Tag Archives: inr

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: 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

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

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

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

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

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

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

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

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

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

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