Tag: daily

Opening Bell 16.11.2018

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.52%
CAC(FRA) -0.70%
UKX(GBR) +0.06%
NKY(JPN) -0.52%
SPX(USA) +1.06%
MINTs
JCI(IDN) +1.24%
INMEX(MEX) -2.00%
NGSEINDX(NGA) -0.84%
XU030(TUR) -0.15%
BRICS
IBOV(BRA) +1.25%
SHCOMP(CHN) +0.12%
NIFTY(IND) +0.38%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.27%

Commodities

Energy
Brent Crude Oil +0.78%
Natural Gas +0.67%
Ethanol -0.55%
Heating Oil +0.67%
RBOB Gasoline +0.41%
WTI Crude Oil +0.78%
Metals
Silver 5000oz +0.00%
Copper +0.00%
Platinum -0.11%
Gold 100oz +0.00%
Palladium +0.00%

Currencies

USDEUR:-0.03% USDJPY:-0.22%

MINTs
USDIDR(IDN) -0.40%
USDMXN(MEX) +0.25%
USDNGN(NGA) -0.09%
USDTRY(TUR) +0.63%
BRICS
USDBRL(BRA) -0.62%
USDCNY(CHN) +0.05%
USDINR(IND) -0.46%
USDRUB(RUS) +0.03%
USDZAR(ZAF) +0.22%
Agricultural
Cocoa +0.00%
Coffee (Robusta) +0.00%
Corn +0.20%
Lean Hogs +0.00%
Soybeans +0.17%
Coffee (Arabica) +0.00%
Lumber +0.00%
Orange Juice +0.00%
Soybean Meal +0.39%
Sugar #11 +0.00%
White Sugar +0.00%
Cattle +0.00%
Cotton -0.09%
Feeder Cattle +0.00%
Wheat +0.15%

Out of 43 world ETFs listed in NYSE that we track, 17 are trading above their 10-day SMA and 9 are trading above their 50-day SMA.

Must Reads

A study measures the cost of lack of competition
THAT COMPETITION keeps prices down is well known. But it is hard to measure by just how much, because prices vary for all sorts of reasons, from differences in labour costs and rents to taxes.

A local chain may have cracked the Indian consumer
TO FIND A crowd on a Sunday, in many parts of the world you go to a church—or perhaps a football match. In Thane, a suburb of Mumbai, the place to find hordes of people on the Sabbath is at the local branch of DMart, a supermarket chain.

Small-town Indians are the new globetrotters
The growth in tier II and III markets—as far as foreign travel is concerned—is way higher than in larger cities year-on-year. Photo: iStock New Delhi: Cash in hand and family in tow, small town India’s on the move like never before.

Opinion | Tepid first aid when an open heart surgery was needed
Product structures in finance are taking on a new importance globally because mis-selling and unsuitable sales can be reduced by taking the tricks and traps out of these products.

New AMC to tackle large bad loans of PSU banks
There are currently around 200 bad loan accounts with a total exposure of about Rs 3.1 lakh crore.

16 Popular Psychology Myths You Probably Still Believe
If you’re trying to navigate a foreign city, you’ll probably whip out Google Maps to guide you. Google Maps uses GPS technology to show you where you are in the world, thanks to the system of satellites whipping around the Earth at 14,000 km/h, 20,200 km above where you’re standing.

The Banana Republic of Boris Johnson
Britain looks down on nations ruled by dictators and corrupt demagogues. But in Johnson we have a charlatan of our own who is perilously close to winning power. Like dictators and presidents of banana republics, Boris Johnson is eager to build monuments to his own greatness.

RBI’s Gurumurthy wants govt bonds for recapitalisation of PSU banks
S. Gurumurthy, member RBI board. Photo: PTI New Delhi: Indian banks could be recapitalised with government bonds, said an independent director on the central bank’s board on Thursday, at a time when the Reserve Bank of India and the government are at loggerheads on regulatory issues. S.

How This All Happened
This is a short story about what happened to the U.S. economy since the end of World War II.

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

Good luck!

