Category: Your Money

FRED Scan 21.08.2018

Number of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Financial Commercial Paper Rates

Number of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Financial Commercial Paper Rates

CBOE Gold Miners ETF Volatility Index

CBOE Gold Miners ETF Volatility Index

ICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Total Return Index Value

ICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Total Return Index Value

ICE BofAML Emerging Markets Corporate Plus Index Option-Adjusted Spread

ICE BofAML Emerging Markets Corporate Plus Index Option-Adjusted Spread

Effective Federal Funds Volume

Effective Federal Funds Volume

South Africa / U.S. Foreign Exchange Rate

South Africa / U.S. Foreign Exchange Rate

India / U.S. Foreign Exchange Rate

India / U.S. Foreign Exchange Rate

Brazil / U.S. Foreign Exchange Rate

Brazil / U.S. Foreign Exchange Rate

NASDAQ OMX Commodities Index Update 20.08.2018

52-week Highs



None.

52-week Lows



NASDAQ Commodity HG Copper Index TR (NQCIHGTR)

52w L 13143786 png
NASDAQ Commodity Softs Index TR (NQCISOTR)

52w L 13143817 png
NASDAQ Commodity Silver Index TR (NQCISITR)

52w L 13143818 png
NASDAQ Commodity Tin Index TR (NQCISNTR)

52w L 13143833 png
NASDAQ Commodity Copper Index TR (NQCICUTR)

52w L 13143759 png
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR)

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NASDAQ Commodity Metals Index TR (NQCIMETR)

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NASDAQ Commodity Platinum Index TR (NQCIPLTR)

52w L 13143809 png
NASDAQ Commodity Palladium Index TR (NQCIPATR)

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NASDAQ Commodity Gold Index TR (NQCIGCTR)

52w L 13143779 png
NASDAQ Commodity Lead Index TR (NQCIPBTR)

52w L 13143790 png
NASDAQ Commodity Precious Metals TR (NQCIPMTR)

52w L 13143806 png
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

52w L 13143813 png
NASDAQ Commodity Sugar Index TR (NQCISBTR)

52w L 13143829 png
NASDAQ Commodity Coffee Index TR (NQCIKCTR)

52w L 13143757 png
NASDAQ Commodity Industrial Metals TR (NQCIIMTR)

52w L 13143789 png
NASDAQ Commodity Zinc Index TR (NQCIZNTR)

52w L 13143839 png

100-day Returns


top 5
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) 1.73
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -5.96
NASDAQ Commodity Industrial Metals TR (NQCIIMTR) -8.96
NASDAQ Commodity Palladium Index TR (NQCIPATR) -9.03
NASDAQ Commodity Tin Index TR (NQCISNTR) -9.30
bottom 5
NASDAQ Commodity Zinc Index TR (NQCIZNTR) -25.25
NASDAQ Commodity Sugar Index TR (NQCISBTR) -18.76
NASDAQ Commodity Platinum Index TR (NQCIPLTR) -18.20
NASDAQ Commodity Lead Index TR (NQCIPBTR) -16.79
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -16.13

200-day Returns


top 5
NASDAQ Commodity Tin Index TR (NQCISNTR) -1.43
NASDAQ Commodity Gold Index TR (NQCIGCTR) -7.88
NASDAQ Commodity Palladium Index TR (NQCIPATR) -8.11
NASDAQ Commodity Precious Metals TR (NQCIPMTR) -9.17
NASDAQ Commodity Metals Index TR (NQCIMETR) -10.78
bottom 5
NASDAQ Commodity Sugar Index TR (NQCISBTR) -31.60
NASDAQ Commodity Zinc Index TR (NQCIZNTR) -24.63
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -24.45
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -18.99
NASDAQ Commodity Lead Index TR (NQCIPBTR) -18.77

50-day Acceleration


top 5
NASDAQ Commodity Sugar Index TR (NQCISBTR) 39.56
NASDAQ Commodity Zinc Index TR (NQCIZNTR) 20.06
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 8.41
NASDAQ Commodity Softs Index TR (NQCISOTR) 7.20
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 4.42
bottom 5
NASDAQ Commodity Silver Index TR (NQCISITR) -8.77
NASDAQ Commodity Lead Index TR (NQCIPBTR) -5.80
NASDAQ Commodity Tin Index TR (NQCISNTR) -4.79
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -4.50
NASDAQ Commodity Metals Index TR (NQCIMETR) -3.81

100-day Acceleration


top 5
NASDAQ Commodity Softs Index TR (NQCISOTR) 8.41
NASDAQ Commodity Silver Index TR (NQCISITR) 8.39
NASDAQ Commodity Lead Index TR (NQCIPBTR) 7.06
NASDAQ Commodity HG Copper Index TR (NQCIHGTR) 3.28
NASDAQ Commodity Industrial Metals TR (NQCIIMTR) 2.14
bottom 5
NASDAQ Commodity Metals Index TR (NQCIMETR) -36.30
NASDAQ Commodity Zinc Index TR (NQCIZNTR) -30.68
NASDAQ Commodity Palladium Index TR (NQCIPATR) -8.93
NASDAQ Commodity Platinum Index TR (NQCIPLTR) -5.75
NASDAQ Commodity Precious Metals TR (NQCIPMTR) -3.19

Check out our international momentum dashboard here.

