Tag: daily

Opening Bell 13.09.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.41%
CAC(FRA) +0.44%
UKX(GBR) +0.09%
NKY(JPN) +0.86%
SPX(USA) +0.29%
MINTs
JCI(IDN) +0.06%
INMEX(MEX) -0.17%
NGSEINDX(NGA) +1.01%
XU030(TUR) +0.68%
BRICS
IBOV(BRA) +0.89%
SHCOMP(CHN) +0.75%
NIFTY(IND) -0.48%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +0.81%

Commodities

Energy
Heating Oil -0.33%
Natural Gas +0.16%
Brent Crude Oil -0.25%
RBOB Gasoline -0.26%
Ethanol +0.00%
WTI Crude Oil -0.18%
Metals
Copper +0.11%
Platinum -0.28%
Palladium -0.12%
Silver 5000oz -0.20%
Gold 100oz +0.00%

Currencies

USDEUR:-0.03% USDJPY:+0.05%

MINTs
USDIDR(IDN) -0.29%
USDMXN(MEX) -0.02%
USDNGN(NGA) +0.42%
USDTRY(TUR) +0.07%
BRICS
USDBRL(BRA) -0.12%
USDCNY(CHN) -0.00%
USDINR(IND) -0.18%
USDRUB(RUS) -0.08%
USDZAR(ZAF) +0.04%
Agricultural
Coffee (Robusta) +0.00%
Orange Juice +0.00%
Soybean Meal +0.00%
Cocoa +0.00%
Coffee (Arabica) +0.00%
Corn +0.00%
Feeder Cattle +0.09%
Sugar #11 +0.00%
Cattle -0.03%
Cotton +0.00%
Lean Hogs +0.00%
Lumber +0.18%
Soybeans +0.00%
Wheat +0.00%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 43 are trading above their 10-day SMA and 32 are trading above their 50-day SMA.

Must Reads

Opinion: Why you should keep believing in Warren Buffett even though the stock market is crushing Berkshire Hathaway
If investors were asked who is the greatest investor of all time, Warren Buffett’s name would surely be at, or near, the top of almost everyone’s list. But as he turns 89 on Friday, Berkshire Hathaway’s recent performance has led some to question whether he is still at the top of his game.

India’s government is pouring money into dung
ON SEPTEMBER 7TH mission control in Bengaluru lost contact with an Indian-designed and -built lunar probe mere seconds before it was supposed to land. Some Indians were consoled by the fact that their country had nearly pulled off an extraordinarily complex mission on a shoestring budget.

How rock-bottom bond yields spread from Japan to the rest of the world
IT WOULD BE hard to think of a business that is on the face of it quite as dull as Norinchukin Bank. A co-operative, it was founded almost a century ago to take deposits from and lend to Japanese farmers.

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

Good luck!

Options Daily 13.09.2019

NIFTY Summary:

  1. Sep 11000 calls added 9,61,725 contracts.
  2. Sep 11800 calls shed 300.
  3. Sep 11000 puts added 10,56,300.
  4. Sep 11000 puts shed 18,28,125.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 110.16 402.38
5 123.75 454.22
10 143.92 513.21
20 159.66 553.14

NIFTY 50 NIFTY BANK
TrueRange 116.80 297.60
TrueHigh 11081.75 28062.30
TrueLow 10964.95 27764.70

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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 12.74 12.74 12.74 12.74 12.74
σ 2.28 2.40 2.51 2.62 2.72

