Opening Bell 22.02.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +1.18%
CAC(FRA) +0.49%
UKX(GBR) -0.34%
NKY(JPN) -0.19%
SPX(USA) +0.60%
MINTs
JCI(IDN) +0.10%
INMEX(MEX) +1.24%
NGSEINDX(NGA) +0.01%
XU030(TUR) +0.42%
BRICS
IBOV(BRA) +0.76%
SHCOMP(CHN) -0.28%
NIFTY(IND) +0.32%
INDEXCF(RUS) +0.41%
TOP40(ZAF) +0.11%

Commodities

Energy
Natural Gas +0.47%
Brent Crude Oil +0.46%
Ethanol +0.00%
Heating Oil +0.45%
WTI Crude Oil +0.37%
RBOB Gasoline +0.88%
Metals
Copper +0.00%
Gold 100oz -0.11%
Palladium +0.77%
Platinum +0.03%
Silver 5000oz +0.00%

Currencies

USDEUR:-0.11% USDJPY:-0.23%

MINTs
USDIDR(IDN) -0.12%
USDMXN(MEX) +0.00%
USDNGN(NGA) -0.15%
USDTRY(TUR) +0.12%
BRICS
USDBRL(BRA) +0.28%
USDCNY(CHN) -0.05%
USDINR(IND) +0.00%
USDRUB(RUS) -0.04%
USDZAR(ZAF) -0.17%
Agricultural
Cattle +0.00%
Cocoa +0.00%
Orange Juice +0.00%
Coffee (Robusta) +0.00%
Soybean Meal -0.06%
Soybeans +0.12%
Coffee (Arabica) +0.00%
Feeder Cattle +0.00%
Lean Hogs +0.00%
Lumber +0.00%
White Sugar +0.00%
Corn +0.20%
Cotton +1.24%
Sugar #11 +0.00%
Wheat +0.40%

Out of 42 world ETFs listed in NYSE that we track, 29 are trading above their 10-day SMA and 37 are trading above their 50-day SMA.

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

Good luck!

Options Daily 22.02.2017

NIFTY Summary:

  1. Mar 9100 calls added 3,27,075 contracts.
  2. Mar 9400 calls shed 20,775.
  3. Mar 8900 puts added 2,87,475.
  4. Mar 7800 puts shed 12,075.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 75.54 328.67
5 76.53 313.54
10 76.75 292.61
20 77.01 280.15

NIFTY 50 NIFTY BANK
TrueRange 59.85 284.10
TrueHigh 8920.80 20903.35
TrueLow 8860.95 20619.25
Avg. True Range

NIFTY.50 NIFTY.BANK
3 75.54 328.67
5 76.53 313.54
10 76.75 292.61
20 77.01 280.15

NIFTY 50 NIFTY BANK
TrueRange 59.85 284.10
TrueHigh 8920.80 20903.35
TrueLow 8860.95 20619.25

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB BANKNIFTY Volatility chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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(0,2)+GARCH(1,1) model:

VIX 14.71 15.94 16.70 16.70 16.70
σ 1.39 1.40 1.41 1.43 1.44

2017-02-21 Implied Volatility Record

https://www.youtube.com/watch?v=uZOn3Fu3cjQ

Marketwide OI

Securities under ban today: CEATLTD, HDIL, IBREALEST, IFCI, JINDALSTEL, JPASSOCIAT, TV18BRDCST, WOCKPHARMA.
market wide position limit chart

Opening Bell 21.02.2017

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.60%
CAC(FRA) -0.05%
UKX(GBR) -0.00%
NKY(JPN) +0.46%
SPX(USA) +0.17%
MINTs
JCI(IDN) +0.20%
INMEX(MEX) -0.18%
NGSEINDX(NGA) +0.34%
XU030(TUR) -0.30%
BRICS
IBOV(BRA) +1.16%
SHCOMP(CHN) +0.21%
NIFTY(IND) +0.65%
INDEXCF(RUS) -0.43%
TOP40(ZAF) +0.96%

Commodities

Energy
Brent Crude Oil +0.11%
WTI Crude Oil +0.54%
Ethanol -1.11%
Natural Gas -2.05%
Heating Oil +0.70%
RBOB Gasoline -0.77%
Metals
Silver 5000oz +0.00%
Copper +1.64%
Palladium -1.09%
Platinum -0.38%
Gold 100oz -0.24%

Currencies

USDEUR:+0.32% USDJPY:+0.50%

MINTs
USDIDR(IDN) +0.12%
USDMXN(MEX) +0.25%
USDNGN(NGA) +0.24%
USDTRY(TUR) +0.27%
BRICS
USDBRL(BRA) -0.32%
USDCNY(CHN) +0.11%
USDINR(IND) -0.14%
USDRUB(RUS) -0.12%
USDZAR(ZAF) +0.39%
Agricultural
Corn +0.41%
Cotton +0.31%
Soybean Meal +0.62%
Soybeans +0.61%
Coffee (Robusta) +0.00%
Orange Juice +0.00%
White Sugar +0.00%
Coffee (Arabica) +0.00%
Lean Hogs +0.96%
Lumber +0.72%
Cattle +1.31%
Cocoa +0.00%
Feeder Cattle +0.24%
Sugar #11 +0.00%
Wheat -0.28%

Out of 42 world ETFs listed in NYSE that we track, 29 are trading above their 10-day SMA and 37 are trading above their 50-day SMA.

Must Reads

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BharatQR Targets One Million Merchants By Year End
In its release, NPCI, which has also developed the Unified Payment Interface being used for the government-promoted BHIM payment app, said that BharatQR has a number of advantages over other payment methods. First, a customer will not need to scan individual QR codes of different payment providers.

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

Good luck!

Options Daily 21.02.2017

NIFTY Summary:

  1. Mar 8900 calls added 2,81,400 contracts.
  2. Mar 11000 calls shed 150.
  3. Mar 8500 puts added 2,19,150.
  4. Mar 8100 puts shed 35,700.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 83.39 350.95
5 80.68 320.80
10 78.49 292.53
20 77.29 276.81

NIFTY 50 NIFTY BANK
TrueRange 76.45 230.20
TrueHigh 8886.25 20702.60
TrueLow 8809.80 20472.40
Avg. True Range

NIFTY.50 NIFTY.BANK
3 83.39 350.95
5 80.68 320.80
10 78.49 292.53
20 77.29 276.81

NIFTY 50 NIFTY BANK
TrueRange 76.45 230.20
TrueHigh 8886.25 20702.60
TrueLow 8809.80 20472.40

FEB NIFTY OI

FEB NIFTY OI chart

FEB BANKNIFTY OI

FEB BANKNIFTY OI chart

MAR NIFTY OI

MAR NIFTY OI chart

MAR BANKNIFTY OI

MAR BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

FEB NIFTY Volatility

FEB NIFTY Volatility chart

FEB BANKNIFTY Volatility

FEB BANKNIFTY Volatility chart

MAR NIFTY Volatility

MAR NIFTY Volatility chart

MAR BANKNIFTY Volatility

MAR 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 17.31 17.31 17.31 17.31 17.31
σ 3.92 4.11 4.30 4.48 4.65

2017-02-20 Implied Volatility Record

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

Marketwide OI

Securities under ban today: CEATLTD, HDIL, IBREALEST, IFCI, JPASSOCIAT, TV18BRDCST, UNIONBANK, WOCKPHARMA.
market wide position limit chart