Opening Bell 25.05.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.13%
CAC(FRA) -0.13%
UKX(GBR) +0.40%
NKY(JPN) +0.54%
SPX(USA) +0.25%
MINTs
JCI(IDN) -0.47%
INMEX(MEX) +0.92%
NGSEINDX(NGA) +0.63%
XU030(TUR) +0.68%
BRICS
IBOV(BRA) +0.95%
SHCOMP(CHN) +0.07%
NIFTY(IND) -0.27%
INDEXCF(RUS) -0.42%
TOP40(ZAF) -0.47%

Commodities

Energy
Ethanol +0.00%
Natural Gas +0.31%
Brent Crude Oil +0.87%
Heating Oil +0.92%
RBOB Gasoline +0.76%
WTI Crude Oil +0.84%
Metals
Platinum +0.34%
Copper -0.06%
Gold 100oz +0.47%
Silver 5000oz +0.00%
Palladium +0.39%

Currencies

USDEUR:-0.19% USDJPY:+0.12%

MINTs
USDIDR(IDN) -0.17%
USDMXN(MEX) -0.38%
USDNGN(NGA) +2.54%
USDTRY(TUR) -0.10%
BRICS
USDBRL(BRA) +0.23%
USDCNY(CHN) -0.21%
USDINR(IND) -0.24%
USDRUB(RUS) -0.23%
USDZAR(ZAF) -0.11%
Agricultural
Corn +0.34%
Feeder Cattle +0.00%
Lean Hogs +0.00%
Lumber +0.00%
Wheat +0.40%
Cattle +0.00%
Coffee (Robusta) +0.00%
Sugar #11 +0.00%
Coffee (Arabica) +0.00%
Soybeans +0.24%
Cocoa +0.00%
Cotton -0.27%
Orange Juice +0.00%
Soybean Meal +0.13%
White Sugar +0.00%

Must Reads

Axis Bank’s Bad Loans Battle
There is an unmistakable sternness in the voice of Manoj Jayaswal when he realises that it’s a telephone call from the media. In a conversation that lasts no more than a minute, he is curt and hangs up saying, “I am sorry, I cannot help you. Please do not disturb me.”

OPEC acknowledges true strength of shale threat
The OPEC oil market report for the month of May acknowledged a fact which astute investors in the oil sector have long known to be true, namely the cartel is losing power. A surge in U.S.

Does The RBI Overestimate Inflation?
The Reserve Bank of India’s (RBI) consumer price inflation forecasts have been off the mark many times in the past, with actual inflation falling well below what the central bank had originally projected, point out two recent research reports while arguing that there may be room for the central ban

Magellan’s Hamish Douglass says Uber is a ‘Ponzi scheme’
Skip to navigation Skip to content Skip to footer View text version of this page Help using this website – Accessibility statement The Sydney Morning Herald News site of the year Business Subscribe Login Sign-up Become a SMH member today! Join today and you can easily save your favourite arti

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

Good luck!

Options Daily 25.05.2017

NIFTY Summary:

  1. Jun 9500 calls added 6,04,050 contracts.
  2. Jun 10000 calls shed 31,150.
  3. Jun 9300 puts added 4,78,800.
  4. Jun 8600 puts shed 81,675.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 83.87 236.16
5 79.73 237.80
10 74.71 239.22
20 72.18 242.49

NIFTY 50 NIFTY BANK
TrueRange 90.25 203.60
TrueHigh 9431.90 22673.40
TrueLow 9341.65 22469.80
Avg. True Range

NIFTY.50 NIFTY.BANK
3 83.87 236.16
5 79.73 237.80
10 74.71 239.22
20 72.18 242.49

NIFTY 50 NIFTY BANK
TrueRange 90.25 203.60
TrueHigh 9431.90 22673.40
TrueLow 9341.65 22469.80

MAY NIFTY OI

MAY NIFTY OI chart

MAY BANKNIFTY OI

MAY BANKNIFTY OI chart

JUN NIFTY OI

JUN NIFTY OI chart

JUN BANKNIFTY OI

JUN BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

MAY NIFTY Volatility

MAY NIFTY Volatility chart

MAY BANKNIFTY Volatility

MAY BANKNIFTY Volatility chart

JUN NIFTY Volatility

JUN NIFTY Volatility chart

JUN BANKNIFTY Volatility

JUN 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(0,3)+GARCH(1,1) model:

VIX 13.54 14.83 15.76 16.61 16.61
σ 1.76 1.79 1.82 1.84 1.87

2017-05-24 Implied Volatility Record

https://www.youtube.com/watch?v=li9Q3JfRdfE

Marketwide OI

Securities under ban today: BANKINDIA, IBREALEST, INFIBEAM, JISLJALEQS, JPASSOCIAT, ORIENTBANK, RCOM, RELCAPITAL, UJJIVAN.

Opening Bell 24.05.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.31%
CAC(FRA) +0.47%
UKX(GBR) -0.15%
NKY(JPN) +0.48%
SPX(USA) +0.18%
MINTs
JCI(IDN) -0.61%
INMEX(MEX) +0.14%
NGSEINDX(NGA) +0.11%
XU030(TUR) +1.29%
BRICS
IBOV(BRA) +1.60%
SHCOMP(CHN) -0.49%
NIFTY(IND) -0.55%
INDEXCF(RUS) +0.49%
TOP40(ZAF) +0.09%

Commodities

Energy
Ethanol +0.00%
Heating Oil +0.35%
Natural Gas +0.56%
WTI Crude Oil +0.19%
Brent Crude Oil +0.24%
RBOB Gasoline +0.36%
Metals
Platinum -0.76%
Gold 100oz -0.23%
Silver 5000oz -0.59%
Copper -0.25%
Palladium -0.49%

Currencies

USDEUR:+0.00% USDJPY:+0.10%

MINTs
USDIDR(IDN) +0.09%
USDMXN(MEX) +0.27%
USDNGN(NGA) +0.87%
USDTRY(TUR) +0.10%
BRICS
USDBRL(BRA) +0.11%
USDCNY(CHN) +0.11%
USDINR(IND) +0.53%
USDRUB(RUS) +0.30%
USDZAR(ZAF) +0.28%
Agricultural
Cocoa +0.00%
Soybeans -0.40%
Coffee (Arabica) +0.00%
Cotton -0.06%
Lean Hogs +0.00%
Lumber +0.00%
Orange Juice +0.00%
Sugar #11 +0.00%
Cattle +0.00%
Coffee (Robusta) +0.00%
Corn +0.07%
Feeder Cattle +0.00%
Soybean Meal -0.26%
Wheat -0.12%
White Sugar +0.00%

Must Reads

RBI Board Members, Rating Agencies To Advise On Resolution Of Large Accounts
The regulator is also re-looking at its present guidelines on restructuring for modifications “as maybe necessary”. The central bank said that it expects rating agencies to play a significant role in the resolution of stressed assets.

Swedroe: Forecasters Not Held Accountable
This isn’t my forecast. But it’s a good reminder that you should ignore all such forecasts. And it’s a good example of why I keep a file of forecasts—the financial media almost never hold forecasters accountable because that would ruin the game, and people would cease to “tune in.”

Trump Proposes Selling Off Half the U.S. Strategic Oil Reserve
The White House plan to trim the national debt includes selling off half of the nation’s emergency oil stockpile, part of a broad series of changes proposed by President Donald Trump to the federal government’s role in energy markets.

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

Good luck!