xmarket – MbMktBot

Biggest Rates Moves

Biggest Rates Moves: +4.5% +0.048 1.122 USDvsNZD_5y5y +4.1% +0.046 1.178 USDvsNZD_10y10y +9.0% +0.039 0.473 USDvsNZD_10y_Bond +0.8% +0.038 4.710 Shibor +0.037 -2.129 USDvsJPY_5y5y +6.5% +0.035 0.574 USDvsNZD_2y2y +0.034 -1.013 EURvsJPY_5y5y +21.0% +0.034 0.196 USDvsAUD_10y_Bond +7.0% +0.034 0.516 AUDvsNZD_2y2y +5.5% +0.033 0.631 AUDvsNZD_5y5y ------------------------ -0.027 -0.099 USDvsAUD_1y1y -1.1% -0.027 2.544 USD_5y5y -1.4% -0.028 2.036 JPYvsKRW_1y1y -5.2% -0.030 0.545 ITA_5y_Bond -0.031 -0.121 FRA_5y_Bond -1.8% -0.037 1.971 AUD_1y1y -1.6% -0.046 2.896 GRE_2y_Bond -12.1% -0.055 0.400 JPY_5y5y_Inflation -0.066 -1.287 EURvsJPY_5y5y_Inflation -0.073 -1.858 USDvsJPY_5y5y_Inflation

#bigmove, #eur, #cnh, #fixing, #rate, #ita, #fra, #jpy, #usd, #gre, #xmarket, #krw, #aud, #inflation, #nzd

Z-Score Outliers

1y Z-Score Outlier: USDvsAUD_1y1y (-3.00), GBP_5s30s (-2.90), USD_5s30s (-2.86), USDvsAUD_10y10y (-2.86), USD_5s30s_Bond (-2.80), USDvsAUD_10y (-2.79), SEK_2y_Bond (-2.75), GBP_5s10s (-2.73), USD_5s10s_Bond (-2.69), USDvsNZD_2y2y (-2.66), 2yNote (-2.63), USD_5s10s (-2.61), USD_10s30s_Bond (-2.55), USD_2y (+2.56), GBP_2s5s10s (+2.58), Nikkei (+2.60), KRW_2y_Bond (+2.68), EURTRY (+2.72), USD_2y_Bond (+2.84), KRW_1y (+2.93), XBT (+3.52)


 5y Z-Score Outlier: CAD_5s30s_Bond (-2.95), OBX (+2.52), USD_1y (+2.56), ETF_Internet (+2.57), MSCIAP (+2.57), Dow (+2.62), ETF_Technology (+2.67), USD_2y_Bond (+2.76), EURTRY (+2.77), KOSPI (+3.20), XBT (+6.80)

10y Z-Score Outlier: ETF_Internet (+2.63), ETF_Technology (+2.78), EURTRY (+3.09), XBT (+7.99)

#zscore, #eur, #cad, #gbp, #em, #aud, #sek, #usd, #nok, #xbt, #krw, #jpy, #xmarket, #future, #try, #fly, #asia, #rate, #curve, #fx, #stock, #etf, #nzd

New Highs & Lows

New 1y High: CHF_1y1y=-0.397, CHF_2y=-0.512, EURvsCHF_1y1y=-0.209, KRW_3m=1.630


New  1y Low : CAD_2s10s_Bond=0.437, CAD_2s5s_Bond=0.184, GBP_2s10s=0.486, GBP_5s10s=0.232, GBP_5s30s=0.422, SEK_2s5s10s_Bond=-0.326, USD_2s10s=0.401, USD_2s5s=0.193
New  5y High: USDvsJPY_2s10s=-0.186
New  5y Low : CAD_5s10s_Bond=0.253
New 10y High: NZX50=8176.1, XBT=9652.7

New 10y Low : EURvsUSD_2s10s=-0.591, SEK_3m=-0.635, USD_2s5s_Bond=0.307, USDvsAUD_1y1y=-0.099

#highlow, #fly, #sek, #cad, #gbp, #eur, #rate, #chf, #fixing, #usd, #jpy, #curve, #fx, #stock, #xmarket, #xbt, #krw, #aud, #nzd

Highest + Lowest RSI

Highest + Lowest RSI: RSI=98.3 4.652 Shibor RSI=97.9 1.620 KRW_3m RSI=96.9 1.462 USD_3m RSI=90.2 0.462 Sonia RSI=87.5 0.523 GBP_3m RSI=76.2 1.743 USD_1y RSI=74.0 -0.556 EURvsNOK_5s30s RSI=73.7 -0.439 SPA_2s5s10s_Bond RSI=72.3 4.6491 EURTRY RSI=71.7 8166.2 XBT ---------------- RSI=26.9 -0.623 POR_2s5s10s_Bond RSI=26.3 3.230 POR_30y_Bond RSI=26.3 1.271 EUR_5s30s RSI=25.2 0.201 EURvsSEK_2y2y RSI=24.4 1.727 FRA_5s30s_Bond RSI=22.4 0.544 POR_5y_Bond RSI=19.9 -0.885 SEK_2y_Bond RSI=19.4 1084.0 KRW RSI=14.9 -0.630 SEK_3m RSI= 0.2 -0.751 CHF_3m

#rsi, #eur, #em, #chf, #spa, #sek, #fra, #fx, #nok, #rate, #cnh, #xbt, #krw, #usd, #curve, #fly, #fixing, #por, #try, #gbp, #xmarket