Options Daily 16.11.2018

NIFTY Summary:

  1. Nov 10700 calls added 1,98,975 contracts.
  2. Nov 10600 calls shed 1,45,800.
  3. Nov 10400 puts added 3,20,700.
  4. Nov 9500 puts shed 93,600.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 117.92 376.92
5 127.40 374.35
10 148.04 411.96
20 169.49 461.91

NIFTY 50 NIFTY BANK
TrueRange 89.00 469.60
TrueHigh 10646.50 26197.60
TrueLow 10557.50 25728.00

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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(4,1)+GARCH(1,1) model:

VIX 18.50 18.52 18.56 18.58 18.59
σ 0.71 0.71 0.70 0.70 0.70

Marketwide OI

Securities under ban today: ADANIENT, ADANIPOWER, JETAIRWAYS.
market wide position limit chart

Opening Bell 15.11.2018

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) -0.52%
CAC(FRA) -0.65%
UKX(GBR) -0.28%
NKY(JPN) -0.25%
SPX(USA) -0.76%
MINTs
JCI(IDN) +1.15%
INMEX(MEX) -0.19%
NGSEINDX(NGA) -0.06%
XU030(TUR) +0.84%
BRICS
IBOV(BRA) +1.25%
SHCOMP(CHN) +0.53%
NIFTY(IND) -0.06%
INDEXCF(RUS) -0.01%
TOP40(ZAF) -0.06%

Commodities

Energy
Natural Gas -2.65%
RBOB Gasoline -0.85%
Ethanol +0.00%
Brent Crude Oil -0.41%
WTI Crude Oil -0.57%
Heating Oil -0.14%
Metals
Palladium -0.12%
Gold 100oz +0.00%
Copper +0.00%
Silver 5000oz +0.00%
Platinum +0.34%

Currencies

USDEUR:-0.15% USDJPY:-0.08%

MINTs
USDIDR(IDN) -0.17%
USDMXN(MEX) -0.23%
USDNGN(NGA) -0.09%
USDTRY(TUR) +0.04%
BRICS
USDBRL(BRA) -0.62%
USDCNY(CHN) -0.12%
USDINR(IND) -0.35%
USDRUB(RUS) +0.00%
USDZAR(ZAF) -0.41%
Agricultural
Cocoa +0.00%
Corn +0.27%
Feeder Cattle +0.00%
Orange Juice +0.00%
Wheat +0.80%
Lean Hogs +0.00%
Soybean Meal +0.49%
Soybeans +0.00%
Cattle +0.00%
Coffee (Arabica) +0.00%
Coffee (Robusta) +0.00%
Sugar #11 +0.00%
Cotton +0.07%
Lumber +0.00%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 6 are trading above their 10-day SMA and 6 are trading above their 50-day SMA.

Must Reads

De Beers is said to make big cuts in low-end diamond prices
The world’s biggest producer reduced prices as much as 10% for low-quality stones. Photo: Bloomberg De Beers made steep cuts in the prices of low-quality stones at its sale this week, according to people familiar with the situation.

Shadow banking crisis is starting to hit India’s consumers
NBFCs and lenders to the housing sector have become increasingly important in supporting consumer spending as the nation’s formal banking sector is weighed down by bad loans.

Opinion | The conundrum of PPP road projects
Developing road networks in a timely and cost-effective fashion plays an important role in economic development. In recent years, the government has extensively adopted the public private partnership (PPP) approach in road development.

Warren Buffett exits Walmart after 20 years as Amazon reigns
While Warren Buffett is known for sticking with stocks like Coca-Cola for decades, he’s not wedded to favourites when circumstances change. Photo: Bloomberg Warren Buffett has cut bait on Bentonville. Buffett’s Berkshire Hathaway Inc. has sold its last Walmart Inc.

Centre exhausts a third of recap funds on just 5 PSBs so far
The Centre infusing yet another round of capital into hard-hit Allahabad Bank, after just four months of pumping in ₹1,790 crore, does not paint a very comforting picture on the recapitalisation front this fiscal.

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

Good luck!

Options Daily 15.11.2018

NIFTY Summary:

  1. Nov 10900 calls added 3,07,500 contracts.
  2. Nov 11500 calls shed 75,900.
  3. Nov 10600 puts added 3,80,850.
  4. Nov 10300 puts shed 3,75,375.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 132.38 330.59
5 136.93 350.44
10 153.92 403.68
20 172.56 458.39

NIFTY 50 NIFTY BANK
TrueRange 118.90 276.45
TrueHigh 10651.60 26045.05
TrueLow 10532.70 25768.60

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

NOV NIFTY OI

NOV NIFTY OI chart

NOV BANKNIFTY OI

NOV BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

NOV NIFTY Volatility

NOV NIFTY Volatility chart

NOV BANKNIFTY Volatility

NOV 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(5,1)+GARCH(1,1) model:

VIX 18.80 18.80 18.80 18.80 18.80
σ 0.79 0.78 0.78 0.77 0.76

Marketwide OI

Securities under ban today: ADANIPOWER, JETAIRWAYS.
market wide position limit chart