Marketwide OI

market wide position limit chart

FRED Scan 13.09.2019

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

ICE BofAML US Corp AAA Total Return Index Value

ICE BofAML US Corp AAA Total Return Index Value

ICE BofAML US Corporate BBB Effective Yield

ICE BofAML US Corporate BBB Effective Yield

Dow Jones Transportation Average

Dow Jones Transportation Average

90-Day AA Nonfinancial Commercial Paper Interest Rate

90-Day AA Nonfinancial Commercial Paper Interest Rate

10-Year Treasury Constant Maturity Rate

10-Year Treasury Constant Maturity Rate

Treasury Inflation-Indexed Long-Term Average Yield

Treasury Inflation-Indexed Long-Term Average Yield

Opening Bell 12.09.2019

Your world at 9am

world equity market heatmap

Equities

Major
DAX(DEU) +0.74%
CAC(FRA) +0.44%
UKX(GBR) +0.96%
NKY(JPN) +0.83%
SPX(USA) +0.72%
MINTs
JCI(IDN) -0.18%
INMEX(MEX) +0.21%
NGSEINDX(NGA) +0.39%
XU030(TUR) +0.78%
BRICS
IBOV(BRA) +0.40%
SHCOMP(CHN) +0.27%
NIFTY(IND) +0.30%
INDEXCF(RUS) -0.01%
TOP40(ZAF) +1.77%

Commodities

Energy
Ethanol +0.00%
RBOB Gasoline +0.47%
Natural Gas -0.47%
Brent Crude Oil +0.71%
Heating Oil +0.55%
WTI Crude Oil +0.84%
Metals
Copper +0.75%
Palladium +1.00%
Gold 100oz +0.00%
Silver 5000oz +0.00%
Platinum +0.72%

Currencies

USDEUR:-0.02% USDJPY:+0.21%

MINTs
USDIDR(IDN) -0.19%
USDMXN(MEX) -0.10%
USDNGN(NGA) +0.56%
USDTRY(TUR) +0.18%
BRICS
USDBRL(BRA) -0.34%
USDCNY(CHN) -0.35%
USDINR(IND) -0.33%
USDRUB(RUS) -0.07%
USDZAR(ZAF) -0.04%
Agricultural
Coffee (Arabica) +0.00%
Feeder Cattle +0.00%
Lumber +0.00%
Orange Juice +0.00%
Cattle +0.00%
Coffee (Robusta) +0.00%
Cotton +0.05%
Lean Hogs +0.00%
Soybeans +0.00%
Wheat +0.00%
Cocoa +0.00%
Corn +0.00%
Soybean Meal +0.00%
Sugar #11 +0.00%
White Sugar +0.00%

Out of 43 world ETFs listed in NYSE that we track, 40 are trading above their 10-day SMA and 26 are trading above their 50-day SMA.

Must Reads

A Story of Stories
This is the fourth post in a series. If you’re new to the series, visit the series home page for a full table of contents. In the last chapter, we met the human giant.

Value Investing’s Heady Days Aren’t Coming Back, Study Says
Value investing isn’t making a comeback any time soon, according to a pair of accounting professors from New York University and the University of Calgary.

The Financial Turing Test
Today, I have a game for you.  Imagine you meet someone new who claims to be a “financial expert.” If you could only ask them one question to determine if they are legit, what would you ask?  I call this the Financial Turing Test.

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

Good luck!

Options Daily 12.09.2019

NIFTY Summary:

  1. Sep 11100 calls added 6,03,300 contracts.
  2. Sep 11850 calls shed 75.
  3. Sep 11000 puts added 3,62,250.
  4. Sep 10500 puts shed 1,49,925.

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

Avg. True Range

NIFTY.50 NIFTY.BANK
3 106.83 454.76
5 125.45 493.20
10 146.48 534.96
20 161.21 562.89

NIFTY 50 NIFTY BANK
TrueRange 51.75 325.00
TrueHigh 11054.80 27829.65
TrueLow 11003.05 27504.65
Avg. True Range

NIFTY.50 NIFTY.BANK
3 106.83 454.76
5 125.45 493.20
10 146.48 534.96
20 161.21 562.89

NIFTY 50 NIFTY BANK
TrueRange 51.75 325.00
TrueHigh 11054.80 27829.65
TrueLow 11003.05 27504.65

Nifty 50 Returns Density Plot

NIFTY 50 kernel density plot

SEP NIFTY OI

SEP NIFTY OI chart

SEP BANKNIFTY OI

SEP BANKNIFTY OI chart

NIFTY Weighted Avg. Open Interest

NIFTY Weighted Avg. Open Interest chart

SEP NIFTY Volatility

SEP NIFTY Volatility chart

SEP BANKNIFTY Volatility

SEP 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 12.74 12.74 12.74 12.74 12.74
σ 2.73 2.83 2.93 3.02 3.11

Marketwide OI

market wide position limit chart