Market Dynamics (10 Jul 2023)
Published in
7 min readJul 10, 2023
Current position:
- US10Y Long — US02Y Short: +2.98%
- S&P500 Future Long — Kospi Future Short: +2.28%
1Day Return (Right)
# Product As of Value Percentile Chg
1 USD_HKD 2023-07-07 0.07% 2.6% ▲27
2 USD_IDR 2023-07-07 0.60% 5.6% ▲13
3 US 2Y NOTE Futures 2023-07-07 0.13% 6.0% ▲50
4 AUD_USD 2023-07-07 0.95% 7.4% ▲30
5 GBP_USD 2023-07-07 0.75% 8.0% ▲12
6 EUR_USD 2023-07-07 0.73% 8.6% ▲10
7 WTI Futures 2023-07-07 2.87% 8.6% ▲16
8 KR 3Y BOND Yield 2023-07-07 1.72% 9.0% ▲4
9 BRENT Oil Futures 2023-07-07 2.55% 9.4% ▲15
10 KR 10Y BOND Yield 2023-07-07 1.43% 12.0% ᐁ1
1Day Return (Left)
# Product As of Value Percentile Chg
1 USD_CNY 2023-07-07 -0.41% 1.9% ▲46
2 USD_JPY 2023-07-07 -1.38% 2.0% ▲19
3 USD_SGD 2023-07-07 -0.54% 4.2% ▲36
4 AU ASX Index 2023-07-07 -1.64% 4.5% ▲7
5 US DOLLAR Index 2023-07-07 -0.78% 5.2% ▲25
6 USD_KRW 2023-07-07 -0.86% 5.3% ▲42
7 USD_RUB 2023-07-07 -1.13% 6.1% ▲51
8 COAL Futures 2023-07-07 -1.18% 8.6% ᐁ7
9 USD_CHF 2023-07-07 -0.76% 9.6% ▲16
10 USD_CNH 2023-07-07 -0.30% 11.4% ▲25
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3Day Return (Right)
# Product As of Value Percentile Chg
1 KR 10Y BOND Yield 2023-07-07 3.89% 5.9% ▲7
2 USD_RUB 2023-07-07 2.32% 6.0% ᐁ1
3 US 10Y BOND Yield 2023-07-07 5.91% 6.4% ▲2
4 USD_IDR 2023-07-07 0.93% 7.9% ▲21
5 KR 3Y BOND Yield 2023-07-07 3.21% 8.6% ▲10
6 USD_THB 2023-07-07 0.75% 9.5% ▲5
7 USD_INR 2023-07-07 0.81% 9.7% ᐁ5
8 GB 10Y BOND Yield 2023-07-07 5.30% 10.2% ᐁ4
9 DE 10Y BOND Yield 2023-07-07 7.33% 12.7% ᐁ2
10 WTI Futures 2023-07-07 3.94% 13.7% ▲3
3Day Return (Left)
# Product As of Value Percentile Chg
1 US 10Y NOTE Futures 2023-07-07 -1.26% 2.6% ▲3
2 UK FTSE100 Future 2023-07-07 -3.64% 2.7% ▲1
3 AU ASX Index 2023-07-07 -3.14% 3.6% ▲10
4 TW TWII Index 2023-07-07 -2.78% 4.7% ▲5
5 USD_JPY 2023-07-07 -1.65% 5.0% ▲23
6 COAL Futures 2023-07-07 -3.60% 5.3% ᐁ4
7 FR CAC40 Index 2023-07-07 -3.50% 6.1% ᐁ2
8 NIKKEI 225 Index 2023-07-07 -3.09% 7.6% ᐁ1
9 DAX Index 2023-07-07 -2.72% 9.1% ᐁ3
10 KR KOSPI Index 2023-07-07 -2.57% 9.6% ▲2
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5Day Return (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-07 7.43% 3.2% ▲2
2 COAL Futures 2023-07-07 7.77% 4.0% -
3 SUGAR Futures 2023-07-07 6.62% 8.2% ▲11
4 US 10Y BOND Yield 2023-07-07 5.86% 9.6% ▲2
5 USD_RUB 2023-07-07 1.90% 11.8% ᐁ4
6 GB 10Y BOND Yield 2023-07-07 5.95% 12.0% ᐁ1
7 DE 10Y BOND Yield 2023-07-07 10.20% 12.1% -
8 BRENT Oil Futures 2023-07-07 4.77% 13.9% ▲7
9 WTI Futures 2023-07-07 4.56% 17.3% ▲7
10 USD_BRL 2023-07-07 1.80% 17.6% ▲3
5Day Return (Left)
