Category: Your Money

Opening Bell 15.04.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.54%
CAC(FRA) +0.31%
UKX(GBR) +0.26%
NKY(JPN) +1.46%
SPX(USA) +0.66%
MINTs
JCI(IDN) +0.25%
INMEX(MEX) +0.27%
NGSEINDX(NGA) +0.74%
XU030(TUR) -0.09%
BRICS
IBOV(BRA) -1.98%
SHCOMP(CHN) +1.58%
NIFTY(IND) +0.40%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.38%

Commodities

Energy
Brent Crude Oil -0.06%
RBOB Gasoline -0.71%
Heating Oil -0.14%
Natural Gas -0.60%
Ethanol -1.12%
WTI Crude Oil -0.31%
Metals
Gold 100oz +0.00%
Silver 5000oz +0.00%
Palladium -0.50%
Platinum -0.39%
Copper +0.00%

Currencies

USDEUR:-0.11% USDJPY:-0.07%

MINTs
USDIDR(IDN) -0.37%
USDMXN(MEX) +0.03%
USDNGN(NGA) -0.01%
USDTRY(TUR) +0.01%
BRICS
USDBRL(BRA) +0.56%
USDCNY(CHN) +0.08%
USDINR(IND) +0.36%
USDRUB(RUS) -0.05%
USDZAR(ZAF) -0.12%
Agricultural
Cocoa +0.00%
Corn +0.48%
Cotton +0.12%
Soybean Meal +0.36%
White Sugar +0.00%
Cattle +0.50%
Coffee (Arabica) -0.28%
Sugar #11 +0.55%
Wheat -0.43%
Coffee (Robusta) +0.00%
Feeder Cattle -0.14%
Lean Hogs +12.79%
Orange Juice -0.70%
Lumber +2.65%
Soybeans +0.39%

Out of 43 world ETFs listed in NYSE that we track, 31 are trading above their 10-day SMA and 36 are trading above their 50-day SMA.

Must Reads

The Age of Robot Farmers
It was a hot February morning at Wish Farms, a large strawberry-growing operation outside Plant City, Florida. Gary Wishnatzki, the proprietor, met me at one of the farm offices.

Did European colonisation precipitate the Little Ice Age?
Many of us think that rapid environmental change is a quintessentially modern crisis.

Laddering | No Mercy / No Malice

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

Good luck!

Options Daily 15.04.2019

NIFTY Summary:

  1. Apr 12100 calls added 24,450 contracts.
  2. Apr 12000 calls shed 3,46,050.
  3. Apr 11500 puts added 2,40,750.
  4. Apr 10900 puts shed 62,100.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 90.06 334.96
5 98.05 367.06
10 103.88 388.43
20 105.98 392.73

NIFTY 50 NIFTY BANK
TrueRange 78.55 293.95
TrueHigh 11657.35 30000.95
TrueLow 11578.80 29707.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 90.06 334.96
5 98.05 367.06
10 103.88 388.43
20 105.98 392.73

NIFTY 50 NIFTY BANK
TrueRange 78.55 293.95
TrueHigh 11657.35 30000.95
TrueLow 11578.80 29707.00
Avg. True Range

NIFTY.50 NIFTY.BANK
3 90.06 334.96
5 98.05 367.06
10 103.88 388.43
20 105.98 392.73

NIFTY 50 NIFTY BANK
TrueRange 78.55 293.95
TrueHigh 11657.35 30000.95
TrueLow 11578.80 29707.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

APR NIFTY OI

APR NIFTY OI chart

APR BANKNIFTY OI

APR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

APR NIFTY Volatility

APR NIFTY Volatility chart

APR BANKNIFTY Volatility

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

VIX 20.91 20.90 20.89 20.89 20.89
σ 0.60 0.62 0.63 0.64 0.65

Marketwide OI

Securities under ban today: DHFL, DLF, IDBI, JETAIRWAYS, RPOWER, WOCKPHARMA.
market wide position limit chart

FRED Scan 15.04.2019

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

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

Number of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates

Number of Issues, with a Maturity Between 41 and 80 Days, Used in Calculating the A2/P2 Nonfinancial Commercial Paper Rates

CBOE 10-Year Treasury Note Volatility Futures

CBOE 10-Year Treasury Note Volatility Futures

NASDAQ OMX Commodities Index Update 14.04.2019

52-week Highs



None.

52-week Lows



NASDAQ Commodity Coffee Index TR (NQCIKCTR)

52w L 13143757 png
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

52w L 13143826 png
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)

52w L 13143813 png

100-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.35
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.30
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.19
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -22.19
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -15.30
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -7.35

200-day Returns


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.78
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -16.00
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -24.89
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) -24.89
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) -16.00
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -4.78

50-day Acceleration


top 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 68.36
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.79
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 1.71
bottom 5
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 1.71
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 1.79
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 68.36

100-day Acceleration


top 5
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 18.52
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 6.39
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.65
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -2.65
NASDAQ Commodity Coffee Index TR (NQCIKCTR) 6.39
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR) 18.52

Check out our international momentum dashboard here.