Market Dynamics (11 Jul 2023)
Published in
7 min readJul 11, 2023
Current position:
- US10Y Long — US02Y Short: +2.9%
- S&P500 Future Long — Kospi Future Short: +1.8%
1Day Return (Right)
# Product As of Value Percentile Chg
1 KR 10Y BOND Yield 2023-07-10 2.45% 4.6% ▲9
2 US 2Y NOTE Futures 2023-07-10 0.12% 7.0% ▲1
3 US 10Y NOTE Futures 2023-07-10 0.47% 8.0% ▲23
4 USD_CNY 2023-07-10 0.15% 9.4% ▲56
5 KR 3Y BOND Yield 2023-07-10 1.53% 10.7% ▲3
6 USD_IDR 2023-07-10 0.38% 11.6% ᐁ4
7 NATURAL GAS Futures 2023-07-10 2.56% 17.6% ▲27
8 TR BIST100 Index 2023-07-10 1.35% 18.9% ▲13
9 VN Index 2023-07-10 0.89% 20.6% ▲4
10 USD_HKD 2023-07-10 0.01% 21.0% ᐁ9
1Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-10 -10.97% 0.1% ▲16
2 USD_RUB 2023-07-10 -0.92% 8.4% ▲5
3 COAL Futures 2023-07-07 -1.18% 8.6% ▲5
4 USD_JPY 2023-07-10 -0.53% 14.5% ᐁ2
5 US 10Y BOND Yield 2023-07-10 -1.65% 19.1% ▲37
6 KR KASDAQ Index 2023-07-10 -0.80% 20.7% ▲19
7 USD_MXN 2023-07-10 -0.44% 21.6% ▲8
8 USD_THB 2023-07-10 -0.20% 22.5% ▲22
9 US DOLLAR Index 2023-07-10 -0.31% 22.6% ᐁ4
10 US 2Y BOND Yield 2023-07-10 -1.74% 24.8% ▲19
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3Day Return (Right)
# Product As of Value Percentile Chg
1 KR 10Y BOND Yield 2023-07-10 5.53% 2.5% -
2 KR 3Y BOND Yield 2023-07-10 4.61% 4.7% ▲3
3 USD_IDR 2023-07-10 1.18% 5.5% ▲1
4 USD_HKD 2023-07-10 0.07% 6.4% ▲46
5 EUR_USD 2023-07-10 1.39% 6.9% ▲8
6 GBP_USD 2023-07-10 1.28% 8.4% ▲5
7 US 2Y NOTE Futures 2023-07-10 0.13% 12.2% ▲35
8 GB 10Y BOND Yield 2023-07-10 4.22% 13.1% -
9 DE 10Y BOND Yield 2023-07-10 5.93% 14.7% -
10 TR BIST100 Index 2023-07-10 2.68% 18.0% ▲2
3Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-10 -8.98% 0.9% ▲34
2 USD_JPY 2023-07-10 -2.30% 2.1% ▲3
3 AU ASX Index 2023-07-10 -3.24% 3.2% -
4 US DOLLAR Index 2023-07-10 -1.37% 4.5% ▲12
5 COAL Futures 2023-07-07 -3.60% 5.3% ▲1
6 UK FTSE100 Future 2023-07-10 -2.56% 6.1% ᐁ4
7 NIKKEI 225 Index 2023-07-10 -3.45% 6.2% ▲1
8 TW TWII Index 2023-07-10 -2.37% 6.6% ᐁ4
9 USD_CHF 2023-07-10 -1.50% 7.2% ▲6
10 KR KASDAQ Index 2023-07-10 -3.46% 8.1% ▲3
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5Day Return (Right)
# Product As of Value Percentile Chg
1 KR 10Y BOND Yield 2023-07-10 6.46% 3.5% ▲14
2 COAL Futures 2023-07-07 7.77% 4.0% -
3 KR 3Y BOND Yield 2023-07-10 4.72% 7.5% ▲13
4 USD_IDR 2023-07-10 1.11% 10.0% ▲9
5 USD_RUB 2023-07-10 1.93% 11.5% -
