y5y_Inflation
          -0.104  -2.045 USDvsJPY_5y5y_Inflation
   -5.6%  -0.354   5.990 GRE_10y_Bond
   -6.1%  -0.365   5.662 GERvsGRE_10y_Bond
   -6.0%  -0.385   5.998 GRE_2y_Bond

#bigmove, #usd, #nzd, #cad, #chf, #jpy, #aud, #xmarket, #eur, #gre, #rate, #inflation, #ger, #gbp, #por

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

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

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

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

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

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

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

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

Rate Recap

Rate            USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
Bond      2y   1.23 -0.69  0.08 -0.21  0.22  0.74 -0.62  0.68  1.66  2.12  1.61
Bond      5y   1.80 -0.35  0.50 -0.16        1.04 -0.06  1.04  2.12  2.45  1.88
Bond     10y   2.27  0.33  1.05  0.02 -0.12  1.49  0.60  1.66  2.60  3.02  2.20
Bond     30y   2.93  1.07  1.67  0.78  0.31  2.15                              
Bond    2s5s   0.57  0.34  0.42  0.06        0.30  0.56        0.47  0.32  0.27
Bond   2s10s   1.04  1.02  0.97  0.23 -0.35  0.75  1.23        0.94  0.90  0.59
Bond   5s10s   0.47  0.68  0.55  0.18        0.45  0.67  0.62  0.47  0.58  0.32
Bond 2s5s10s   0.10 -0.34 -0.13 -0.12       -0.15 -0.10       -0.00 -0.25 -0.05
-------------------------------------------------------------------------------
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             1.16 -0.33  0.34  0.01 -0.73  0.93 -0.47  0.99  1.75  1.98  1.38
1y             1.38 -0.30  0.37  0.03 -0.68  0.98 -0.46  1.03  1.75  2.07  1.48
1y1y           1.74 -0.14  0.49  0.04 -0.59  1.20 -0.14  1.14  1.98  2.62  1.65
2y             1.56 -0.14  0.55  0.04 -0.63  1.09 -0.30  1.19  1.86  2.34  1.56
2y2y           2.11  0.30  0.83  0.07 -0.26  1.48  0.49  1.69  2.40  3.18  1.78
5y             1.93  0.20  0.76  0.08 -0.33  1.37  0.28  1.50  2.28  2.91  1.72
5y5y           2.60  1.37  1.44  0.38  0.57  2.21  1.90  2.37  3.25  3.91  2.07
10y            2.25  0.78  1.10  0.23  0.12  1.77  1.07  1.92  2.85  3.39  1.89
10y10y         2.75  1.90  1.65  1.01  0.87  2.88  2.55  2.39  3.69  4.44  1.99
20y            2.47  1.30  1.36  0.61  0.48  2.27  1.74  2.12  3.22        1.93
30y            2.50  1.37  1.33  0.76  0.59  2.25  1.85  2.16  3.29        1.93
-------------------------------------------------------------------------------
2s5s           0.37  0.34  0.21  0.04  0.30  0.28  0.58  0.32  0.42  0.56  0.15
2s10s          0.69  0.91  0.55  0.19  0.75  0.69  1.37  0.72  0.99  1.04  0.32
5s10s          0.32  0.58  0.34  0.15  0.45  0.41  0.79  0.41  0.57  0.48  0.17
5s30s          0.57  1.17  0.57  0.68  0.92  0.88  1.57  0.66  1.01        0.21
10s30s         0.25  0.60  0.23  0.53  0.47  0.47  0.78  0.24  0.44        0.04
2s5s10s        0.05 -0.24 -0.12 -0.11 -0.15 -0.13 -0.21 -0.10 -0.15  0.09 -0.01
5s10s30s       0.07 -0.02  0.10 -0.38 -0.02 -0.07  0.01  0.17  0.13        0.12

