Category: Your Money

Opening Bell 19.02.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.01%
CAC(FRA) +0.30%
UKX(GBR) -0.24%
NKY(JPN) +0.07%
SPX(USA) +1.09%
MINTs
JCI(IDN) +0.28%
INMEX(MEX) -0.11%
NGSEINDX(NGA) -1.61%
XU030(TUR) -1.11%
BRICS
IBOV(BRA) -1.04%
SHCOMP(CHN) +0.72%
NIFTY(IND) -0.78%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +1.18%

Commodities

Energy
Ethanol +0.90%
Heating Oil -0.45%
Natural Gas +0.50%
RBOB Gasoline -0.76%
WTI Crude Oil +0.38%
Brent Crude Oil -0.44%
Metals
Copper +0.00%
Platinum +0.58%
Silver 5000oz +0.00%
Gold 100oz +0.46%
Palladium +2.38%

Currencies

USDEUR:+0.07% USDJPY:-0.11%

MINTs
USDIDR(IDN) +0.10%
USDMXN(MEX) +0.14%
USDNGN(NGA) +0.63%
USDTRY(TUR) +0.18%
BRICS
USDBRL(BRA) +0.93%
USDCNY(CHN) +0.10%
USDINR(IND) +0.18%
USDRUB(RUS) -0.04%
USDZAR(ZAF) +0.18%
Agricultural
Cattle +0.34%
Lumber -2.13%
Soybeans +0.19%
Wheat +0.00%
White Sugar +0.00%
Corn +0.27%
Cotton +0.83%
Feeder Cattle -0.92%
Lean Hogs +1.71%
Cocoa +0.00%
Orange Juice +0.00%
Soybean Meal -0.07%
Coffee (Arabica) +0.00%
Coffee (Robusta) +0.00%
Sugar #11 +0.00%

Out of 43 world ETFs listed in NYSE that we track, 26 are trading above their 10-day SMA and 38 are trading above their 50-day SMA.

Must Reads

Opinion | UBI is actually Universally Botched by Indians
The latest trend in development policy is universal basic income (UBI). The idea of UBI has become fashionable recently in developed countries to alleviate stress caused by the unemployment resulting from automation and globalization. In developing countries, it solves a different problem.

India needs fewer and mega banks: Arun Jaitley
1 min read .

India Inc earnings take a knock in Q3
India Inc has taken it on the chin in the quarter ended December 2018, with adjusted profits recording a 3.2 per cent fall over the three months ended December 2017 (year-on-year). Iffy demand in some pockets, the lag effect of high commodity prices and higher interest costs dented profit growth.

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

Good luck!

Options Daily 19.02.2019

NIFTY Summary:

  1. Feb 10800 calls added 6,15,825 contracts.
  2. Feb 11800 calls shed 82,275.
  3. Feb 9800 puts added 34,050.
  4. Feb 10700 puts shed 5,12,850.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 123.48 267.18
5 118.88 274.13
10 116.13 284.22
20 113.86 285.71

NIFTY 50 NIFTY BANK
TrueRange 131.50 212.25
TrueHigh 10759.90 26829.95
TrueLow 10628.40 26617.70
Avg. True Range

NIFTY.50 NIFTY.BANK
3 123.48 267.18
5 118.88 274.13
10 116.13 284.22
20 113.86 285.71

NIFTY 50 NIFTY BANK
TrueRange 131.50 212.25
TrueHigh 10759.90 26829.95
TrueLow 10628.40 26617.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB 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 17.75 17.61 17.49 17.36 17.24
σ 0.92 0.90 0.88 0.87 0.85

Marketwide OI

Securities under ban today: ADANIENT, CGPOWER, IDBI, JETAIRWAYS, JISLJALEQS, PCJEWELLER, RELINFRA, RPOWER.
market wide position limit chart

Opening Bell 18.02.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +1.89%
CAC(FRA) +1.79%
UKX(GBR) +0.55%
NKY(JPN) +1.78%
SPX(USA) +1.09%
MINTs
JCI(IDN) +1.09%
INMEX(MEX) +0.57%
NGSEINDX(NGA) +0.81%
XU030(TUR) +0.64%
BRICS
IBOV(BRA) -0.50%
SHCOMP(CHN) +1.84%
NIFTY(IND) -0.20%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.20%

Commodities

Energy
Brent Crude Oil +0.08%
Natural Gas -0.84%
WTI Crude Oil +0.56%
Ethanol -0.08%
Heating Oil -0.24%
RBOB Gasoline -0.03%
Metals
Copper +1.82%
Gold 100oz +0.38%
Palladium +1.13%
Platinum +0.37%
Silver 5000oz +1.44%

