Tag Archives: jpy

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

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

Vol Recap

Volatility      USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
fxVol     1m        13.01  8.88 10.82  8.45  6.80 12.16 11.40  8.65  9.13      
fxVol     3m         9.96  9.03  9.83  7.72  6.87 10.09 10.03  8.61  8.93      
fxVol     6m         9.16  9.00  9.65  7.72  7.02  9.53  9.83  9.04  9.44      
fxVol     1y         9.11  9.30  9.78  8.12  7.38  9.84 10.21  9.50  9.85      
-------------------------------------------------------------------------------
Realized  1m         6.48 10.67  7.46  5.89  5.54  7.18  6.71  6.02  5.30  8.06
Realized  3m         7.15  9.25  9.26  6.19  6.36  7.44  7.81  7.79  7.87  9.98
-------------------------------------------------------------------------------
Gamma     2y   58.3  27.1  37.4  12.7  53.9  56.2  36.5  71.3  46.5  63.5  39.3
Realized  1m   43.6  11.8  15.7   5.7  19.0  26.8  14.1  16.1  62.2  26.2  20.0
Realized  3m   41.9  13.9  22.0   5.4  20.9  27.0  19.4  21.0  52.1  29.0  22.3
-------------------------------------------------------------------------------
Gamma     5y   84.7  52.3  57.6  17.5  47.9  70.6  55.5  88.2  70.1  63.1  52.1
Realized  1m   66.9  30.3  35.4  13.7  21.8  51.6  24.8  20.0  36.2  36.3  31.7
Realized  3m   64.7  40.2  45.1  12.2  29.3  51.9  40.7  35.1  45.8  36.9  34.0
-------------------------------------------------------------------------------
Gamma    10y   85.9  60.5  69.6  21.2  51.9  75.1  64.8  75.7  81.4  69.4  51.4
Realized  1m   68.5  32.5  38.0  13.4  25.7  56.4  30.6  23.1  65.9  42.9  44.4
Realized  3m   66.0  47.0  50.8  16.2  41.8  61.5  46.4  45.1  63.3  45.0  42.0
-------------------------------------------------------------------------------
irVol   1m2y   58.3  25.4  30.8  12.3  53.9  48.4  29.9  71.3  37.1  51.1  38.7
irVol   1m5y   84.7  52.3  57.5  17.5  47.9  70.6  51.0  88.2  70.1  59.9  51.6
irVol  1m10y   85.9  60.5  69.4  20.6  49.7  75.1  60.5  75.7  81.4  66.9  51.1
irVol  1m30y   81.5  75.2  70.2  39.3                                          
irVol   3m2y   52.7  27.1  33.2  12.2  48.8  54.7  31.4  65.9  41.9  59.6  39.3
irVol   3m5y   75.4  48.7  55.1  16.9  45.1  64.1  53.4  75.7  69.0  62.2  52.1
irVol  3m10y   78.0  56.8  68.2  21.2  50.9  68.0  62.3  67.7  78.9  69.1  51.4
irVol  3m30y   74.5  68.2  68.2  39.4                                          
irVol   1y1y   53.8  26.5  35.6  12.4  42.2  44.7  40.6  65.1  50.5  56.3  35.4
irVol   1y2y   64.0  32.3  44.8  14.2  43.3  58.6  46.7  66.6  60.7  68.3  38.3
irVol   1y5y   76.5  50.0  62.5  18.4  45.7  59.8  60.3  74.4  70.6  64.4  46.9
irVol  1y10y   78.4  60.8  72.6  23.1  55.2  59.7  67.1  73.3  76.4  69.8  48.0
irVol  1y30y   74.3  64.9  72.5  40.1                                          
irVol   2y2y   76.3  44.7  59.7  17.5  53.2  58.8  60.3  74.0  70.8  70.4  41.6
irVol   2y5y   80.1  55.7  70.1  20.9  57.1  58.6  65.8  77.1  73.8  66.1  44.2
irVol  2y10y   80.3  63.8  75.0  25.3  63.5  57.3  70.0  77.4  75.8  69.9  45.1
irVol  2y30y   74.8  64.3  72.7  36.8                                          
irVol   5y5y   83.7  67.2  78.1  27.6                                          
irVol  5y10y   80.9  68.9  75.3  31.5                                          
irVol  5y30y   71.3  62.3  69.6  39.3                                          
irVol 10y10y   72.4  67.6  68.9  35.1                                          
irVol 10y30y   63.6  55.7  60.8  40.9                                          