Biggest 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

Z-Score Outliers

1y Z-Score Outlier: SEK_2y_Bond (-3.15), USD_5s30s_Bond (-3.13), USD_5s30s (-3.10), USD_10s30s_Bond (-2.99), USDvsAUD_10y10y (-2.94), USDvsAUD_10y (-2.92), USDvsNZD_2y2y (-2.86), USD_5s10s_Bond (-2.85), USDvsNZD_10y (-2.81), USDvsAUD_1y1y (-2.80), CHF_5s10s (-2.74), 2yNote (-2.66), USD_5s10s (-2.65), SEK_5y_Bond (-2.58), USDvsNZD_10y10y (-2.55), GBP_5s30s (-2.54), KRW_2y (+2.53), TRY (+2.53), USD_2y (+2.54), Nikkei (+2.71), KRW_2y_Bond (+2.79), EURTRY (+2.82), USD_2y_Bond (+2.85), XBT (+2.91), KRW_1y (+2.94)


 5y Z-Score Outlier: CAD_5s30s_Bond (-2.97), ETF_Internet (+2.53), USD_1y (+2.55), Dow (+2.60), ETF_Technology (+2.64), MSCIAP (+2.68), OBX (+2.68), USD_2y_Bond (+2.75), EURTRY (+2.79), KOSPI (+3.43), XBT (+5.85)

10y Z-Score Outlier: TRY (+2.53), ETF_Internet (+2.61), ETF_Technology (+2.76), EURTRY (+3.10), XBT (+6.89)

#zscore, #xbt, #nok, #gbp, #asia, #chf, #fx, #try, #jpy, #aud, #etf, #xmarket, #stock, #eur, #krw, #future, #curve, #em, #sek, #usd, #rate, #cad, #nzd

New Highs & Lows

New 1y High: EURvsCHF_1y1y=-0.223, KRW_3m=1.620


New  1y Low : CHF_5s10s=0.438, CHF_5s10s30s=-0.065, CZK=21.459, EURCZK=25.428, EURvsNOK_2y2y=1.254, KRW=1084.0, NZD_10y10y=3.869, SEK_5y_Bond=-0.258, USD_2s10s=0.415, USDvsAUD_5y5y=0.473
New  5y High: USDvsJPY_2s10s=-0.197
New 10y High: EURTRY=4.6491, TotalReturn_MSCI_World=5779.76

New 10y Low : NZD_3m=1.905, SEK_2y_Bond=-0.885

#highlow, #eur, #em, #chf, #sek, #fx, #nzd, #usd, #nok, #rate, #czk, #krw, #curve, #fly, #fixing, #try, #jpy, #aud, #etf, #xmarket

Biggest Rates Moves

Biggest Rates Moves: +0.081 -2.492 USDvsCHF_1y1y +0.069 -2.337 USDvsCHF_2y2y +0.065 -0.102 USDvsCAD_2y2y +0.062 -2.003 USDvsJPY_1y1y +0.062 -2.119 USDvsJPY_2y2y +0.060 -1.141 USDvsGBP_1y1y +13.8% +0.055 0.455 JPY_5y5y_Inflation +0.054 -1.042 USDvsGBP_2y2y +0.053 -1.212 EURvsJPY_5y5y_Inflation +0.050 -2.071 USDvsJPY_10y ------------------------ -2.2% -0.045 1.984 AUD_1y1y -8.7% -0.045 0.473 USDvsAUD_5s30s -1.6% -0.049 3.071 AUD_30y -2.3% -0.050 2.114 USD_5y -1.7% -0.057 3.387 AUD_10y10y -2.7% -0.057 2.042 USD_5y_Bond -2.7% -0.061 2.229 USD_2y2y -3.0% -0.063 2.056 USD_1y1y -3.7% -0.073 1.905 EURvsUSD_2y2y -3.4% -0.078 2.247 EURvsUSD_1y1y

#bigmove, #inflation, #jpy, #aud, #cad, #usd, #eur, #xmarket, #gbp, #chf, #rate

Z-Score Outliers

1y Z-Score Outlier: USD_5s30s (-3.21), USD_5s30s_Bond (-3.20), USDvsAUD_10y10y (-3.20), SEK_2y_Bond (-3.10), USD_10s30s_Bond (-3.05), USDvsAUD_10y (-2.98), USDvsAUD_1y1y (-2.93), USD_5s10s_Bond (-2.90), USDvsNZD_10y (-2.87), USDvsNZD_2y2y (-2.80), USD_5s10s (-2.79), 2yNote (-2.71), GBP_5s30s (-2.56), USDvsNZD_10y10y (-2.56), USDvsNZD_5y5y (-2.51), USDvsCHF_5s30s (+2.51), USD_2y (+2.52), TRY (+2.55), KRW_2y2y (+2.56), JPYvsKRW_5y5y (+2.57), USDvsJPY_5s30s (+2.57), KRW_10y (+2.59), JPYvsKRW_10y_Bond (+2.61), JPYvsKRW_2y2y (+2.63), JPYvsKRW_10y (+2.65), KRW_5y (+2.68), KRW_5y_Bond (+2.68), KRW_2y (+2.74), Nikkei (+2.75), EURTRY (+2.78), KRW_2y_Bond (+2.90), USD_2y_Bond (+2.90), XBT (+2.98), KRW_1y (+3.17)


 5y Z-Score Outlier: CAD_5s30s_Bond (-3.00), ETF_Internet (+2.54), USD_1y (+2.54), Dow (+2.61), ETF_Technology (+2.65), MSCIAP (+2.72), OBX (+2.73), EURTRY (+2.76), USD_2y_Bond (+2.76), KOSPI (+3.47), XBT (+5.96)

10y Z-Score Outlier: TRY (+2.53), ETF_Internet (+2.61), ETF_Technology (+2.77), EURTRY (+3.08), XBT (+7.01)