Opening Bell 20.08.2018

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.22%
CAC(FRA) -0.08%
UKX(GBR) +0.03%
NKY(JPN) -0.18%
SPX(USA) +0.33%
MINTs
JCI(IDN) +1.17%
INMEX(MEX) +0.22%
NGSEINDX(NGA) +1.88%
XU030(TUR) +2.42%
BRICS
IBOV(BRA) -1.03%
SHCOMP(CHN) -0.16%
NIFTY(IND) +0.75%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.19%

Commodities

Energy
Heating Oil -0.17%
Natural Gas -0.85%
Ethanol -0.07%
RBOB Gasoline -0.40%
Brent Crude Oil -0.49%
WTI Crude Oil -0.42%
Metals
Gold 100oz +0.00%
Platinum +1.42%
Copper +0.00%
Silver 5000oz +0.00%
Palladium +1.00%

Currencies

USDEUR:+0.08% USDJPY:+0.04%

MINTs
USDIDR(IDN) -0.03%
USDMXN(MEX) +0.17%
USDNGN(NGA) -0.04%
USDTRY(TUR) +0.47%
BRICS
USDBRL(BRA) +0.13%
USDCNY(CHN) -0.35%
USDINR(IND) +0.38%
USDRUB(RUS) +0.16%
USDZAR(ZAF) +0.20%
Agricultural
Cattle +1.06%
Lumber +3.28%
Sugar #11 -0.68%
Wheat -0.80%
White Sugar +0.00%
Coffee (Robusta) +0.00%
Corn +0.14%
Lean Hogs +5.81%
Soybeans +0.99%
Cocoa +0.00%
Coffee (Arabica) -0.74%
Cotton +0.00%
Feeder Cattle +0.32%
Orange Juice +0.81%
Soybean Meal +0.06%

Out of 43 world ETFs listed in NYSE that we track, 7 are trading above their 10-day SMA and 12 are trading above their 50-day SMA.

Must Reads


Dear public sector banks, don’t uncork the bubbly just as yet
The NPAs were created over a period of time. So, the public sector banks’ balance sheets cannot be cleaned up as quickly as we wish to.

The (real) cautionary tale of David Einhorn
Greenlight Capital’s David Einhorn was recently the subject of a widely-circulated hit piece by the Wall Street Journal, which came a few weeks in advance of Einhorn reporting a truly disastrous 18% loss in the first half of 2018 (in rising US markets).

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

Good luck!

Options Daily 20.08.2018

NIFTY Summary:

  1. Aug 11600 calls added 4,36,725 contracts.
  2. Aug 11500 calls shed 8,94,675.
  3. Aug 11400 puts added 9,30,825.
  4. Aug 11200 puts shed 4,20,525.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 88.62 302.56
5 85.00 295.56
10 83.77 288.14
20 84.02 283.32

NIFTY 50 NIFTY BANK
TrueRange 101.40 351.60
TrueHigh 11486.45 28178.15
TrueLow 11385.05 27826.55
Avg. True Range

NIFTY.50 NIFTY.BANK
3 88.62 302.56
5 85.00 295.56
10 83.77 288.14
20 84.02 283.32

NIFTY 50 NIFTY BANK
TrueRange 101.40 351.60
TrueHigh 11486.45 28178.15
TrueLow 11385.05 27826.55

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

AUG NIFTY OI

AUG NIFTY OI chart

AUG BANKNIFTY OI

AUG BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

AUG NIFTY Volatility

AUG NIFTY Volatility chart

AUG BANKNIFTY Volatility

AUG 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(1,2)+GARCH(1,1) model:

VIX 13.22 13.25 13.28 13.30 13.33
σ 0.54 0.57 0.59 0.60 0.61

Marketwide OI

Securities under ban today: ADANIENT, ADANIPOWER, JETAIRWAYS, JISLJALEQS, RAYMOND.
market wide position limit chart

FRED Scan 20.08.2018

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

Number of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

Number of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Asset-Backed Commercial Paper Rates

CBOE Gold Miners ETF Volatility Index

CBOE Gold Miners ETF Volatility Index

ICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Total Return Index Value

ICE BofAML High Yield Emerging Markets Corporate Plus Sub-Index Total Return Index Value

ICE BofAML Emerging Markets Corporate Plus Index Option-Adjusted Spread

ICE BofAML Emerging Markets Corporate Plus Index Option-Adjusted Spread