10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity
Number of Issues, with a Maturity Between 21 and 40 Days, Used in Calculating the AA Nonfinancial Commercial Paper Rates
Category: Your Money
Your world at 9am
Equities
| 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
| 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.
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NIFTY Summary:
- Apr 12100 calls added 24,450 contracts.
- Apr 12000 calls shed 3,46,050.
- Apr 11500 puts added 2,40,750.
- 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
APR NIFTY OI
APR BANKNIFTY OI
NIFTY Weighted Avg. Open Interest
APR NIFTY Volatility
APR BANKNIFTY Volatility
Dotted lines indicated actual underlying volatility. Solid lines are IVs.
VIX 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.
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
CBOE 10-Year Treasury Note Volatility Futures
52-week Highs
None.
52-week Lows
NASDAQ Commodity Coffee Index TR (NQCIKCTR)
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)
NASDAQ Commodity Robusta Coffee Index TR (NQCIRMTR)
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.