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

Rate Recap

Rate            USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
Bond      2y   1.18 -0.79  0.09 -0.22  0.14  0.72 -0.64  0.66  1.65  2.10  1.60
Bond      5y   1.77 -0.44  0.49 -0.17        1.01 -0.11  1.04  2.10  2.40  1.86
Bond     10y   2.25  0.25  1.03  0.02 -0.20  1.47  0.56  1.59  2.54  2.97  2.17
Bond    2s5s   0.59  0.35  0.40  0.05        0.29  0.53  0.38  0.45  0.30  0.25
Bond   2s10s   1.07  1.04  0.94  0.24 -0.34  0.75  1.20  0.93  0.89  0.87  0.56
Bond   5s10s   0.48  0.69  0.54  0.19        0.46  0.67  0.55  0.44  0.57  0.31
Bond 2s5s10s   0.11 -0.34 -0.14 -0.14       -0.17 -0.14 -0.17  0.00 -0.27 -0.06
-------------------------------------------------------------------------------
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             1.16 -0.33  0.34  0.01 -0.73  0.93 -0.47  1.02  1.75  1.95  1.38
1y             1.35 -0.30  0.38  0.03 -0.70  0.97 -0.46  1.04  1.74  2.06  1.47
1y1y           1.71 -0.18  0.48  0.03 -0.63  1.16 -0.17  1.11  1.95  2.59  1.61
2y             1.53 -0.14  0.55  0.03 -0.67  1.07 -0.32  1.18  1.84  2.33  1.54
2y2y           2.08  0.26  0.81  0.07 -0.34  1.44  0.42  1.62  2.36  3.12  1.74
5y             1.90  0.17  0.76  0.07 -0.40  1.33  0.24  1.46  2.23  2.86  1.68
5y5y           2.56  1.34  1.44  0.36  0.48  2.20  1.86  2.27  3.25  3.84  2.02
10y            2.21  0.76  1.09  0.22  0.04  1.75  1.02  1.84  2.83  3.33  1.84
10y10y         2.71  1.84  1.64  0.98  0.82  2.87  2.50  2.33  3.66  4.38  1.93
20y            2.44  1.26  1.34  0.59  0.42  2.25  1.70  2.06  3.19        1.88
30y            2.46  1.33  1.32  0.73  0.51  2.23  1.80  2.10  3.26        1.88
-------------------------------------------------------------------------------
2s5s           0.37  0.32  0.21  0.04  0.27  0.26  0.56  0.28  0.39  0.54  0.14
2s10s          0.68  0.90  0.54  0.18  0.71  0.68  1.33  0.67  0.99  1.01  0.30
5s10s          0.31  0.58  0.33  0.15  0.44  0.42  0.78  0.39  0.60  0.47  0.16
5s30s          0.56  1.15  0.56  0.66  0.91  0.90  1.56  0.64  1.03        0.20
10s30s         0.25  0.57  0.23  0.51  0.47  0.48  0.79  0.25  0.43        0.04
2s5s10s        0.06 -0.26 -0.12 -0.11 -0.17 -0.16 -0.22 -0.12 -0.21  0.07 -0.02
5s10s30s       0.07  0.01  0.10 -0.37 -0.02 -0.07 -0.01  0.14  0.17        0.12

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

Biggest Rates Moves

Biggest Rates Moves:
          +0.072  -1.782 USDvsJPY_5y5y_Inflation
   +6.4%  +0.057   0.952 JPYvsKRW_10y10y
   +2.8%  +0.054   2.018 KRW_5y5y
   +3.3%  +0.053   1.654 JPYvsKRW_5y5y
   +2.5%  +0.047   1.929 KRW_10y10y
   +1.5%  +0.047   3.249 AUD_5y5y
   +6.5%  +0.046   0.755 EUR_10y
   +3.7%  +0.045   1.259 EUR_20y
   +3.5%  +0.045   1.327 EUR_30y
  +10.0%  +0.045   0.495 JPY_5y5y_Inflation
------------------------
          -0.051  -1.214 USDvsGBP_10y_Bond
  -10.5%  -0.051   0.436 EURvsSEK_2s10s
   -7.5%  -0.054   0.664 EURvsSEK_10y10y
          -0.054  -0.862 EURvsJPY_10y10y
  -25.3%  -0.056   0.165 EURvsSEK_2y2y
  -19.3%  -0.063   0.263 EURvsSEK_10y
          -0.063  -0.187 EURvsCHF_2s10s
   -1.2%  -0.081   6.635 GRE_10y_Bond
   -1.4%  -0.090   6.382 GERvsGRE_10y_Bond
   -2.5%  -0.183   7.020 GRE_2y_Bond

#bigmove, #eur, #gre, #aud, #jpy, #xmarket, #sek, #gbp, #usd, #krw, #rate, #ger, #inflation, #chf

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

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