# Product As of Value Percentile Chg
1 UK FTSE100 Future 2023-07-07 -3.88% 4.0% ▲4
2 US 10Y NOTE Futures 2023-07-07 -1.43% 4.0% -
3 USD_HKD 2023-07-07 -0.12% 4.9% ᐁ2
4 FR CAC40 Index 2023-07-07 -3.89% 7.7% ▲2
5 USD_CNY 2023-07-07 -0.42% 8.6% ▲19
6 DAX Index 2023-07-07 -3.37% 9.5% ▲2
7 USD_JPY 2023-07-07 -1.56% 10.1% ▲7
8 USD_KRW 2023-07-07 -1.31% 11.1% ▲1
9 NATURAL GAS Futures 2023-07-07 -7.72% 11.4% ▲4
10 AU ASX Index 2023-07-07 -2.13% 11.5% ▲10
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20MA Disparity (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-07 9.74% 2.0% ▲1
2 USD_RUB 2023-07-07 5.69% 3.2% ᐁ1
3 USD_TRY 2023-07-07 4.35% 5.2% -
4 US 10Y BOND Yield 2023-07-07 6.62% 9.2% ▲2
5 KR 3Y BOND Yield 2023-07-07 3.98% 12.1% ▲9
6 USD_CNY 2023-07-07 0.31% 12.3% ᐁ2
7 COAL Futures 2023-07-07 4.39% 13.5% ᐁ2
8 GB 10Y BOND Yield 2023-07-07 5.29% 14.7% -
9 DE 10Y BOND Yield 2023-07-07 7.92% 14.8% -
10 KR 10Y BOND Yield 2023-07-07 3.29% 15.1% ▲9
20MA Disparity (Left)
# Product As of Value Percentile Chg
1 US 10Y NOTE Futures 2023-07-07 -1.67% 3.3% ▲1
2 US 2Y NOTE Futures 2023-07-07 -0.39% 3.4% ᐁ1
3 CORN Futures 2023-07-07 -7.66% 4.3% -
4 UK FTSE100 Future 2023-07-07 -3.54% 5.3% -
5 TW TWII Index 2023-07-07 -2.20% 13.7% ▲6
6 AU ASX Index 2023-07-07 -1.94% 14.0% ▲15
7 DAX Index 2023-07-07 -2.58% 14.3% ᐁ1
8 KR KOSPI Index 2023-07-07 -2.41% 15.0% ▲7
9 WHEAT Futures 2023-07-07 -4.04% 17.5% ▲9
10 FR CAC40 Index 2023-07-07 -2.21% 17.7% ᐁ1
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60MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-07 19.89% 0.9% -
2 TR BIST100 Index 2023-07-07 21.83% 2.1% ▲1
3 USD_CNY 2023-07-07 2.31% 2.9% ᐁ1
4 USD_RUB 2023-07-07 10.79% 4.4% -
5 NASDAQ 100 Future 2023-07-07 7.15% 8.8% -
6 USD_CNH 2023-07-07 2.31% 9.1% -
7 KR 3Y BOND Yield 2023-07-07 8.92% 9.6% ▲4
8 NASDAQ Comp 2023-07-07 6.67% 9.8% -
9 GB 10Y BOND Yield 2023-07-07 13.84% 10.4% -
10 KR 10Y BOND Yield 2023-07-07 7.73% 10.8% ▲3
60MA Disparity (Left)
# Product As of Value Percentile Chg
1 US 2Y NOTE Futures 2023-07-07 -1.01% 2.1% -
2 US 10Y NOTE Futures 2023-07-07 -2.80% 4.0% -
3 UK FTSE100 Future 2023-07-07 -5.45% 5.9% -
4 COAL Futures 2023-07-07 -10.36% 6.6% ▲1
5 CORN Futures 2023-07-07 -9.30% 10.1% ▲1
6 USD_HKD 2023-07-07 -0.12% 12.4% ᐁ2
7 USD_MXN 2023-07-07 -2.29% 13.6% ▲6
8 ALUMINUM Futures 2023-07-07 -5.23% 16.3% ᐁ1
9 AU ASX Index 2023-07-07 -2.37% 17.8% ▲7
10 TH SET Index 2023-07-07 -3.16% 18.3% ▲1
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120MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-07 28.01% 1.2% -
2 USD_CNY 2023-07-07 3.78% 2.8% -
3 NASDAQ 100 Future 2023-07-07 13.72% 3.3% -