#zscore, #krw, #asia, #stock, #future, #etf, #jpy, #aud, #fx, #gbp, #eur, #nzd, #try, #sek, #xmarket, #chf, #curve, #cad, #usd, #xbt, #nok, #em, #rate

New Highs & Lows

New 1y High: ETF_China=48.32, ETF_EM_Vanguard=45.77


New  1y Low : CAD_2s10s_Bond=0.449, CZK=21.552, EURCZK=25.480, EURvsNOK_2y2y=1.259, GBP_Vol1w=6.08, GERvsPOR_10y_Bond=1.556, KRW=1086.3, NZD_10y10y=3.881, POR_10y_Bond=1.905, POR_2s5s_Bond=0.752, POR_30y_Bond=3.215, USD_2s10s=0.416, USDvsAUD_10y10y=0.653
New  5y High: ETF_EM_MSCI=47.81, MSCIEM=1156.7, USDvsJPY_2s10s=-0.203
New  5y Low : CAD_5s10s_Bond=0.259, CAD_5s30s_Bond=0.606, USD_2s5s_Bond=0.315
New 10y High: ETF_Internet=110.05, MSCIAP=568.47, Nasdaq=6867.4, TotalReturn_MSCI_World=5770.29

New 10y Low : EURvsUSD_2s10s=-0.590, ITA_2y_Bond=-0.367, POR_2y_Bond=-0.227, POR_5y_Bond=0.525, USDvsAUD_10y=0.385

#highlow, #krw, #asia, #stock, #ita, #etf, #jpy, #aud, #fx, #gbp, #eur, #por, #nzd, #czk, #fxvol, #ger, #xmarket, #curve, #cad, #usd, #nok, #em, #rate

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

Z-Score Outliers

1y Z-Score Outlier: USD_5s30s (-3.66), USD_5s30s_Bond (-3.62), USD_10s30s_Bond (-3.43), USD_5s10s_Bond (-3.29), 2yNote (-3.24), SEK_2y_Bond (-3.21), USDvsNZD_2y2y (-3.20), USDvsAUD_1y1y (-3.13), USD_5s10s (-3.08), USDvsNZD_10y (-3.04), GBP_5s30s (-3.01), USDvsAUD_10y (-2.99), USD_10s30s (-2.89), USDvsJPY_1y1y (-2.82), USDvsNZD_1y1y (-2.80), USDvsAUD_10y10y (-2.75), GBP_5s10s (-2.64), USDvsNZD_5y5y (-2.64), CHF_2s10s_Bond (-2.60), USDvsNZD_10y10y (-2.57), KRW_10y_Bond (+2.52), KRW_2y2y (+2.56), JPYvsKRW_10y_Bond (+2.63), JPYvsKRW_2y2y (+2.64), KRW_10y (+2.64), KRW_5y (+2.66), KRW_2y (+2.67), Nikkei (+2.68), KRW_5y_Bond (+2.74), JPYvsKRW_5y5y (+2.75), USD_1y1y (+2.75), JPYvsKRW_10y (+2.79), USDvsJPY_5s30s (+2.81), USD_2y (+2.85), EURTRY (+2.89), TRY (+2.90), KRW_2y_Bond (+2.95), XBT (+3.01), EURvsUSD_1y1y (+3.05), KRW_1y (+3.05), USDvsCHF_5s30s (+3.19), USD_2y_Bond (+3.28)


 5y Z-Score Outlier: CAD_5s30s_Bond (-3.00), Eurodollar_Whites (-2.55), ETF_Internet (+2.53), USD_2y (+2.57), USD_1y (+2.59), Dow (+2.64), MSCIAP (+2.65), ETF_Technology (+2.67), OBX (+2.74), EURTRY (+2.80), USD_2y_Bond (+2.89), KOSPI (+3.42), XBT (+5.99)

10y Z-Score Outlier: TRY (+2.59), ETF_Internet (+2.60), ETF_Technology (+2.78), EURTRY (+3.11), XBT (+7.04)

#zscore, #future, #asia, #usd, #eur, #cad, #fx, #xbt, #chf, #etf, #nzd, #sek, #gbp, #try, #nok, #krw, #aud, #stock, #rate, #jpy, #xmarket, #curve, #em

New Highs & Lows

New 1y High: ETF_China=48.23, ETF_EM_Vanguard=45.62, SMI=9324.5, USDvsCHF_5s30s=0.585, USDvsJPY_2s10s=-0.211, USDvsJPY_5s30s=0.345


New  1y Low : 2yNote=107.391, CAD_2s10s_Bond=0.456, CAD_Vol1w=5.16, EURCZK=25.491, GBP_10s30s=0.185, GBP_5s30s=0.428, GBP_5s30s_Bond=1.058, GBP_Vol1w=6.10, GERvsPOR_10y_Bond=1.566, KRW=1090.8, NZD_10y10y=3.910, POR_10y_Bond=1.917, POR_2s5s_Bond=0.756, POR_30y_Bond=3.225, SEK_5y_Bond=-0.236, USD_2s10s=0.417, USDvsAUD_10y10y=0.687
New  5y High: ETF_EM_MSCI=47.69, MSCIEM=1151.0, USD_1y=1.756, USD_1y1y=2.119, USD_2y=1.943, USD_2y_Bond=1.772, USDvsCHF_2s10s=0.368
New  5y Low : CAD_5s10s_Bond=0.265, Eurodollar_Whites=98.213, GBP_10s30s_Bond=0.543, USD_10s30s=0.193, USD_10s30s_Bond=0.402, USD_2s5s_Bond=0.327, USD_5s30s=0.389, USDvsJPY_1y1y=-2.065
New 10y High: Dow=23591, ETF_Internet=109.75, ETF_Technology=64.26, EURTRY=4.6462, EURvsUSD_1y1y=2.325, MSCIAP=565.46, Nasdaq=6862.5, OAT=158.890, S&P500=2599.0, TRY=3.9565