#vol #recap, #fxvol, #irvol, #eur, #aud, #jpy, #sek, #gbp, #usd, #nzd, #krw, #nok, #cad, #chf

Crossed 200dma

Crossed 200dma:
 -0.211 AUD_2s5s10s
  1.837 AUD_2y
   9.50 AUD_Vol1w
 -0.633 CHF_1y1y
 -0.023 CHF_5s10s30s
  0.230 GBP_10s30s
  0.476 GBP_1y1y
  0.562 GBP_5s30s
  10.07 GBP_Vol1w
  0.147 JPY_5s10s
 -0.271 NZD_2s5s10s_Bond
  0.298 NZD_2s5s_Bond
 -0.138 SEK_2s5s10s_Bond
  1.803 SEK_30y
 17.860 Silver
  0.590 USD_2s5s_Bond

#dma, #fxvol, #aud, #jpy, #sek, #gbp, #usd, #nzd, #fly, #rate, #curve, #chf, #commodity

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 Vol Moves

Biggest Vol Moves:
  +16.4%    +2.9    20.6 JPY_1m10y_bpVol
  +14.4%    +2.2    17.5 JPY_1m5y_bpVol
  +12.2%    +2.3    21.2 JPY_3m10y_bpVol
  +10.8%    +1.2    12.3 JPY_1m2y_bpVol
   +9.0%   +0.52    6.28 TYVIX
   +7.1%    +1.4    21.2 JPY_10yGamma
   +6.6%    +1.3    21.1 JPY_6m10y_bpVol
------------------------
   -5.9%    -1.7    27.1 EUR_3m2y_bpVol
   -5.9%    -1.7    27.1 EUR_2yGamma
   -6.0%    -2.0    31.4 SEK_3m2y_bpVol
   -6.0%    -4.2    65.9 NOK_3m2y_bpVol
   -7.3%    -5.6    70.6 CAD_5yGamma
   -7.3%    -5.6    70.6 CAD_1m5y_bpVol
   -7.7%    -1.7    20.3 EUR_3m1y_bpVol
   -7.8%    -5.2    61.2 NOK_3m1y_bpVol
   -8.0%    -2.0    23.0 SEK_3m1y_bpVol
  -11.7%   -1.90   14.40 NOK_Vol1w

#bigmove, #fxvol, #eur, #irvol, #jpy, #sek, #usd, #vol, #nok, #cad

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 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