Currencies

USDEUR:-0.23% USDJPY:+0.04%

MINTs
USDIDR(IDN) -0.48%
USDMXN(MEX) -0.08%
USDNGN(NGA) -0.14%
USDTRY(TUR) -0.15%
BRICS
USDBRL(BRA) -0.48%
USDCNY(CHN) -0.25%
USDINR(IND) +0.10%
USDRUB(RUS) -0.19%
USDZAR(ZAF) -0.18%
Agricultural
Coffee (Arabica) -0.26%
Coffee (Robusta) +0.00%
Cotton +0.26%
Feeder Cattle -0.88%
Cocoa +0.00%
Lumber -3.54%
Soybeans +0.22%
Wheat +0.00%
White Sugar +0.00%
Cattle +0.42%
Corn +0.07%
Soybean Meal +0.07%
Sugar #11 +4.76%
Lean Hogs +1.49%
Orange Juice -1.83%

Out of 43 world ETFs listed in NYSE that we track, 25 are trading above their 10-day SMA and 38 are trading above their 50-day SMA.

Must Reads

SIP discontinuation on a rise
Discontinuation of Aadhaar authentication has slowed the SIP growth in the mutual funds industry. While the industry used to add 10 lakh SIPs each month before the SC verdict on Aadhaar, AMFI data shows that the industry had added around 7 lakh SIP accounts each month since November.

Opinion | India’s sleepwalking to trouble on builder debt
Five months. That’s how long it takes Country Garden Holdings Co. to start selling apartments after acquiring land. A spate of fatal accidents forced the Chinese builder to slow things down a notch last year, but the pace of construction may pick up again when robots start plastering the walls.

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

Good luck!

Options Daily 18.02.2019

NIFTY Summary:

  1. Feb 10700 calls added 4,19,325 contracts.
  2. Feb 10900 calls shed 1,99,650.
  3. Feb 10400 puts added 2,68,050.
  4. Feb 10900 puts shed 3,82,950.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 119.47 294.65
5 115.71 289.70
10 114.26 294.19
20 111.96 291.73

NIFTY 50 NIFTY BANK
TrueRange 165.35 394.70
TrueHigh 10785.75 27029.95
TrueLow 10620.40 26635.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 119.47 294.65
5 115.71 289.70
10 114.26 294.19
20 111.96 291.73

NIFTY 50 NIFTY BANK
TrueRange 165.35 394.70
TrueHigh 10785.75 27029.95
TrueLow 10620.40 26635.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 119.47 294.65
5 115.71 289.70
10 114.26 294.19
20 111.96 291.73

NIFTY 50 NIFTY BANK
TrueRange 165.35 394.70
TrueHigh 10785.75 27029.95
TrueLow 10620.40 26635.25

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB 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 16.32 16.23 16.15 16.07 16.00
σ 0.53 0.54 0.55 0.56 0.57

Marketwide OI

Securities under ban today: ADANIENT, CGPOWER, JETAIRWAYS, JISLJALEQS, PCJEWELLER, RPOWER.
market wide position limit chart

NASDAQ OMX Commodities Index Update 17.02.2019

52-week Highs



NASDAQ Commodity Palladium Index TR (NQCIPATR)

52w H 13143810 png

52-week Lows



NASDAQ Commodity Lean Hogs Index TR (NQCILHTR)

52w L 13143793 png
NASDAQ Commodity Cotton Index TR (NQCICTTR)

52w L 13143770 png
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR)

52w L 13143788 png

100-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 36.01
NASDAQ Commodity Cotton Index TR (NQCICTTR) -10.99
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -12.53
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -12.79
bottom 5
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -12.79
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -12.53
NASDAQ Commodity Cotton Index TR (NQCICTTR) -10.99
NASDAQ Commodity Palladium Index TR (NQCIPATR) 36.01

200-day Returns


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 51.17
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -16.03
NASDAQ Commodity Cotton Index TR (NQCICTTR) -17.28
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -22.84
bottom 5
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) -22.84
NASDAQ Commodity Cotton Index TR (NQCICTTR) -17.28
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -16.03
NASDAQ Commodity Palladium Index TR (NQCIPATR) 51.17

50-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 1.50
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 0.60
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -3.85
NASDAQ Commodity Cotton Index TR (NQCICTTR) -7.23
bottom 5
NASDAQ Commodity Cotton Index TR (NQCICTTR) -7.23
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) -3.85
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 0.60
NASDAQ Commodity Palladium Index TR (NQCIPATR) 1.50

100-day Acceleration


top 5
NASDAQ Commodity Palladium Index TR (NQCIPATR) 3.23
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) 3.14
NASDAQ Commodity Cotton Index TR (NQCICTTR) 1.55
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 1.11
bottom 5
NASDAQ Commodity Kansas Wheat Index TR (NQCIKWTR) 1.11
NASDAQ Commodity Cotton Index TR (NQCICTTR) 1.55
NASDAQ Commodity Lean Hogs Index TR (NQCILHTR) 3.14
NASDAQ Commodity Palladium Index TR (NQCIPATR) 3.23

Check out our international momentum dashboard here.