New 10y Low : EURvsUSD_5s30s=-0.918, ITA_2y_Bond=-0.364, POR_2y_Bond=-0.215, POR_5y_Bond=0.541, SEK_2y_Bond=-0.879, USD_2s10s_Bond=0.584, USD_5s10s=0.196, USD_5s10s_Bond=0.257, USD_5s30s_Bond=0.659, USDvsAUD_10y=0.389, USDvsAUD_1y1y=-0.090, USDvsAUD_2y2y=0.064, USDvsNZD_10y=0.760, USDvsNZD_1y1y=0.204, USDvsNZD_2y2y=0.533

#highlow, #czk, #future, #asia, #usd, #eur, #cad, #fx, #chf, #etf, #nzd, #sek, #fra, #gbp, #try, #krw, #por, #aud, #stock, #rate, #ger, #fxvol, #jpy, #xmarket, #curve, #ita, #em

New 1y High: USDvsJPY_5s30s=0.345 #jpy #usd #xmarket #rate https://t.co/Q

New 1y High: USDvsJPY_5s30s=0.345
#jpy #usd #xmarket #rate https://t.co/QHSXU3zc0f

New 1y High: USDvsJPY_2s10s=-0.211 #jpy #usd #xmarket #rate https://t.co/

New 1y High: USDvsJPY_2s10s=-0.211
#jpy #usd #xmarket #rate https://t.co/3cSeZOR8c0

New 5y Low: USDvsJPY_1y1y=-2.065 #jpy #usd #xmarket #rate https://t.co/RI

New 5y Low: USDvsJPY_1y1y=-2.065
#jpy #usd #xmarket #rate https://t.co/RIJEB8gYoX

New 1y High: USDvsCHF_5s30s=0.585 #xmarket #usd #chf #rate https://t.co/A

New 1y High: USDvsCHF_5s30s=0.585
#xmarket #usd #chf #rate https://t.co/AUzfwTafte

New 5y High: USDvsCHF_2s10s=0.368 #xmarket #usd #chf #rate https://t.co/H

New 5y High: USDvsCHF_2s10s=0.368
#xmarket #usd #chf #rate https://t.co/HYMnigjxRM

New 10y Low: USDvsAUD_10y=0.389 #xmarket #usd #aud #rate https://t.co/dam

New 10y Low: USDvsAUD_10y=0.389
#xmarket #usd #aud #rate https://t.co/dam7xcYRwL

New 1y Low: GERvsPOR_10y_Bond=1.566 #xmarket #rate #ger #por #eur https:/

New 1y Low: GERvsPOR_10y_Bond=1.566
#xmarket #rate #ger #por #eur https://t.co/BcLnP6xebu

New 10y Low: EURvsUSD_5s30s=-0.918 #xmarket #rate #usd #eur https://t.co/

New 10y Low: EURvsUSD_5s30s=-0.918
#xmarket #rate #usd #eur https://t.co/eIoF7bOSTT

New 10y High: EURvsUSD_1y1y=2.325 #xmarket #rate #usd #eur https://t.co/r

New 10y High: EURvsUSD_1y1y=2.325
#xmarket #rate #usd #eur https://t.co/rXTqFZHRoj

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

Z-Score Outliers

1y Z-Score Outlier: EURvsUSD_2s10s (-2.91), CHF_Vol2y (-2.83), NOK_Vol2y (-2.77), VSTOXX3 (-2.71), VSTOXX4 (-2.65), INR (-2.62), CHF_Vol1y (-2.59), GRE_10y_Bond (-2.56), NOK_Vol1y (-2.56), SEK_Vol2y (-2.56), CAC40 (+2.52), CAD (+2.57), SMI (+2.61), XBT (+2.83), KOSPI (+3.04)


 5y Z-Score Outlier: Eurodollar_Whites (-2.73), USDvsGBP_10y_Bond (-2.56), USDvsGBP_10y (-2.54), USD_2y_Bond (+2.51), USD_2y (+2.57), USD_1y (+2.77), KOSPI (+3.51), XBT (+3.59)

10y Z-Score Outlier: USDvsGBP_10y (-2.78), USDvsGBP_10y_Bond (-2.77), USDvsGBP_2y2y (-2.74), USDvsGBP_1y1y (-2.54), EURTRY (+2.51), XBT (+3.86)

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

New Highs & Lows

New 1y High: CAD=1.3749, EURNOK=9.531, EuroStoxx=3627.9, OMX=1638.3, SMI=8980.0, SX7E=137.29, Stoxx600=391.98


New  1y Low : CHF_Vol2y=7.34, CommodityIndex=177.01, EUR_Vol2y=7.93, EURvsSEK_5s30s=0.350, GBP_Vol1m=7.00, GBP_Vol1y=8.42, GBP_Vol2y=8.69, GBP_Vol3m=7.79, GBP_Vol6m=8.07, GERvsGRE_10y_Bond=5.574, GRE_10y_Bond=5.968, ILS=3.6077, SEK_Vol1y=8.77, SEK_Vol2y=8.84, VIX3=13.58, VSTOXX2=16.20, VSTOXX3=17.20, VSTOXX4=17.95
New  5y High: CAC40=5372.4
New  5y Low : EURvsNOK_10y10y=0.378, VIX4=14.13

New 10y High: DAX=12648, KOSPI=2241.2, TotalReturn_MSCI_World=5254.01

#highlow, #commodity, #krw, #cad, #usd, #stock, #eur, #gre, #xmarket, #vol, #sek, #chf, #fx, #ils, #fxvol, #em, #nok, #ger, #etf, #gbp, #rate, #fra

