Category: Your Money

Opening Bell 20.09.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.02%
CAC(FRA) +0.16%
UKX(GBR) +0.30%
NKY(JPN) -0.00%
SPX(USA) +0.11%
MINTs
JCI(IDN) +0.04%
INMEX(MEX) +0.09%
NGSEINDX(NGA) -0.08%
XU030(TUR) -1.50%
BRICS
IBOV(BRA) -0.02%
SHCOMP(CHN) +0.08%
NIFTY(IND) -0.05%
INDEXCF(RUS) -0.49%
TOP40(ZAF) +0.03%

Commodities

Energy
Ethanol +0.00%
WTI Crude Oil +0.61%
Brent Crude Oil +0.47%
Heating Oil +0.53%
Natural Gas +0.22%
RBOB Gasoline +0.68%
Metals
Gold 100oz +0.00%
Palladium +0.85%
Copper +0.36%
Platinum +0.60%
Silver 5000oz +0.52%

Currencies

USDEUR:-0.12% USDJPY:-0.07%

MINTs
USDIDR(IDN) -0.11%
USDMXN(MEX) +0.10%
USDNGN(NGA) +0.00%
USDTRY(TUR) +0.00%
BRICS
USDBRL(BRA) -0.07%
USDCNY(CHN) -0.22%
USDINR(IND) +0.29%
USDRUB(RUS) +0.01%
USDZAR(ZAF) -0.01%
Agricultural
Cattle +0.00%
Soybean Meal +0.36%
Corn +0.00%
Cotton +0.00%
Orange Juice +0.00%
White Sugar +0.00%
Coffee (Arabica) +0.00%
Lean Hogs +0.00%
Soybeans +0.21%
Wheat +0.28%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Feeder Cattle +0.00%
Lumber +0.00%
Sugar #11 +0.00%

Out of 43 world ETFs listed in NYSE that we track, 34 are trading above their 10-day SMA and 38 are trading above their 50-day SMA.

Must Reads

The Global Cost of the Eurozone’s 2012 Fiscal Coordination Failure
The Banque de France has an interest little article in its summer report. The Banque de France argues that the eurozone collectively did too much fiscal consolidation—e.g. austerity; budget cuts and tax increases—between 2011 and 2013.  

Investing Hot Shots Can’t Time the Market, Either
Nir Kaissar is a Bloomberg Gadfly columnist covering the markets. He is the founder of Unison Advisors, an asset management firm. He has worked as a lawyer at Sullivan & Cromwell and a consultant at Ernst & Young. The forecast calls for a market correction.

Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!

Options Daily 20.09.2017

NIFTY Summary:

  1. Sep 10150 calls added 2,57,850 contracts.
  2. Sep 8100 calls shed 2,81,250.
  3. Sep 10100 puts added 2,62,125.
  4. Sep 10000 puts shed 2,18,550.

Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.

Avg. True Range

NIFTY.50 NIFTY.BANK
3 66.66 173.17
5 70.31 186.95
10 78.36 218.16
20 87.36 255.57

NIFTY 50 NIFTY BANK
TrueRange 49.00 110.45
TrueHigh 10178.95 25103.45
TrueLow 10129.95 24993.00

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

5-day forecast based on ARMA(0,2)+GARCH(1,1) model:

VIX 13.25 15.15 16.14 16.14 16.14
σ 1.91 1.94 1.97 2.00 2.03

Marketwide OI

Securities under ban today: BEML, DHFL, HDIL, IBREALEST, INFIBEAM, JPASSOCIAT, JSWENERGY, JUSTDIAL.
market wide position limit chart

Opening Bell 19.09.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.32%
CAC(FRA) +0.30%
UKX(GBR) +0.52%
NKY(JPN) +1.45%
SPX(USA) +0.15%
MINTs
JCI(IDN) -0.20%
INMEX(MEX) +0.73%
NGSEINDX(NGA) -0.38%
XU030(TUR) -0.96%
BRICS
IBOV(BRA) +0.31%
SHCOMP(CHN) -0.10%
NIFTY(IND) +0.67%
INDEXCF(RUS) +0.26%
TOP40(ZAF) +0.94%

Commodities

Energy
Brent Crude Oil -0.18%
WTI Crude Oil +0.00%
Heating Oil +0.00%
Ethanol +0.83%
Natural Gas +0.03%
RBOB Gasoline -0.01%
Metals
Palladium -0.12%
Copper +0.14%
Gold 100oz -0.05%
Platinum +0.25%
Silver 5000oz +0.00%

Currencies

USDEUR:-0.12% USDJPY:-0.04%

MINTs
USDIDR(IDN) +0.09%
USDMXN(MEX) +0.01%
USDNGN(NGA) +0.00%
USDTRY(TUR) -0.12%
BRICS
USDBRL(BRA) +0.87%
USDCNY(CHN) +0.24%
USDINR(IND) +0.07%
USDRUB(RUS) -0.01%
USDZAR(ZAF) -0.18%
Agricultural
Soybean Meal -0.23%
Coffee (Arabica) +0.00%
Corn +0.07%
Lean Hogs -0.08%
Orange Juice +0.00%
White Sugar +0.00%
Cattle +0.14%
Soybeans +0.08%
Wheat -0.17%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Cotton +0.00%
Feeder Cattle +0.02%
Lumber +0.11%
Sugar #11 +0.00%

Out of 43 world ETFs listed in NYSE that we track, 29 are trading above their 10-day SMA and 36 are trading above their 50-day SMA.

Must Reads

What If We Could Upload Books to Our Brains?
Your browser is no longer supported. You can still use the site, but some features may not work as expected. Please consider upgrading to one of the following browsers. Chrome, Firefox, Safari, Opera or Edge / Internet Explorer. Reading has its advantages.

Has disruption from e-commerce run its course?
The following article was originally published in “What I Learned This Week” on August 24, 2017. To learn more about 13D’s investment research, please visit our website.

Check out our Global Macro Dashboard for currency, commodity, bonds and credit charts.

Good luck!

Options Daily 19.09.2017

NIFTY Summary:

  1. Sep 10200 calls added 5,14,050 contracts.
  2. Sep 10100 calls shed 11,76,375.
  3. Sep 10150 puts added 11,32,200.
  4. Sep 9900 puts shed 10,98,225.

Our trend model indicates a LONG on the NIFTY and LONG on the BANKNIFTY.

Avg. True Range

NIFTY.50 NIFTY.BANK
3 75.49 204.53
5 75.57 205.84
10 80.60 227.06
20 87.55 258.55

NIFTY 50 NIFTY BANK
TrueRange 86.30 261.05
TrueHigh 10171.70 25105.35
TrueLow 10085.40 24844.30

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP BANKNIFTY Volatility chart
Dotted lines indicated actual underlying volatility. Solid lines are IVs.

VIX Density Plot

VIX kernel density plot

5-day forecast based on ARMA(0,2)+GARCH(1,1) model:

VIX 13.30 15.05 16.15 16.15 16.15
σ 1.90 1.93 1.96 1.99 2.02

Marketwide OI

Securities under ban today: DHFL, HDIL, IBREALEST, INFIBEAM, JPASSOCIAT, JSWENERGY, JUSTDIAL, WOCKPHARMA.
market wide position limit chart