Category: Your Money

FRED Scan 21.03.2019

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity

ICE BofAML Emerging Markets Corporate Plus Index Total Return Index Value

ICE BofAML Emerging Markets Corporate Plus Index Total Return Index Value

ICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Effective Yield

ICE BofAML Asia Emerging Markets Corporate Plus Sub-Index Effective Yield

Henry Hub Natural Gas Spot Price

Henry Hub Natural Gas Spot Price

Effective Federal Funds Volume

Effective Federal Funds Volume

NASDAQ OMX Commodities Index Update 20.03.2019

52-week Highs



NASDAQ Commodity Live Cattle Index TR (NQCILCTR)

52w H 13143801 png
NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png
NASDAQ Commodity Live Stock Index TR (NQCILSTR)

52w H 13143797 png

52-week Lows



NASDAQ Commodity Coffee Index TR (NQCIKCTR)

52w L 13143757 png
NASDAQ Commodity Grains Index TR (NQCIGRTR)

52w L 13143780 png
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR)

52w L 13143821 png
NASDAQ Commodity Wheat Index TR (NQCIWTR)

52w L 13143835 png
NASDAQ Commodity Agriculture Index TR (NQCIACTR)

52w L 13143745 png
NASDAQ Commodity Div Agriculture TR (NQCIDATR)

52w L 13143765 png
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR)

52w L 13143788 png

100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 41.28
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) 7.49
NASDAQ Commodity Live Stock Index TR (NQCILSTR) 4.74
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -1.75
NASDAQ Commodity Grains Index TR (NQCIGRTR) -3.22
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -23.35
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -18.22
NASDAQ Commodity Wheat Index TR (NQCIWTR) -12.52
NASDAQ Commodity Agriculture Index TR (NQCIACTR) -5.52
NASDAQ Commodity Div Agriculture TR (NQCIDATR) -4.11

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 60.95
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) 14.17
NASDAQ Commodity Live Stock Index TR (NQCILSTR) 6.34
NASDAQ Commodity Div Agriculture TR (NQCIDATR) -13.53
NASDAQ Commodity Grains Index TR (NQCIGRTR) -16.22
bottom 5
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -28.70
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -23.96
NASDAQ Commodity Wheat Index TR (NQCIWTR) -20.16
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -18.39
NASDAQ Commodity Agriculture Index TR (NQCIACTR) -16.36

50-day Acceleration


top 5
NASDAQ Commodity Live Stock Index TR (NQCILSTR) 53.98
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) 19.16
NASDAQ Commodity Wheat Index TR (NQCIWTR) 14.89
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 3.47
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.46
bottom 5
NASDAQ Commodity Grains Index TR (NQCIGRTR) -3.09
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) -2.04
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 0.70
NASDAQ Commodity Div Agriculture TR (NQCIDATR) 1.56
NASDAQ Commodity Agriculture Index TR (NQCIACTR) 1.89

100-day Acceleration


top 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 29.34
NASDAQ Commodity Live Stock Index TR (NQCILSTR) 3.11
NASDAQ Commodity Palladium Index TR (NQCIPATR) 2.96
NASDAQ Commodity Wheat Index TR (NQCIWTR) 1.43
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 1.42
bottom 5
NASDAQ Commodity Soybean Meal Index TR (NQCISMTR) 0.10
NASDAQ Commodity Grains Index TR (NQCIGRTR) 0.24
NASDAQ Commodity Div Agriculture TR (NQCIDATR) 0.42
NASDAQ Commodity Agriculture Index TR (NQCIACTR) 0.48
NASDAQ Commodity Live Cattle Index TR (NQCILCTR) 1.21

Check out our international momentum dashboard here.

Opening Bell 20.03.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +1.13%
CAC(FRA) +0.24%
UKX(GBR) +0.34%
NKY(JPN) +0.08%
SPX(USA) -0.01%
MINTs
JCI(IDN) +0.17%
INMEX(MEX) +0.33%
NGSEINDX(NGA) -0.14%
XU030(TUR) +0.25%
BRICS
IBOV(BRA) -0.41%
SHCOMP(CHN) -0.28%
NIFTY(IND) +0.61%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.17%

Commodities

Energy
Brent Crude Oil +0.01%
Ethanol +0.00%
Heating Oil -0.10%
Natural Gas -0.31%
WTI Crude Oil -0.29%
RBOB Gasoline -0.17%
Metals
Gold 100oz +0.00%
Platinum +0.61%
Palladium +0.49%
Copper -0.17%
Silver 5000oz +0.00%

Currencies

USDEUR:+0.06% USDJPY:+0.19%

MINTs
USDIDR(IDN) -0.18%
USDMXN(MEX) +0.06%
USDNGN(NGA) +0.42%
USDTRY(TUR) +0.04%
BRICS
USDBRL(BRA) -0.07%
USDCNY(CHN) +0.02%
USDINR(IND) +0.18%
USDRUB(RUS) -0.02%
USDZAR(ZAF) +0.06%
Agricultural
Cattle +0.00%
Corn +0.07%
Feeder Cattle +0.00%
Coffee (Arabica) +0.00%
White Sugar +0.00%
Cocoa +0.00%
Cotton -0.22%
Lean Hogs +0.00%
Lumber +0.00%
Orange Juice +0.00%
Sugar #11 +0.00%
Wheat +0.00%
Coffee (Robusta) +0.00%
Soybean Meal -0.23%
Soybeans -0.22%

Out of 43 world ETFs listed in NYSE that we track, 41 are trading above their 10-day SMA and 36 are trading above their 50-day SMA.