Low RSI: 18.2 for GERvsGRE_10y_Bond=5.574 0% 1y Range 5% 5y Range

Low RSI: 18.2 for GERvsGRE_10y_Bond=5.574
0% 1y Range
5% 5y Range
15% 10y Range
#rsi #eur #gre #xmarket #rsi… https://t.co/o9lWklOOvn

Low RSI: 20.0 for GERvsPOR_10y_Bond=3.029 23% 1y Range 18% 5y Range

Low RSI: 20.0 for GERvsPOR_10y_Bond=3.029
23% 1y Range
18% 5y Range
19% 10y Range
#rsi #eur #xmarket #rsi #ger… https://t.co/mqeK5zL4V7

Outlier 10y Zscore: -2.74 for USDvsGBP_2y2y=-1.269 #usd #xmarket #rate #z

Outlier 10y Zscore: -2.74 for USDvsGBP_2y2y=-1.269
#usd #xmarket #rate #zscore #gbp #zscore https://t.co/scULgfntLJ

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

Z-Score Outliers

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


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

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

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

New Highs & Lows

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


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

New 10y Low : EURvsUSD_2s10s=-0.273

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

Low RSI: 20.0 for GERvsGRE_10y_Bond=5.680 1% 1y Range 6% 5y Range

Low RSI: 20.0 for GERvsGRE_10y_Bond=5.680
1% 1y Range
6% 5y Range
16% 10y Range
#rsi #gre #xmarket #ger… https://t.co/OCML65cX07

Outlier 10y Zscore: -2.76 for USDvsGBP_2y2y=-1.276 #rate #xmarket #zscore

Outlier 10y Zscore: -2.76 for USDvsGBP_2y2y=-1.276
#rate #xmarket #zscore #gbp #usd #zscore https://t.co/0dLAo9r9PX

Outlier 10y Zscore: -2.57 for USDvsGBP_1y1y=-1.267 #rate #xmarket #zscore

Outlier 10y Zscore: -2.57 for USDvsGBP_1y1y=-1.267
#rate #xmarket #zscore #gbp #usd #zscore https://t.co/4nvNG2ZSU8

Outlier 5y Zscore: -2.58 for USDvsGBP_10y_Bond=-1.245 #rate #xmarket #zsc

Outlier 5y Zscore: -2.58 for USDvsGBP_10y_Bond=-1.245
#rate #xmarket #zscore #gbp #usd #zscore https://t.co/D6jhFgy1yo

Outlier 10y Zscore: -2.79 for USDvsGBP_10y_Bond=-1.245 #rate #xmarket #zs

Outlier 10y Zscore: -2.79 for USDvsGBP_10y_Bond=-1.245
#rate #xmarket #zscore #gbp #usd #zscore https://t.co/yfMrLRc0qY

Outlier 5y Zscore: -2.56 for USDvsGBP_10y=-1.119 #rate #xmarket #zscore #

Outlier 5y Zscore: -2.56 for USDvsGBP_10y=-1.119
#rate #xmarket #zscore #gbp #usd #zscore https://t.co/QCNCbX5kMb

Outlier 10y Zscore: -2.80 for USDvsGBP_10y=-1.119 #rate #xmarket #zscore

Outlier 10y Zscore: -2.80 for USDvsGBP_10y=-1.119
#rate #xmarket #zscore #gbp #usd #zscore https://t.co/IU43jWx2e7

Outlier 1y Zscore: -3.01 for EURvsUSD_2s10s=-0.273 #rate #xmarket #zscore

Outlier 1y Zscore: -3.01 for EURvsUSD_2s10s=-0.273
#rate #xmarket #zscore #eur #usd #zscore https://t.co/1zlSLG5iTj

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

Z-Score Outliers

1y Z-Score Outlier: EURvsUSD_2s10s (-2.88), CHF_Vol2y (-2.84), NOK_Vol2y (-2.76), VSTOXX3 (-2.68), CHF_Vol1y (-2.67), INR (-2.67), GRE_10y_Bond (-2.59), VSTOXX4 (-2.55), XBT (+2.67), FRAvsITA_10y_Bond (+2.74), KOSPI (+2.82)


 5y Z-Score Outlier: Eurodollar_Whites (-2.67), USD_1y (+2.72), KOSPI (+3.25), XBT (+3.43)

10y Z-Score Outlier: USDvsGBP_10y (-2.74), USDvsGBP_10y_Bond (-2.68), USDvsGBP_2y2y (-2.68), USDvsGBP_1y1y (-2.52), ETF_Technology (+2.51), XBT (+3.69)

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

New Highs & Lows

New 1y High: AUDCAD=1.0330, CAD=1.3709, ETF_EM_MSCI=40.58, ETF_EM_Vanguard=40.70, FRAvsITA_10y_Bond=1.489, KRW_10y10y=2.027, KRW_30y_Bond=2.406, MSCIAP=490.61, MSCIEM=988.2, OMX=1636.5, SMI=8868.6, Stoxx600=389.53, USDvsCAD_2s10s=0.062


New  1y Low : CADMXN=13.691, CHF_Vol3m=6.59, EURPLN=4.2029, EUR_Vol1y=7.90, EUR_Vol2y=7.99, EUR_Vol6m=7.79, GBP_Vol1y=8.60, GBP_Vol2y=8.87, GERvsGRE_10y_Bond=5.662, GRE_10y_Bond=5.990, ILS=3.6086, NOK_Vol1y=9.45, NOK_Vol2y=9.61, NOK_Vol3m=8.68, NOK_Vol6m=9.06, SEK_Vol1y=8.83, SEK_Vol2y=8.94, SEK_Vol3m=8.35, SEK_Vol6m=8.60
New  5y High: CAC40=5304.2, KOSPI=2219.7
New  5y Low : EURvsNOK_10y10y=0.390
New 10y High: DAX=12508, ETF_Internet=93.99, ETF_Technology=54.91, Nasdaq=6095.4, TotalReturn_MSCI_World=5251.59, XBT=1439.4

