Equities
| MINTs | |
|---|---|
| JCI(IDN) | -1.47% |
| INMEX(MEX) | +0.21% |
| NGSEINDX(NGA) | +0.22% |
| XU030(TUR) | -0.29% |
| BRICS | |
|---|---|
| IBOV(BRA) | -0.40% |
| SHCOMP(CHN) | +6.27% |
| NIFTY(IND) | -1.99% |
| INDEXCF(RUS) | -0.03% |
| TOP40(ZAF) | +0.76% |
Commodities
| Energy | |
|---|---|
| Brent Crude Oil | +10.29% |
| RBOB Gasoline | +7.53% |
| WTI Crude Oil | +9.18% |
| Ethanol | +3.14% |
| Natural Gas | +5.26% |
| Heating Oil | +7.64% |
| Metals | |
|---|---|
| Copper | +1.82% |
| Gold 100oz | -0.26% |
| Silver 5000oz | +0.62% |
| Palladium | +1.02% |
| Platinum | -0.04% |
Currencies
| MINTs | |
|---|---|
| USDIDR(IDN) | -0.60% |
| USDMXN(MEX) | +0.89% |
| USDNGN(NGA) | -0.04% |
| USDTRY(TUR) | +1.81% |
| BRICS | |
|---|---|
| USDBRL(BRA) | -1.57% |
| USDCNY(CHN) | -0.17% |
| USDINR(IND) | +0.07% |
| USDRUB(RUS) | -2.66% |
| USDZAR(ZAF) | +0.76% |
| Agricultural | |
|---|---|
| Cotton | -2.53% |
| Orange Juice | +3.22% |
| Soybeans | +1.79% |
| Cattle | -0.63% |
| Cocoa | -0.05% |
| Coffee (Robusta) | -0.66% |
| Soybean Meal | +1.71% |
| Corn | +0.66% |
| Lean Hogs | +12.76% |
| Sugar #11 | +2.10% |
| Coffee (Arabica) | +3.00% |
| Feeder Cattle | +0.28% |
| Lumber | -7.98% |
| Wheat | -6.23% |
| White Sugar | +1.78% |
Credit Indices
| Index | Change |
|---|---|
| Markit CDX EM | -0.13% |
| Markit CDX NA HY | -0.08% |
| Markit CDX NA IG | +0.10% |
| Markit iTraxx Asia ex-Japan IG | +0.96% |
| Markit iTraxx Australia | +0.03% |
| Markit iTraxx Europe | -0.46% |
| Markit iTraxx Europe Crossover | +1.35% |
| Markit iTraxx Japan | -3.42% |
| Markit iTraxx SovX Western Europe | +0.69% |
| Markit LCDX (Loan CDS) | -0.02% |
| Markit MCDX (Municipal CDS) | -2.29% |
Nifty looks benign compared to what hit the broader market. Friday was especially brutal for the German DAX and the negative sentiment might spillover to the Asian markets on Monday. However, the Shanghai Composite seems to be on another planet altogether…
Nifty Heatmap
Index Returns
Advance Decline
Market Cap Decile Performance
| Decile | Mkt. Cap. | Adv/Decl |
|---|---|---|
| 1 (micro) | -2.71% | 76/59 |
| 2 | +3.43% | 71/63 |
| 3 | +2.70% | 74/60 |
| 4 | +2.47% | 69/66 |
| 5 | +1.37% | 70/64 |
| 6 | +1.34% | 66/68 |
| 7 | +0.36% | 66/69 |
| 8 | +0.41% | 73/61 |
| 9 | -0.36% | 69/65 |
| 10 (mega) | -0.99% | 67/68 |
Large caps got hammered…
Top Winners and Losers
| SSLT | +4.40% |
| ONGC | +6.54% |
| OIL | +11.39% |
| BHARATFORG | -10.11% |
| LUPIN | -9.88% |
| SRTRANSFIN | -9.75% |
Bharat Forge and Lupin got shellacked by downgrades…
ETF Performance
| PSUBNKBEES | +3.39% |
| GOLDBEES | +0.41% |
| CPSEETF | -0.28% |
| INFRABEES | -0.93% |
| NIFTYBEES | -1.54% |
| BANKBEES | -2.24% |
| JUNIORBEES | -3.26% |
Note the divergence between PSU banks and the overall banking sector. Puzzling…
Yield Curve
Bond Indices
| Sub Index | Change in YTM | Total Return(%) |
|---|---|---|
| GSEC TB | -0.01 | +0.15% |
| GSEC SUB 1-3 | -0.63 | -0.31% |
| GSEC SUB 3-8 | -0.06 | -0.04% |
| GSEC SUB 8 | +0.01 | +0.24% |
The long-end caught a bid…
Investment Theme Performance
| PPFAS Long Term Value | +0.05% |
| Balance Sheet Strength | -0.25% |
| Financial Strength Value | -0.62% |
| Textile, Metals, Chemicals, Paper and Energy Quality to Price | -1.30% |
| Auto and Consumer Goods Quality to Price | -1.47% |
| Tactical CNX 100 | -1.91% |
| Quality to Price | -2.09% |
| Momentum | -2.34% |
| ADAG stocks | -2.75% |
| Low Volatility | -3.02% |
| Magic Formula | -3.15% |
| ASK Life | -3.21% |
| CNX 100 Enterprise Yield | -3.46% |
| Media, Health, IT, Telecom, Services, Pharma Quality To Price | -3.48% |
| High Beta | -3.84% |
| Next Trillion | -7.20% |
No investment strategy could withstand the storm…
Equity Mutual Funds
Bond Mutual Funds
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