6 GBP_USD 2023-07-10 1.38% 11.9% ▲6
7 GB 10Y BOND Yield 2023-07-10 5.58% 12.9% ᐁ1
8 TR BIST100 Index 2023-07-10 4.24% 13.9% ᐁ7
9 DE 10Y BOND Yield 2023-07-10 7.97% 14.3% ᐁ2
10 WTI Futures 2023-07-10 4.79% 16.1% ᐁ1
5Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-10 -10.01% 1.4% ▲10
2 USD_JPY 2023-07-10 -2.32% 4.0% ▲5
3 UK FTSE100 Future 2023-07-10 -3.72% 4.4% ᐁ2
4 NIKKEI 225 Index 2023-07-10 -4.63% 6.0% ▲8
5 AU ASX Index 2023-07-10 -3.10% 6.3% ▲5
6 TW TWII Index 2023-07-10 -2.53% 9.0% ▲9
7 USD_HKD 2023-07-10 -0.07% 9.1% ᐁ4
8 KR KOSPI Index 2023-07-10 -3.14% 10.3% ▲9
9 FR CAC40 Index 2023-07-10 -3.29% 10.4% ᐁ5
10 KR KASDAQ Index 2023-07-10 -3.25% 13.3% ▲17
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20MA Disparity (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-10 10.53% 1.4% -
2 USD_RUB 2023-07-10 4.26% 4.9% -
3 USD_TRY 2023-07-10 4.17% 5.8% -
4 KR 10Y BOND Yield 2023-07-10 5.42% 6.6% ▲6
5 KR 3Y BOND Yield 2023-07-10 5.13% 8.6% -
6 USD_CNY 2023-07-10 0.40% 10.2% -
7 USD_IDR 2023-07-10 1.26% 11.9% ▲4
8 COAL Futures 2023-07-07 4.39% 13.5% ᐁ1
9 GB 10Y BOND Yield 2023-07-10 5.82% 13.5% ᐁ1
10 US 10Y BOND Yield 2023-07-10 4.51% 15.7% ᐁ6
20MA Disparity (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-10 -17.03% 0.4% ▲2
2 UK FTSE100 Future 2023-07-10 -3.28% 6.3% ▲2
3 US 10Y NOTE Futures 2023-07-10 -1.11% 8.9% ᐁ2
4 US 2Y NOTE Futures 2023-07-10 -0.23% 9.2% ᐁ2
5 AU ASX Index 2023-07-10 -2.31% 11.3% ▲1
6 TW TWII Index 2023-07-10 -2.24% 13.4% ᐁ1
7 WHEAT Futures 2023-07-10 -4.69% 13.4% ▲2
8 NIKKEI 225 Index 2023-07-10 -2.87% 14.4% ▲3
9 KR KOSPI Index 2023-07-10 -2.44% 14.8% ᐁ1
10 DAX Index 2023-07-10 -2.02% 17.9% ᐁ3
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60MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-10 19.67% 0.9% -
2 TR BIST100 Index 2023-07-10 22.93% 1.6% -
3 USD_CNY 2023-07-10 2.38% 2.7% -
4 USD_RUB 2023-07-10 9.59% 5.1% -
5 KR 10Y BOND Yield 2023-07-10 10.10% 6.2% ▲5
6 KR 3Y BOND Yield 2023-07-10 10.31% 7.6% ▲1
7 NASDAQ 100 Future 2023-07-10 6.89% 9.7% ᐁ2
8 USD_CNH 2023-07-10 2.19% 9.9% ᐁ2
9 NASDAQ Comp 2023-07-10 6.62% 10.0% ᐁ1
10 GB 10Y BOND Yield 2023-07-10 14.34% 10.1% ᐁ1
60MA Disparity (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-10 -18.91% 1.7% ▲4
2 US 2Y NOTE Futures 2023-07-10 -0.87% 2.9% ᐁ1
3 UK FTSE100 Future 2023-07-10 -5.27% 6.2% -
4 US 10Y NOTE Futures 2023-07-10 -2.30% 6.2% ᐁ2
5 COAL Futures 2023-07-07 -10.36% 6.6% ᐁ1