New 10y Low : EURvsUSD_2s10s=-0.259

#highlow, #nok, #cad, #chf, #em, #rate, #gbp, #krw, #pln, #fx, #eur, #ger, #etf, #fxvol, #xbt, #ita, #sek, #gre, #usd, #ils, #mxn, #stock, #aud, #asia, #fra, #xmarket

Low RSI: 18.7 for GERvsGRE_10y_Bond=5.662 0% 1y Range 6% 5y Range

Low RSI: 18.7 for GERvsGRE_10y_Bond=5.662
0% 1y Range
6% 5y Range
16% 10y Range
#rsi #rsi #xmarket #eur #gre… https://t.co/XTcSFPfH5j

Outlier 10y Zscore: -2.68 for USDvsGBP_2y2y=-1.230 #usd #rate #xmarket #g

Outlier 10y Zscore: -2.68 for USDvsGBP_2y2y=-1.230
#usd #rate #xmarket #gbp #zscore #zscore https://t.co/6vjg1EAvqZ

Outlier 10y Zscore: -2.52 for USDvsGBP_1y1y=-1.232 #usd #rate #xmarket #g

Outlier 10y Zscore: -2.52 for USDvsGBP_1y1y=-1.232
#usd #rate #xmarket #gbp #zscore #zscore https://t.co/iOjn4QjnWI

Outlier 10y Zscore: -2.68 for USDvsGBP_10y_Bond=-1.192 #usd #rate #xmarke

Outlier 10y Zscore: -2.68 for USDvsGBP_10y_Bond=-1.192
#usd #rate #xmarket #gbp #zscore #zscore https://t.co/VRvAEgkq7M

Outlier 10y Zscore: -2.74 for USDvsGBP_10y=-1.090 #usd #rate #xmarket #gb

Outlier 10y Zscore: -2.74 for USDvsGBP_10y=-1.090
#usd #rate #xmarket #gbp #zscore #zscore https://t.co/easQnanVb9

Biggest Rates Moves

Biggest Rates Moves: +3.2% +0.138 4.434 NZD_10y10y +6.5% +0.099 1.622 USDvsNZD_10y10y +15.2% +0.095 0.720 AUDvsNZD_10y10y +11.0% +0.090 0.910 FedFund +3.3% +0.074 2.305 CAD_5y5y +2.1% +0.070 3.339 AUD_5y5y +3.5% +0.068 1.984 AUD_1y1y +0.063 -1.941 USDvsJPY_5y5y_Inflation +1.5% +0.057 3.964 NZD_5y5y +30.5% +0.051 0.218 USDvsAUD_1y1y ------------------------ -0.033 -2.079 USDvsJPY_2y2y -0.035 -1.784 USDvsJPY_10y10y -0.036 -2.278 USDvsJPY_5y5y -0.038 -1.233 USDvsGBP_10y_Bond -0.038 -2.431 USDvsCHF_10y_Bond -12.9% -0.038 0.257 USDvsAUD_10y_Bond -0.041 -1.094 USDvsGBP_10y10y -0.042 -2.304 USDvsJPY_10y_Bond -8.0% -0.061 0.702 USDvsNZD_10y_Bond -12.0% -0.076 0.558 AUDvsNZD_1y1y

#bigmove, #aud, #chf, #jpy, #usd, #gbp, #cad, #rate, #nzd, #xmarket, #fixing

Z-Score Outliers

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


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

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

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

New Highs & Lows

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


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

New 10y Low : VIX=10.11

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

Outlier 10y Zscore: -2.76 for USDvsGBP_2y2y=-1.275 #xmarket #zscore #gbp

Outlier 10y Zscore: -2.76 for USDvsGBP_2y2y=-1.275
#xmarket #zscore #gbp #rate #usd #zscore https://t.co/GaDBOjkLCU

Outlier 10y Zscore: -2.57 for USDvsGBP_1y1y=-1.263 #xmarket #zscore #gbp

Outlier 10y Zscore: -2.57 for USDvsGBP_1y1y=-1.263
#xmarket #zscore #gbp #rate #usd #zscore https://t.co/ggejOroa3w

Outlier 5y Zscore: -2.57 for USDvsGBP_10y_Bond=-1.233 #xmarket #zscore #g

Outlier 5y Zscore: -2.57 for USDvsGBP_10y_Bond=-1.233
#xmarket #zscore #gbp #rate #usd #zscore https://t.co/LCYxE5RLIP

Outlier 10y Zscore: -2.77 for USDvsGBP_10y_Bond=-1.233 #xmarket #zscore #

Outlier 10y Zscore: -2.77 for USDvsGBP_10y_Bond=-1.233
#xmarket #zscore #gbp #rate #usd #zscore https://t.co/9x4uPG2id9

Outlier 5y Zscore: -2.63 for USDvsGBP_10y=-1.139 #xmarket #zscore #gbp #r

Outlier 5y Zscore: -2.63 for USDvsGBP_10y=-1.139
#xmarket #zscore #gbp #rate #usd #zscore https://t.co/uesEoWkDDo

Outlier 10y Zscore: -2.86 for USDvsGBP_10y=-1.139 #xmarket #zscore #gbp #

Outlier 10y Zscore: -2.86 for USDvsGBP_10y=-1.139
#xmarket #zscore #gbp #rate #usd #zscore https://t.co/Ov0MAvPJui

