Category: Your Money

Opening Bell 17.06.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.60%
CAC(FRA) -0.15%
UKX(GBR) -0.31%
NKY(JPN) +0.09%
SPX(USA) -0.16%
MINTs
JCI(IDN) -0.13%
INMEX(MEX) -0.98%
NGSEINDX(NGA) +0.06%
XU030(TUR) +0.33%
BRICS
IBOV(BRA) -0.74%
SHCOMP(CHN) +0.23%
NIFTY(IND) -0.76%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -0.81%

Commodities

Energy
Natural Gas +0.50%
RBOB Gasoline +0.06%
WTI Crude Oil +0.25%
Ethanol +1.86%
Heating Oil +0.19%
Brent Crude Oil +0.29%
Metals
Copper +0.00%
Palladium -1.09%
Platinum -0.37%
Silver 5000oz +0.00%
Gold 100oz +0.00%

Currencies

USDEUR:-0.11% USDJPY:+0.03%

MINTs
USDIDR(IDN) +0.19%
USDMXN(MEX) +0.06%
USDNGN(NGA) +0.00%
USDTRY(TUR) +0.46%
BRICS
USDBRL(BRA) +1.22%
USDCNY(CHN) -0.11%
USDINR(IND) +0.08%
USDRUB(RUS) -0.02%
USDZAR(ZAF) -0.16%
Agricultural
Cocoa +0.00%
Coffee (Arabica) -1.49%
Feeder Cattle -0.55%
Sugar #11 +0.47%
Wheat +0.93%
White Sugar +0.00%
Cattle -0.32%
Corn +2.26%
Lean Hogs +2.02%
Soybeans +1.37%
Coffee (Robusta) +0.00%
Orange Juice +0.38%
Cotton +0.41%
Lumber +3.34%
Soybean Meal +0.65%

Out of 43 world ETFs listed in NYSE that we track, 30 are trading above their 10-day SMA and 16 are trading above their 50-day SMA.

Must Reads

The Surprising Reason that There Are So Many Thai Restaurants in America
During my three years in New York City, Thai food was my default takeout and delivery order. This was a matter of both convenience and taste—there was a Thai spot on practically every block, and furthermore, I love the stuff.

The Self-Destruction of American Power
Sometime in the last two years, American hegemony died. The age of U.S. dominance was a brief, heady era, about three decades marked by two moments, each a breakdown of sorts. It was born amid the collapse of the Berlin Wall, in 1989.

Making sense of the NBFC puzzle box
Mumbai: Non-banking financial companies (NBFCs) have been in the news since September last year for all the wrong reasons. From defaults to rating downgrades, fears of potential collapse to wild allegations, it’s been a prolonged season of misery.

How private banks are taking over Indian banking
That state-run banks are in a bad shape is well known. Their overall bad loans, largely loans that have not been repaid for 90 days or more, amounted to ₹8.64 trillion as of December.

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

Good luck!

Options Daily 17.06.2019

NIFTY Summary:

  1. Jun 11900 calls added 1,67,025 contracts.
  2. Jun 12300 calls shed 1,03,950.
  3. Jun 11400 puts added 94,725.
  4. Jun 11800 puts shed 1,17,450.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 115.27 464.88
5 124.42 488.22
10 141.14 523.00
20 156.35 546.21

NIFTY 50 NIFTY BANK
TrueRange 116.35 523.70
TrueHigh 11914.05 31032.65
TrueLow 11797.70 30508.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 115.27 464.88
5 124.42 488.22
10 141.14 523.00
20 156.35 546.21

NIFTY 50 NIFTY BANK
TrueRange 116.35 523.70
TrueHigh 11914.05 31032.65
TrueLow 11797.70 30508.95
Avg. True Range

NIFTY.50 NIFTY.BANK
3 115.27 464.88
5 124.42 488.22
10 141.14 523.00
20 156.35 546.21

NIFTY 50 NIFTY BANK
TrueRange 116.35 523.70
TrueHigh 11914.05 31032.65
TrueLow 11797.70 30508.95

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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(0,0)+GARCH(1,1) model:

VIX 12.84 12.84 12.84 12.84 12.84
σ 1.06 1.06 1.06 1.07 1.07

Marketwide OI

Securities under ban today: IDBI, PCJEWELLER, RELCAPITAL, RELINFRA.

FRED Scan 17.06.2019

3-Month Treasury Constant Maturity Minus Federal Funds Rate

3-Month Treasury Constant Maturity Minus Federal Funds Rate

CBOE Gold ETF Volatility Index

CBOE Gold ETF Volatility Index

ICE BofAML US Corp 3-5yr Total Return Index Value

ICE BofAML US Corp 3-5yr Total Return Index Value

ICE BofAML US Corporate AA Effective Yield

ICE BofAML US Corporate AA Effective Yield

Russell 1000® Value Total Market Index

Russell 1000® Value Total Market Index

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

3-Month Treasury Bill: Secondary Market Rate

3-Month Treasury Bill: Secondary Market Rate

1-Year Treasury Constant Maturity Rate

1-Year Treasury Constant Maturity Rate

NASDAQ OMX Commodities Index Update 16.06.2019

52-week Highs



NASDAQ Commodity Corn Index TR (NQCICTR)

52w H 13143761 png

52-week Lows



NASDAQ Commodity Natural Gas Index TR (NQCINGTR)

52w L 13143798 png
NASDAQ Commodity Aluminum Index TR (NQCIALTR)

52w L 13143747 png
NASDAQ Commodity Live Stock Index TR (NQCILSTR)

52w L 13143797 png

100-day Returns


top 5
NASDAQ Commodity Corn Index TR (NQCICTR) 14.07
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -7.36
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -8.30
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -21.23
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -21.23
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -8.30
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -7.36
NASDAQ Commodity Corn Index TR (NQCICTR) 14.07

200-day Returns


top 5
NASDAQ Commodity Corn Index TR (NQCICTR) 18.71
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -4.20
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -13.28
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -21.12
bottom 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -21.12
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -13.28
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -4.20
NASDAQ Commodity Corn Index TR (NQCICTR) 18.71

50-day Acceleration


top 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 1.41
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -3.03
NASDAQ Commodity Corn Index TR (NQCICTR) -3.61
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -8.91
bottom 5
NASDAQ Commodity Aluminum Index TR (NQCIALTR) -8.91
NASDAQ Commodity Corn Index TR (NQCICTR) -3.61
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -3.03
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) 1.41

100-day Acceleration


top 5
NASDAQ Commodity Corn Index TR (NQCICTR) 3.46
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 0.50
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -1.86
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -2.10
bottom 5
NASDAQ Commodity Natural Gas Index TR (NQCINGTR) -2.10
NASDAQ Commodity Live Stock Index TR (NQCILSTR) -1.86
NASDAQ Commodity Aluminum Index TR (NQCIALTR) 0.50
NASDAQ Commodity Corn Index TR (NQCICTR) 3.46

Check out our international momentum dashboard here.