Category: Your Money

Opening Bell 22.11.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.83%
CAC(FRA) +0.48%
UKX(GBR) +0.30%
NKY(JPN) +0.78%
SPX(USA) +0.65%
MINTs
JCI(IDN) +0.36%
INMEX(MEX) +0.55%
NGSEINDX(NGA) -0.52%
XU030(TUR) +1.21%
BRICS
IBOV(BRA) +1.58%
SHCOMP(CHN) +0.72%
NIFTY(IND) +0.27%
INDEXCF(RUS) +1.19%
TOP40(ZAF) +1.36%

Commodities

Energy
Heating Oil +0.46%
WTI Crude Oil +1.50%
Brent Crude Oil +0.72%
Ethanol +0.00%
Natural Gas +0.07%
RBOB Gasoline +0.05%
Metals
Palladium +0.07%
Copper +0.00%
Platinum -0.53%
Silver 5000oz +0.00%
Gold 100oz +0.00%

Currencies

USDEUR:-0.01% USDJPY:-0.14%

MINTs
USDIDR(IDN) -0.09%
USDMXN(MEX) +0.17%
USDNGN(NGA) +0.00%
USDTRY(TUR) +0.14%
BRICS
USDBRL(BRA) -0.10%
USDCNY(CHN) +0.01%
USDINR(IND) -0.31%
USDRUB(RUS) -0.03%
USDZAR(ZAF) +0.13%
Agricultural
Cattle +0.00%
Cotton -0.30%
Coffee (Arabica) +0.00%
Feeder Cattle +0.00%
Lumber +0.00%
Orange Juice +0.00%
Wheat +0.06%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Soybean Meal -0.13%
Sugar #11 +0.00%
White Sugar +0.00%
Corn -0.22%
Lean Hogs +0.00%
Soybeans -0.08%

Out of 43 world ETFs listed in NYSE that we track, 30 are trading above their 10-day SMA and 23 are trading above their 50-day SMA.

Must Reads

Sleuths find SBI Caps, Ambit guilty of Kingfisher loan ‘fraud’, seek CBI probe against officials
The Serious Fraud Investigation Office has found top officials at state-backed SBI Capital Markets and private firm Ambit guilty of helping the erstwhile Kingfisher airlines defraud lenders, the agency’s probe report accessed by HT said.


Australia’s Econ­omy is a House of Cards
By Matt Bar­rie & Craig Tin­dale. I recently watched the fed­eral trea­surer, Scott Mor­ri­son, proudly pro­claim that Aus­tralia was in “sur­pris­ingly good shape”.

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

Good luck!

Options Daily 22.11.2017

NIFTY Summary:

  1. Nov 10450 calls added 92,625 contracts.
  2. Nov 10300 calls shed 6,87,900.
  3. Nov 10300 puts added 7,52,325.
  4. Nov 10200 puts shed 3,92,775.
Avg. True Range

NIFTY.50 NIFTY.BANK
3 79.40 217.59
5 85.52 242.03
10 87.24 275.39
20 85.93 307.79

NIFTY 50 NIFTY BANK
TrueRange 59.95 144.60
TrueHigh 10358.70 25871.10
TrueLow 10298.75 25726.50

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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(3,3)+GARCH(1,1) model:

VIX 13.73 13.79 13.82 13.88 13.92
σ 0.56 0.57 0.59 0.60 0.61

Marketwide OI

Securities under ban today: DHFL, DLF, HDIL, ICIL, INFIBEAM, JISLJALEQS, JPASSOCIAT, JSWENERGY, JUSTDIAL, KSCL, RCOM, RELCAPITAL, TV18BRDCST, WOCKPHARMA.
market wide position limit chart

FRED Scan 22.11.2017

Total Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Financial Commercial Paper Rates

Total Value of Issues, with a Maturity Between 10 and 20 Days, Used in Calculating the AA Financial Commercial Paper Rates

BofA Merrill Lynch Euro High Yield Index Effective Yield

BofA Merrill Lynch Euro High Yield Index Effective Yield

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2020

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2020

Opening Bell 21.11.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.50%
CAC(FRA) +0.40%
UKX(GBR) +0.12%
NKY(JPN) +1.02%
SPX(USA) +0.13%
MINTs
JCI(IDN) -0.39%
INMEX(MEX) +0.18%
NGSEINDX(NGA) +0.24%
XU030(TUR) -2.32%
BRICS
IBOV(BRA) +1.28%
SHCOMP(CHN) +0.19%
NIFTY(IND) +0.15%
INDEXCF(RUS) -0.07%
TOP40(ZAF) +0.78%

Commodities

Energy
Brent Crude Oil +0.18%
Heating Oil +0.15%
WTI Crude Oil +0.14%
Ethanol +0.00%
Natural Gas -0.36%
RBOB Gasoline +0.01%
Metals
Silver 5000oz +0.00%
Copper -0.15%
Gold 100oz +0.00%
Platinum +0.80%
Palladium +0.24%

Currencies

USDEUR:-0.04% USDJPY:-0.06%

MINTs
USDIDR(IDN) +0.05%
USDMXN(MEX) -0.01%
USDNGN(NGA) +0.14%
USDTRY(TUR) -0.03%
BRICS
USDBRL(BRA) -0.06%
USDCNY(CHN) -0.02%
USDINR(IND) +0.12%
USDRUB(RUS) -0.01%
USDZAR(ZAF) -0.02%
Agricultural
Cattle +0.00%
Sugar #11 +0.00%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Cotton -0.49%
Feeder Cattle +0.00%
Lean Hogs +0.00%
Soybeans -0.13%
Wheat -0.18%
Corn -0.29%
Lumber +0.00%
Orange Juice +0.00%
Soybean Meal -0.34%
White Sugar +0.00%
Coffee (Arabica) +0.00%

Out of 43 world ETFs listed in NYSE that we track, 20 are trading above their 10-day SMA and 20 are trading above their 50-day SMA.

Must Reads

NAC files show how Sonia-led elitists eroded PMO primacy and undermined the Constitution
Imagine power without responsibility. It is the wet dream of the influential. A proposition so lucrative and yet inherently disruptive that let alone academic discussions, even pop culture is ridden with examples of its moral fallibility.

Why officials in Labour government pushed ‘dash for diesel’
As Chancellor Philip Hammond considers tougher budget measures on diesel cars, documents obtained by the BBC reveal how the “dash for diesel” was encouraged by presentational considerations.

The origins of the Industrial Revolution
The Industrial Revolution is arguably the most important economic event in world history, and successful industrialisation continues to elude many developing countries today.

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

Good luck!

Options Daily 21.11.2017

NIFTY Summary:

  1. Nov 10500 calls added 4,08,750 contracts.
  2. Nov 10200 calls shed 1,32,675.
  3. Nov 10200 puts added 6,64,950.
  4. Nov 10150 puts shed 1,99,275.
Avg. True Range

NIFTY.50 NIFTY.BANK
3 89.13 254.08
5 91.85 266.13
10 89.76 287.00
20 86.13 309.45

NIFTY 50 NIFTY BANK
TrueRange 48.35 121.45
TrueHigh 10309.85 25803.15
TrueLow 10261.50 25681.70

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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(1,1)+GARCH(1,1) model:

VIX 13.52 13.57 13.62 13.67 13.71
σ 0.55 0.57 0.58 0.59 0.60

Marketwide OI

Securities under ban today: DHFL, DLF, HDIL, ICIL, INFIBEAM, JETAIRWAYS, JPASSOCIAT, JSWENERGY, JUSTDIAL, KSCL, RCOM, RELCAPITAL, TV18BRDCST.
market wide position limit chart