Highest + Lowest RSI

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

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

Biggest Rates Moves

Biggest Rates Moves: +0.107 -0.718 USDvsCAD_10y_Bond +6.6% +0.098 1.577 CAD_10y_Bond +0.079 -0.995 EURvsCHF_10y10y +0.063 -1.947 USDvsJPY_5y5y_Inflation +0.059 -1.861 USDvsCHF_10y10y +6.6% +0.058 0.934 CHF_10y10y +0.054 -0.203 EURvsJPY_2y2y +28.3% +0.052 0.236 USDvsAUD_1y1y +0.050 -1.000 EURvsJPY_5y5y +12.1% +0.049 0.455 SEKvsNOK_5y5y ------------------------ -3.5% -0.068 1.857 SEK_30y -12.2% -0.069 0.495 SEK_2y2y -4.3% -0.073 1.626 SPA_10y_Bond -0.075 -0.076 SEK_5y_Bond -11.8% -0.078 0.584 SEK_10y_Bond -4.0% -0.080 1.904 SEK_5y5y -2.3% -0.098 4.237 POR_30y_Bond -5.0% -0.101 1.934 POR_5y_Bond -3.2% -0.114 3.460 POR_10y_Bond -1.9% -0.127 6.522 GRE_2y_Bond

#bigmove, #por, #chf, #sek, #cad, #xmarket, #nok, #jpy, #usd, #rate, #eur, #gre, #spa, #aud

Z-Score Outliers

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


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

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

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

New Highs & Lows

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


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

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

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

Low RSI: 15.9 for SPAvsPOR_10y_Bond=1.834 31% 1y Range 25% 5y Range

Low RSI: 15.9 for SPAvsPOR_10y_Bond=1.834
31% 1y Range
25% 5y Range
15% 10y Range
#rsi #por #xmarket #rsi… https://t.co/IQhxMqj0Va

Low RSI: 19.2 for GERvsPOR_10y_Bond=3.164 35% 1y Range 19% 5y Range

Low RSI: 19.2 for GERvsPOR_10y_Bond=3.164
35% 1y Range
19% 5y Range
20% 10y Range
#rsi #por #xmarket #rsi… https://t.co/Yq7wDMbKD2

Outlier 10y Zscore: -2.76 for USDvsGBP_2y2y=-1.266 #gbp #rate #xmarket #z

Outlier 10y Zscore: -2.76 for USDvsGBP_2y2y=-1.266
#gbp #rate #xmarket #zscore #usd #zscore https://t.co/yi3D1IAJch

Outlier 10y Zscore: -2.56 for USDvsGBP_1y1y=-1.253 #gbp #rate #xmarket #z

Outlier 10y Zscore: -2.56 for USDvsGBP_1y1y=-1.253
#gbp #rate #xmarket #zscore #usd #zscore https://t.co/JC2FJLh0hN

Outlier 5y Zscore: -2.58 for USDvsGBP_10y_Bond=-1.231 #gbp #rate #xmarket

Outlier 5y Zscore: -2.58 for USDvsGBP_10y_Bond=-1.231
#gbp #rate #xmarket #zscore #usd #zscore https://t.co/7QUiCAGMUr

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

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

Low RSI: 17.4 for SPAvsPOR_10y_Bond=1.875 34% 1y Range 25% 5y Range

Low RSI: 17.4 for SPAvsPOR_10y_Bond=1.875
34% 1y Range
25% 5y Range
16% 10y Range
#rsi #xmarket #spa #eur #rsi… https://t.co/0uviaLKdS4

Low RSI: 21.0 for GERvsPOR_10y_Bond=3.222 41% 1y Range 20% 5y Range

Low RSI: 21.0 for GERvsPOR_10y_Bond=3.222
41% 1y Range
20% 5y Range
20% 10y Range
#rsi #ger #xmarket #eur #rsi… https://t.co/v5Dkwswgrs

Outlier 10y Zscore: -2.79 for USDvsGBP_2y2y=-1.281 #usd #zscore #xmarket

Outlier 10y Zscore: -2.79 for USDvsGBP_2y2y=-1.281
#usd #zscore #xmarket #rate #gbp #zscore https://t.co/uAKf5gV9O8

Outlier 10y Zscore: -2.59 for USDvsGBP_1y1y=-1.267 #usd #zscore #xmarket

Outlier 10y Zscore: -2.59 for USDvsGBP_1y1y=-1.267
#usd #zscore #xmarket #rate #gbp #zscore https://t.co/elDavT0C15

Outlier 5y Zscore: -2.56 for USDvsGBP_10y_Bond=-1.221 #usd #zscore #xmark

Outlier 5y Zscore: -2.56 for USDvsGBP_10y_Bond=-1.221
#usd #zscore #xmarket #rate #gbp #zscore https://t.co/XF1s6hKaUc

Outlier 10y Zscore: -2.76 for USDvsGBP_10y_Bond=-1.221 #usd #zscore #xmar

Outlier 10y Zscore: -2.76 for USDvsGBP_10y_Bond=-1.221
#usd #zscore #xmarket #rate #gbp #zscore https://t.co/oofUSKDehX

Outlier 5y Zscore: -2.67 for USDvsGBP_10y=-1.146 #usd #zscore #xmarket #r

Outlier 5y Zscore: -2.67 for USDvsGBP_10y=-1.146
#usd #zscore #xmarket #rate #gbp #zscore https://t.co/Om0TNjhOQ4

Outlier 10y Zscore: -2.89 for USDvsGBP_10y=-1.146 #usd #zscore #xmarket #

Outlier 10y Zscore: -2.89 for USDvsGBP_10y=-1.146
#usd #zscore #xmarket #rate #gbp #zscore https://t.co/U8JODbTaYY