4 USD_RUB 2023-07-07 16.38% 4.3% -
5 NASDAQ Comp 2023-07-07 11.69% 6.9% -
6 USD_CNH 2023-07-07 3.83% 8.0% -
7 GB 10Y BOND Yield 2023-07-07 23.29% 8.6% ▲1
8 TR BIST100 Index 2023-07-07 21.67% 8.9% ▲2
9 GBP_USD 2023-07-07 3.73% 9.9% ▲6
10 USD_JPY 2023-07-07 4.56% 10.9% ᐁ3
120MA Disparity (Left)
# Product As of Value Percentile Chg
1 COAL Futures 2023-07-07 -25.42% 2.2% -
2 US 2Y NOTE Futures 2023-07-07 -1.07% 4.5% -
3 USD_MXN 2023-07-07 -4.77% 5.1% -
4 UK FTSE100 Future 2023-07-07 -5.95% 7.6% ▲1
5 US 10Y NOTE Futures 2023-07-07 -2.76% 9.5% ▲1
6 CORN Futures 2023-07-07 -12.05% 10.9% ▲2
7 TH SET Index 2023-07-07 -6.14% 11.4% -
8 USD_HKD 2023-07-07 -0.18% 11.7% ᐁ4
9 ALUMINUM Futures 2023-07-07 -8.72% 13.7% -
10 VIX Index 2023-07-07 -18.26% 17.2% ▲4
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20D Standard Deviation (Right)
# Product As of Value Percentile Chg
1 COAL Futures 2023-07-07 0.0413 3.4% -
2 WHEAT Futures 2023-07-07 0.0314 5.8% -
3 USD_CNY 2023-07-07 0.0033 6.6% ▲1
4 USD_TRY 2023-07-07 0.0147 7.6% ᐁ1
5 CORN Futures 2023-07-07 0.0265 8.7% -
6 USD_HKD 2023-07-07 0.0006 9.6% -
7 USD_THB 2023-07-07 0.0047 14.5% -
8 USD_KRW 2023-07-07 0.0068 15.9% ▲1
9 TR BIST100 Index 2023-07-07 0.0224 16.2% ᐁ1
10 US 2Y NOTE Futures 2023-07-07 0.0013 16.9% -
20D Standard Deviation (Left)
# Product As of Value Percentile Chg
1 GOLD Futures 2023-07-07 0.0055 2.0% -
2 ETHEREUM 2023-07-07 0.0291 5.3% -
3 RU MOEX Index 2023-07-07 0.0068 6.6% ▲1
4 IN SENSEX30 Index 2023-07-07 0.0054 8.3% ᐁ1
5 BR BOVESPA Index 2023-07-07 0.0096 10.3% -
6 CH SSEC Index 2023-07-07 0.0074 14.9% ▲1
7 US 2Y BOND Yield 2023-07-07 0.0119 15.1% ▲1
8 VN Index 2023-07-07 0.0060 15.6% ᐁ2
9 BITCOIN 2023-07-07 0.0245 19.1% ▲2
10 KR KOSPI Index 2023-07-07 0.0068 19.2% ▲3
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Record High Ranks (max 500 days)
# Product As of Num of days Chg
1 TR BIST100 Index 2023-07-07 500 ▲2
2 RU MOEX Index 2023-07-07 327 ▲2
3 GBP_USD 2023-07-07 315 ▲12
4 US 10Y BOND Yield 2023-07-07 171 ▲2
5 KR 10Y BOND Yield 2023-07-07 90 ▲3
6 DE 10Y BOND Yield 2023-07-07 86 ▲3
7 KR 3Y BOND Yield 2023-07-07 86 ▲13
8 USD_IDR 2023-07-07 67 ▲13
9 BRENT Oil Futures 2023-07-07 49 ▲50
10 WTI Futures 2023-07-07 32 ▲4
Record Low Rank (max 500 days)
# Product As of Num of days Chg
1 UK FTSE100 Future 2023-07-07 168 ▲1
2 AU ASX Index 2023-07-07 68 ▲10
3 USD_CHF 2023-07-07 46 ▲11
4 KR KOSPI Index 2023-07-07 34 ▲20
5 TW TWII Index 2023-07-07 24 ▲2
6 NIKKEI 225 Index 2023-07-07 20 ▲7
7 NATURAL GAS Futures 2023-07-07 13 ▲11
8 USD_JPY 2023-07-07 12 ▲3
9 US DOLLAR Index 2023-07-07 12 ▲25
10 USD_SGD 2023-07-07 11 ▲40