Vol Recap

Volatility      USD   EUR   GBP   JPY   CHF   CAD   SEK   NOK   AUD   NZD   KRW
-------------------------------------------------------------------------------
fxVol     1m        12.61  8.78 10.51  8.25  6.95 11.66 11.05  8.71  9.03      
fxVol     3m         9.70  8.94  9.63  7.60  6.86  9.80  9.82  8.72  9.06      
fxVol     6m         9.02  8.99  9.57  7.65  7.01  9.46  9.74  9.11  9.46      
fxVol     1y         8.92  9.32  9.71  7.98  7.40  9.67 10.06  9.53  9.81      
-------------------------------------------------------------------------------
Realized  1m         6.48 10.69  7.46  5.85  5.52  7.23  6.59  6.32  5.32  8.04
Realized  3m         7.18  9.26  9.26  6.24  6.35  7.61  7.81  7.78  7.88  9.97
-------------------------------------------------------------------------------
Gamma     2y   55.5  28.8  37.5  12.6  53.9  54.2  37.8  73.2  45.9  63.1  39.4
Realized  1m   44.0  12.1  18.0   5.6  18.4  26.8  13.9  16.1  62.5  27.4  18.7
Realized  3m   42.1  14.1  22.4   5.3  20.9  27.2  19.4  21.1  52.0  29.1  22.7
-------------------------------------------------------------------------------
Gamma     5y   80.3  53.9  57.9  16.5  47.9  76.2  56.6  91.1  69.4  62.8  53.5
Realized  1m   67.7  28.7  40.3  13.0  21.8  51.9  24.9  19.9  32.7  36.3  29.7
Realized  3m   64.8  39.9  45.3  12.1  29.5  51.9  40.9  35.4  45.9  36.9  34.6
-------------------------------------------------------------------------------
Gamma    10y   81.4  61.8  70.0  19.8  51.9  71.5  65.2  77.0  78.9  68.9  52.1
Realized  1m   69.5  27.2  43.7  13.5  27.7  56.6  30.5  22.6  65.2  41.5  41.6
Realized  3m   65.9  46.2  50.9  16.2  42.0  61.5  46.8  45.7  63.0  44.7  42.2
-------------------------------------------------------------------------------
irVol   1m2y   55.5  26.0  30.9  11.1  53.9  47.5  30.6  73.2  35.3  51.0  38.9
irVol   1m5y   80.3  53.9  57.7  15.3  47.9  76.2  52.6  91.1  66.8  59.6  53.1
irVol  1m10y   81.4  61.8  69.7  17.7  49.7  71.5  61.9  77.0  77.9  66.4  51.8
irVol  1m30y   77.0  75.8  70.3  37.7                                          
irVol   3m2y   51.5  28.8  33.2  11.8  48.8  52.8  33.4  70.1  41.5  59.4  39.4
irVol   3m5y   74.2  49.8  55.1  15.9  45.1  62.7  54.7  77.1  68.7  62.0  53.5
irVol  3m10y   76.9  57.3  68.1  18.9  50.9  66.1  62.8  67.9  78.9  68.6  52.1
irVol  3m30y   73.4  68.1  68.0  37.9                                          
irVol   1y1y   53.6  27.3  35.6  12.3  42.2  42.7  41.6  67.1  49.9  55.8  35.5
irVol   1y2y   64.2  33.1  44.9  14.1  43.3  56.5  47.8  68.6  60.0  67.8  38.4
irVol   1y5y   76.2  50.3  62.9  18.0  45.7  59.1  60.7  75.5  70.5  64.0  47.1
irVol  1y10y   78.3  61.1  73.0  22.4  55.2  59.3  67.4  73.9  76.2  69.2  48.4
irVol  1y30y   74.3  65.2  72.4  38.8                                          
irVol   2y2y   75.9  45.2  59.7  17.3  53.2  57.9  60.9  75.4  70.4  69.9  41.5
irVol   2y5y   79.8  56.1  70.3  20.4  57.1  58.4  66.3  78.3  73.3  65.5  44.6
irVol  2y10y   80.0  64.1  75.2  25.2  63.5  56.8  70.4  78.0  75.5  69.3  45.4
irVol  2y30y   74.5  64.7  72.6  38.3                                          
irVol   5y5y   83.7  67.5  78.1  27.1                                          
irVol  5y10y   80.8  69.3  75.3  31.3                                          
irVol  5y30y   71.2  62.7  69.6  41.0                                          
irVol 10y10y   72.4  68.0  68.9  35.1                                          
irVol 10y30y   63.6  56.1  60.8  42.4                                          

#volrecap, #fxvol, #irvol, #eur, #usd, #nzd, #gbp, #cad, #jpy, #krw, #nok, #chf, #aud, #sek

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 Vol Moves

Biggest Vol Moves:
  +15.4%   +2.23   16.68 SEK_Vol1w
  +13.4%   +2.09   17.63 EUR_Vol1w
  +13.0%   +1.26   10.92 CHF_Vol1w
  +12.8%    +2.5    22.0 EUR_3m1y_bpVol
  +12.3%    +7.3    66.4 NOK_3m1y_bpVol
  +11.7%   +1.71   16.30 NOK_Vol1w
   +9.7%    +2.2    25.0 SEK_3m1y_bpVol
   +8.7%    +1.6    19.9 AUD_1m1y_bpVol
   +7.9%    +2.1    28.8 EUR_2yGamma
   +7.9%    +2.1    28.8 EUR_3m2y_bpVol
------------------------
   -3.0%    -1.7    55.5 USD_1m2y_bpVol
   -4.1%   -0.35    8.25 CHF_Vol1m
   -4.2%   -0.38    8.71 AUD_Vol1m
   -4.5%   -0.49   10.51 JPY_Vol1m
   -4.6%   -0.36    7.40 CAD_Vol1w
   -5.2%   -0.78   14.15 VIX
   -5.7%   -0.57    9.38 NZD_Vol1w
   -5.8%   -0.56    9.03 NZD_Vol1m
  -22.6%   -5.64   19.35 VSTOXX1

#bigmove, #eur, #irvol, #usd, #fxvol, #vol, #chf, #jpy, #cad, #nok, #nzd, #aud, #sek

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:
126.516 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