Outlier 1y Zscore: -2.76 for EURvsUSD_2s10s=-0.237 #usd #zscore #xmarket

Outlier 1y Zscore: -2.76 for EURvsUSD_2s10s=-0.237
#usd #zscore #xmarket #rate #eur #zscore https://t.co/loAK7PvXTC

Highest + Lowest RSI

Highest + Lowest RSI: RSI=77.8 1.167 USD_3m RSI=75.7 1.0862 EURCHF RSI=74.7 9.352 EURNOK RSI=74.2 90.51 ETF_Internet RSI=74.0 0.045 KRW_10s30s RSI=73.8 135.13 SX7E RSI=73.1 3583.2 EuroStoxx RSI=72.2 6025.5 Nasdaq RSI=71.8 5277.9 CAC40 RSI=70.7 -0.253 NZD_2s5s10s_Bond ---------------- RSI=24.4 17.40 VSTOXX3 RSI=24.4 10.07 NZD_Vol2y RSI=23.5 0.926 CAD_3m RSI=22.9 3.181 POR_2s10s_Bond RSI=22.8 1.551 POR_5s10s_Bond RSI=21.2 3.228 GERvsPOR_10y_Bond RSI=20.9 8.81 GBP_Vol1y RSI=20.5 1.750 AUD_3m RSI=19.7 1.931 SPAvsPOR_10y_Bond RSI=17.4 9.09 GBP_Vol2y

#rsi, #nzd, #cad, #vol, #ger, #chf, #krw, #stock, #gbp, #spa, #xmarket, #fra, #por, #eur, #aud, #nok, #etf, #fixing, #rate, #fx, #fly, #fxvol, #usd, #curve

Biggest Rates Moves

Biggest Rates Moves: +1.9% +0.123 6.692 GRE_2y_Bond +13.7% +0.094 0.782 EURvsUSD_5y5y_Inflation +3.2% +0.091 2.935 SPA_30y_Bond +3.9% +0.085 2.266 ITA_10y_Bond +3.0% +0.081 2.831 USD_10y10y +3.1% +0.080 2.680 USD_5y5y +4.5% +0.079 1.834 FRA_30y_Bond +2.5% +0.079 3.290 ITA_30y_Bond +2.9% +0.071 2.543 USD_20y +2.8% +0.071 2.572 USD_30y ------------------------ -0.061 -1.055 EURvsJPY_5y5y -0.062 -2.099 USDvsJPY_2y2y -7.2% -0.063 0.813 USDvsNZD_1y1y -3.9% -0.066 1.628 USDvsNZD_10y10y -0.066 -1.805 USDvsJPY_10y10y -0.066 -2.087 USDvsJPY_10y -10.3% -0.066 0.574 AUDvsNZD_1y1y -6.3% -0.068 1.008 USDvsGBP_5y5y_Inflation -0.078 -2.298 USDvsJPY_5y5y -0.111 -2.022 USDvsJPY_5y5y_Inflation

#bigmove, #rate, #nzd, #ita, #eur, #aud, #gbp, #spa, #xmarket, #fra, #usd, #jpy, #gre

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

Outlier 10y Zscore: -2.56 for USDvsGBP_5y5y=-1.181 #rate #usd #zscore #gb

Outlier 10y Zscore: -2.56 for USDvsGBP_5y5y=-1.181
#rate #usd #zscore #gbp #xmarket #zscore https://t.co/eOiinlnMj0

Outlier 5y Zscore: -2.57 for USDvsGBP_2y2y=-1.310 #rate #usd #zscore #gbp

Outlier 5y Zscore: -2.57 for USDvsGBP_2y2y=-1.310
#rate #usd #zscore #gbp #xmarket #zscore https://t.co/9Q6uiPKX3j

Outlier 10y Zscore: -2.85 for USDvsGBP_2y2y=-1.310 #rate #usd #zscore #gb

Outlier 10y Zscore: -2.85 for USDvsGBP_2y2y=-1.310
#rate #usd #zscore #gbp #xmarket #zscore https://t.co/sPt4IIxObb

Outlier 10y Zscore: -2.63 for USDvsGBP_1y1y=-1.291 #rate #usd #zscore #gb

Outlier 10y Zscore: -2.63 for USDvsGBP_1y1y=-1.291
#rate #usd #zscore #gbp #xmarket #zscore https://t.co/4y5y5JocPM

Outlier 5y Zscore: -2.64 for USDvsGBP_10y_Bond=-1.247 #rate #usd #zscore

Outlier 5y Zscore: -2.64 for USDvsGBP_10y_Bond=-1.247
#rate #usd #zscore #gbp #xmarket #zscore https://t.co/upwncVHM6h

Outlier 10y Zscore: -2.82 for USDvsGBP_10y_Bond=-1.247 #rate #usd #zscore

Outlier 10y Zscore: -2.82 for USDvsGBP_10y_Bond=-1.247
#rate #usd #zscore #gbp #xmarket #zscore https://t.co/ZehaZdpG7l

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

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

Outlier 5y Zscore: -2.51 for USDvsGBP_2y2y=-1.282 #usd #rate #xmarket #zs

Outlier 5y Zscore: -2.51 for USDvsGBP_2y2y=-1.282
#usd #rate #xmarket #zscore #gbp #zscore https://t.co/uAfw9s8bVg

Outlier 10y Zscore: -2.80 for USDvsGBP_2y2y=-1.282 #usd #rate #xmarket #z

Outlier 10y Zscore: -2.80 for USDvsGBP_2y2y=-1.282
#usd #rate #xmarket #zscore #gbp #zscore https://t.co/XcIpGui0s3

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 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

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