Must Reads

Switching Cost Based Moats
This article first appeared on Advisor Perspectives. In one of the earlier articles in our series, we identified six distinct sources of competitive advantages.

The Market Won’t Provide High Returns Just Because You Need Them
The late-Peter Bernstein once wrote, “The market’s not a very accommodating machine; it won’t provide high returns just because you need them.

Wanted: Startups to address investment needs of the mid-market
1 min read .

We All Make Mistakes
Harry Markowitz.  The man who popularized diversification with the creation of modern portfolio theory.

Looking Forward, Looking Back: 10 Charts After 10 Years
Just over a decade ago, global markets began to recover from the biggest shock in postwar history. In these 10 charts, we aim to show how much has changed since then and how market conditions over the past decade may influence big changes that are beginning to unfold today.

Think Twice Before You Ditch That Laggard Fund in Your Portfolio
Institutional Investors: Hiring Versus Firing Are investors skilled in hiring and firing investment managers? The literature suggests not.

Rise of the Machines: Investment Jobs Now Redundant?
Will computers completely replace humans in financial management? Can robots carry out the asset management functions, the financial operations, and all the other tasks now performed by people?

Yes, It’s All Your Fault: Active vs. Passive Mindsets
The hard truth is that most things in your life – good and bad – are your fault. The sooner you realize that, the better things will be. Here’s how to cultivate an active mindset and take control of your life.

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

Good luck!

Options Daily 20.03.2019

NIFTY Summary:

  1. Mar 11800 calls added 1,76,250 contracts.
  2. Mar 11600 calls shed 3,74,100.
  3. Mar 11500 puts added 10,09,875.
  4. Mar 10800 puts shed 1,04,550.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 105.82 381.29
5 106.35 379.35
10 107.97 351.06
20 110.39 320.00

NIFTY 50 NIFTY BANK
TrueRange 92.60 252.05
TrueHigh 11543.85 29799.75
TrueLow 11451.25 29547.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 105.82 381.29
5 106.35 379.35
10 107.97 351.06
20 110.39 320.00

NIFTY 50 NIFTY BANK
TrueRange 92.60 252.05
TrueHigh 11543.85 29799.75
TrueLow 11451.25 29547.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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 16.45 16.40 16.35 16.30 16.25
σ 0.67 0.67 0.67 0.68 0.68

Marketwide OI

Securities under ban today: ADANIENT, BEML, IDBI, JETAIRWAYS, JUSTDIAL, RELCAPITAL, RPOWER.
market wide position limit chart

Opening Bell 19.03.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.25%
CAC(FRA) +0.14%
UKX(GBR) +0.98%
NKY(JPN) -0.26%
SPX(USA) +0.37%
MINTs
JCI(IDN) -0.24%
INMEX(MEX) +1.21%
NGSEINDX(NGA) -0.06%
XU030(TUR) +1.47%
BRICS
IBOV(BRA) +0.86%
SHCOMP(CHN) -0.23%
NIFTY(IND) +0.31%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +1.42%

Commodities

Energy
Heating Oil +0.11%
Brent Crude Oil +0.13%
RBOB Gasoline +0.24%
Natural Gas -0.49%
Ethanol +0.07%
WTI Crude Oil +0.00%
Metals
Gold 100oz +0.00%
Copper +0.19%
Palladium +0.22%
Platinum +0.43%
Silver 5000oz +0.00%

Currencies

USDEUR:-0.05% USDJPY:-0.20%

MINTs
USDIDR(IDN) -0.11%
USDMXN(MEX) +0.04%
USDNGN(NGA) +0.56%
USDTRY(TUR) +0.01%
BRICS
USDBRL(BRA) -0.61%
USDCNY(CHN) +0.04%
USDINR(IND) -0.01%
USDRUB(RUS) +0.09%
USDZAR(ZAF) -0.12%
Agricultural
Cattle +0.00%
Coffee (Arabica) +0.00%
Coffee (Robusta) +0.00%
Feeder Cattle +0.00%
Soybeans +0.06%
Sugar #11 +0.00%
Cocoa +0.00%
Cotton +0.09%
Lean Hogs +0.00%
Soybean Meal +0.23%
Wheat +0.49%
Lumber +0.00%
Corn +0.13%
Orange Juice +0.00%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 41 are trading above their 10-day SMA and 36 are trading above their 50-day SMA.

Must Reads

Opinion | Economic growth is a moral obligation to the poor
Boosting the rate of economic growth is the most important and urgent need in India. This is a simple fact so universally known and universally ignored that it warrants repetition.

Opinion | Time to ease credit flows in effective ways
The lukewarm response of Indian lenders in passing on the last rate cut by the Reserve Bank of India to customers has made one thing clear: monetary policy transmission just isn’t happening.

The Eye of the Beholder
Securities represent different things to different people over different time horizons. Over very long time horizons, common stocks represent residual claims on assets and cash flow and will trade accordingly.

What the Hell is Going On?
Let’s play a game. I’m going to describe your least favorite politician: Everything they say goes viral. The establishment despises them, donors can’t influence them, and the media can’t tame them. They’ve ignored the traditional rules of politics and now, politics will never be the same.

What is Amazon?
What exactly is Amazon? This is the question that has consumed me for the last ten years.

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

Good luck!