Category: Your Money

FRED Scan 06.08.2020

CBOE Gold ETF Volatility Index

CBOE Gold ETF Volatility Index

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

60-Day AA Financial Commercial Paper Interest Rate

60-Day AA Financial Commercial Paper Interest Rate

5-Year Treasury Constant Maturity Rate

5-Year Treasury Constant Maturity Rate

NASDAQ OMX Commodities Index Update 05.08.2020

52-week Highs



NASDAQ Commodity Silver Index TR (NQCISITR)

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NASDAQ Commodity Metals Index TR (NQCIMETR)

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Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR)

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NASDAQ Commodity Gold Index TR (NQCIGCTR)

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NASDAQ Commodity Precious Metals TR (NQCIPMTR)

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52-week Lows



NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR)

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100-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 61.01
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 29.42
NASDAQ Commodity Gold Index TR (NQCIGCTR) 24.67
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.74
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 12.88
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -5.38
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 12.88
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.74
NASDAQ Commodity Gold Index TR (NQCIGCTR) 24.67
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 29.42

200-day Returns


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 45.31
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 33.12
NASDAQ Commodity Gold Index TR (NQCIGCTR) 31.88
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.78
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.87
bottom 5
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) -16.42
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) 6.87
NASDAQ Commodity Metals Index TR (NQCIMETR) 16.78
NASDAQ Commodity Gold Index TR (NQCIGCTR) 31.88
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 33.12

50-day Acceleration


top 5
NASDAQ Commodity Silver Index TR (NQCISITR) 4.47
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 3.42
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.89
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.43
NASDAQ Commodity Metals Index TR (NQCIMETR) -16.35
bottom 5
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -27.83
NASDAQ Commodity Metals Index TR (NQCIMETR) -16.35
NASDAQ Commodity Gold Index TR (NQCIGCTR) 1.43
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 1.89
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 3.42

100-day Acceleration


top 5
NASDAQ Commodity Metals Index TR (NQCIMETR) 538.63
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 10.27
NASDAQ Commodity Gold Index TR (NQCIGCTR) 4.26
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.46
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -2.42
bottom 5
NASDAQ Commodity Silver Index TR (NQCISITR) -6.26
Nasdaq Commodity Tradable Ex Energy Index TR (NQCITXENTR) -2.42
NASDAQ Commodity Spring Wheat Index TR (NQCIMWTR) 0.46
NASDAQ Commodity Gold Index TR (NQCIGCTR) 4.26
NASDAQ Commodity Precious Metals TR (NQCIPMTR) 10.27

Check out our international momentum dashboard here.

Opening Bell 05.08.2020

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.36%
CAC(FRA) +0.28%
UKX(GBR) +0.05%
NKY(JPN) -0.63%
SPX(USA) +0.36%
MINTs
JCI(IDN) -0.20%
INMEX(MEX) -0.02%
NGSEINDX(NGA) +0.31%
XU030(TUR) -3.04%
BRICS
IBOV(BRA) -1.57%
SHCOMP(CHN) -0.08%
NIFTY(IND) +1.87%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.74%

Commodities

Energy
Brent Crude Oil -0.13%
Heating Oil +0.30%
Natural Gas +0.30%
RBOB Gasoline +0.41%
Ethanol +0.00%
WTI Crude Oil -0.03%
Metals
Copper +0.74%
Gold 100oz +0.00%
Platinum +1.19%
Silver 5000oz +0.84%
Palladium +1.16%

Currencies

USDEUR:-0.09% USDJPY:-0.07%

MINTs
USDIDR(IDN) -0.39%
USDMXN(MEX) -0.44%
USDNGN(NGA) +0.92%
USDTRY(TUR) +0.08%
BRICS
USDBRL(BRA) -0.62%
USDCNY(CHN) -0.21%
USDINR(IND) +0.05%
USDRUB(RUS) -0.04%
USDZAR(ZAF) -0.29%
Agricultural
Cattle +0.00%
Cotton +1.14%
Soybeans +0.43%
Coffee (Arabica) +0.00%
Corn +0.99%
Lumber +0.00%
Orange Juice +0.00%
Sugar #11 +0.00%
Cocoa +0.00%
Coffee (Robusta) +0.00%
Lean Hogs +0.00%
Soybean Meal +0.21%
Wheat +0.20%
White Sugar +0.00%
Feeder Cattle +0.00%

Out of 43 world ETFs listed in NYSE that we track, 23 are trading above their 10-day SMA and 37 are trading above their 50-day SMA.

Must Reads

TikTok and the Sorting Hat — Remains of the Day
I often describe myself as a cultural determinist, more as a way to differentiate myself from people with other dominant worldviews, though I am not a strict adherent. It’s more that in many situations when people ascribe causal power to something other than culture, I’m immediately suspicious.

Covid-19 impact: Curtains for some cinema screens
3 min read .

Vehicle sales may reach FY 20 level in the second half of the current fiscal : Maruti’s Bhargava
3 min read .

Opinion | A development story with an epilogue yet to be written
The growing global anger against Chinese belligerence was overdue. Among other things, this anger also has implications for how India should compare its economic performance with its northern neighbour. That entails going back to some of the key insights of traditional development economics.

The China Hawks Got It Mostly Right
More than a year after protests for democracy in Hong Kong dominated the news, some major questions about China have been answered, and pretty decisively at that. The main takeaway is that “the China hawks” were right — with one important caveat.

Why Small Businesses Matter for Workers
A few weeks back, in a piece for Jacobin, an influential magazine on the left, Matt Bruenig argued that promoting small business is “mostly a bad idea,” because small businesses are bad for workers. They pay lower wages, he wrote, and offer fewer benefits.

India and geopolitics of TikTok
India’s ban on the hugely popular TikTok and other Chinese apps, as part of its retaliation against China’s aggression in Eastern Ladakh, has acquired a wider dimension that few could have anticipated.

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

Good luck!

Options Daily 05.08.2020

NIFTY Summary:

  1. Aug 11800 calls added 2,30,025 contracts.
  2. Aug 10950 calls shed 2,475.
  3. Aug 11000 puts added 2,46,900.
  4. Aug 11150 puts shed 300.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 189.27 553.02
5 180.69 566.85
10 171.37 577.56
20 164.09 580.45

NIFTY 50 NIFTY BANK
TrueRange 220.65 518.60
TrueHigh 11112.25 21576.35
TrueLow 10891.60 21057.75
Avg. True Range

NIFTY.50 NIFTY.BANK
3 189.27 553.02
5 180.69 566.85
10 171.37 577.56
20 164.09 580.45

NIFTY 50 NIFTY BANK
TrueRange 220.65 518.60
TrueHigh 11112.25 21576.35
TrueLow 10891.60 21057.75

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(0,0)+GARCH(1,1) model:

VIX 24.64 24.64 24.64 24.64 24.64
σ 0.82 0.82 0.82 0.82 0.82

Marketwide OI

market wide position limit chart

FRED Scan 05.08.2020

CBOE Gold ETF Volatility Index

CBOE Gold ETF Volatility Index

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars

1-Month AA Financial Commercial Paper Rate

1-Month AA Financial Commercial Paper Rate

Overnight Bank Funding Rate: 1st Percentile

Overnight Bank Funding Rate: 1st Percentile

5-Year Treasury Constant Maturity Rate

5-Year Treasury Constant Maturity Rate