Category: Your Money

Opening Bell 11.12.2018

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -1.54%
CAC(FRA) -1.47%
UKX(GBR) -0.83%
NKY(JPN) -0.56%
SPX(USA) +0.18%
MINTs
JCI(IDN) -0.60%
INMEX(MEX) -1.30%
NGSEINDX(NGA) -0.82%
XU030(TUR) -1.65%
BRICS
IBOV(BRA) -2.50%
SHCOMP(CHN) +0.29%
NIFTY(IND) -1.92%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -1.31%

Commodities

Energy
Brent Crude Oil +0.43%
WTI Crude Oil +0.41%
Ethanol +0.00%
Heating Oil +0.50%
Natural Gas -0.15%
RBOB Gasoline +1.01%
Metals
Copper +0.28%
Gold 100oz +0.14%
Platinum +0.03%
Palladium +0.37%
Silver 5000oz +0.15%

Currencies

USDEUR:-0.11% USDJPY:-0.25%

MINTs
USDIDR(IDN) +0.53%
USDMXN(MEX) +0.01%
USDNGN(NGA) +0.21%
USDTRY(TUR) +0.06%
BRICS
USDBRL(BRA) +0.42%
USDCNY(CHN) -0.19%
USDINR(IND) +0.75%
USDRUB(RUS) -0.05%
USDZAR(ZAF) -0.13%
Agricultural
Coffee (Arabica) +0.00%
Feeder Cattle +0.00%
Cattle +0.00%
Cotton +0.18%
Lean Hogs +0.00%
Soybeans -0.08%
Sugar #11 +0.00%
Wheat +0.00%
Corn +0.13%
Orange Juice +0.00%
Soybean Meal +0.00%
White Sugar +0.00%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Lumber +0.00%

Out of 43 world ETFs listed in NYSE that we track, 2 are trading above their 10-day SMA and 7 are trading above their 50-day SMA.

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

Good luck!

Options Daily 11.12.2018

NIFTY Summary:

  1. Dec 10700 calls added 11,84,625 contracts.
  2. Dec 11100 calls shed 1,19,175.
  3. Dec 10200 puts added 4,94,625.
  4. Dec 10700 puts shed 5,34,225.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 154.70 408.79
5 138.40 367.56
10 130.10 346.81
20 130.87 348.78

NIFTY 50 NIFTY BANK
TrueRange 218.75 522.30
TrueHigh 10693.70 26594.30
TrueLow 10474.95 26072.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

DEC 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 20.27 20.25 20.24 20.22 20.20
σ 1.18 1.12 1.06 1.01 0.97

Marketwide OI

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

Opening Bell 10.12.2018

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.21%
CAC(FRA) +0.68%
UKX(GBR) +1.10%
NKY(JPN) -2.25%
SPX(USA) -2.33%
MINTs
JCI(IDN) -0.36%
INMEX(MEX) -0.19%
NGSEINDX(NGA) +0.15%
XU030(TUR) +1.10%
BRICS
IBOV(BRA) -0.82%
SHCOMP(CHN) -0.95%
NIFTY(IND) +0.87%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.51%

Commodities

Energy
Ethanol +0.73%
Natural Gas +2.65%
RBOB Gasoline -0.31%
Brent Crude Oil +0.63%
Heating Oil +0.37%
WTI Crude Oil -0.21%
Metals
Gold 100oz +0.13%
Silver 5000oz -0.05%
Platinum +0.32%
Copper -0.65%
Palladium -0.33%

Currencies

USDEUR:-0.35% USDJPY:-0.31%

MINTs
USDIDR(IDN) +0.26%
USDMXN(MEX) +0.04%
USDNGN(NGA) -0.03%
USDTRY(TUR) +0.19%
BRICS
USDBRL(BRA) +0.62%
USDCNY(CHN) +0.19%
USDINR(IND) +0.82%
USDRUB(RUS) +0.11%
USDZAR(ZAF) -0.18%
Agricultural
Cattle +0.02%
Corn -0.07%
Feeder Cattle +0.16%
Lean Hogs -0.50%
Orange Juice +0.99%
Wheat +0.00%
Coffee (Arabica) -1.20%
Coffee (Robusta) +0.00%
Lumber +3.92%
Cocoa +0.00%
Soybean Meal -0.45%
Sugar #11 +1.50%
White Sugar +0.00%
Cotton +0.05%
Soybeans -0.74%

Out of 43 world ETFs listed in NYSE that we track, 8 are trading above their 10-day SMA and 11 are trading above their 50-day SMA.

Must Reads

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Dealers have been protesting inventory dumping by automakers.

RBI monetary policy: Don’t fall for the rate cut trap yet
The Reserve Bank of India won’t cut rates without making the Indian economy sweat for it. Graphic: Mint In just two months, the Reserve Bank of India (RBI) has brought back rate cuts on the table, after categorically stating that they were off the menu.

Quantitative easing draws to a close, despite a faltering economy
CENTRAL BANKING can be agonising. The effect of monetary policy on the economy is not immediate, so decisions must be based on expectations for two years’ time. That means putting faith in forecasts that could well turn out to be wrong.

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AN OLD AFFLICTION is settling on China’s entrepreneurial class. It manifests itself in a cold sweat just at the mention of state-owned enterprises (SOEs), and a gnawing sensation that it is out of favour with the Communist-run government.

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

Good luck!

Options Daily 10.12.2018

NIFTY Summary:

  1. Dec 11200 calls added 5,13,000 contracts.
  2. Dec 11000 calls shed 3,84,225.
  3. Dec 10500 puts added 4,89,150.
  4. Dec 10900 puts shed 1,88,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 122.68 352.03
5 118.25 328.84
10 119.93 328.27
20 125.91 343.00

NIFTY 50 NIFTY BANK
TrueRange 105.20 461.40
TrueHigh 10704.55 26659.70
TrueLow 10599.35 26198.30
Avg. True Range

NIFTY.50 NIFTY.BANK
3 122.68 352.03
5 118.25 328.84
10 119.93 328.27
20 125.91 343.00

NIFTY 50 NIFTY BANK
TrueRange 105.20 461.40
TrueHigh 10704.55 26659.70
TrueLow 10599.35 26198.30

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

DEC NIFTY OI

DEC NIFTY OI chart

DEC BANKNIFTY OI

DEC BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

DEC NIFTY Volatility

DEC NIFTY Volatility chart

DEC BANKNIFTY Volatility

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

VIX 18.60 18.62 18.58 18.60 18.56
σ 0.70 0.70 0.70 0.69 0.69

Marketwide OI

market wide position limit chart