6 USD_MXN 2023-07-10 -2.63% 10.4% ▲1
7 USD_HKD 2023-07-10 -0.10% 14.0% ᐁ1
8 AU ASX Index 2023-07-10 -2.73% 16.1% ▲1
9 ALUMINUM Futures 2023-07-10 -4.82% 17.7% ᐁ1
10 SUGAR Futures 2023-07-10 -6.72% 19.2% ▲2
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120MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-10 28.05% 1.2% -
2 USD_CNY 2023-07-10 3.88% 2.6% -
3 NASDAQ 100 Future 2023-07-10 13.48% 3.6% -
4 USD_RUB 2023-07-10 15.05% 5.2% -
5 NASDAQ Comp 2023-07-10 11.69% 6.9% -
6 TR BIST100 Index 2023-07-10 23.08% 7.9% ▲2
7 GB 10Y BOND Yield 2023-07-10 24.04% 8.4% -
8 USD_CNH 2023-07-10 3.74% 8.5% ᐁ2
9 GBP_USD 2023-07-10 3.93% 8.5% -
10 RU MOEX Index 2023-07-10 14.54% 11.9% ▲2
120MA Disparity (Left)
# Product As of Value Percentile Chg
1 COAL Futures 2023-07-07 -25.42% 2.2% -
2 CORN Futures 2023-07-10 -21.51% 2.7% ▲4
3 USD_MXN 2023-07-10 -5.11% 4.1% -
4 US 2Y NOTE Futures 2023-07-10 -0.94% 5.3% ᐁ2
5 UK FTSE100 Future 2023-07-10 -5.84% 8.0% ᐁ1
6 USD_HKD 2023-07-10 -0.17% 12.5% ▲2
7 TH SET Index 2023-07-10 -5.64% 12.7% -
8 US 10Y NOTE Futures 2023-07-10 -2.28% 13.4% ᐁ3
9 ALUMINUM Futures 2023-07-10 -8.30% 14.1% -
10 AU ASX Index 2023-07-10 -3.20% 16.8% ▲1
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20D Standard Deviation (Right)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-10 0.0353 2.7% ▲4
2 COAL Futures 2023-07-07 0.0413 3.4% ᐁ1
3 WHEAT Futures 2023-07-10 0.0313 6.0% ᐁ1
4 USD_CNY 2023-07-10 0.0033 6.6% ᐁ1
5 USD_TRY 2023-07-10 0.0147 7.7% ᐁ1
6 USD_HKD 2023-07-10 0.0006 9.8% -
7 USD_THB 2023-07-10 0.0048 14.2% -
8 US 2Y NOTE Futures 2023-07-10 0.0013 15.4% ▲2
9 USD_KRW 2023-07-10 0.0068 16.3% ᐁ1
10 USD_RUB 2023-07-10 0.0107 16.7% ▲1
20D Standard Deviation (Left)
# Product As of Value Percentile Chg
1 GOLD Futures 2023-07-10 0.0054 1.9% -
2 ETHEREUM 2023-07-10 0.0262 2.0% -
3 IN SENSEX30 Index 2023-07-10 0.0053 6.8% ▲1
4 RU MOEX Index 2023-07-10 0.0069 7.3% ᐁ1
5 BR BOVESPA Index 2023-07-10 0.0098 11.3% -
6 VIX Index 2023-07-10 0.0420 12.7% ▲6
7 CH SSEC Index 2023-07-10 0.0074 14.2% ᐁ1
8 VN Index 2023-07-10 0.0060 15.8% -
9 US 2Y BOND Yield 2023-07-10 0.0127 16.7% ᐁ2
10 BITCOIN 2023-07-10 0.0236 16.9% ᐁ1
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Record High Ranks (max 500 days)
# Product As of Num of days Chg
1 GB 10Y BOND Yield 2023-07-10 500 ▲32
2 TR BIST100 Index 2023-07-10 500 ᐁ1
3 RU MOEX Index 2023-07-10 328 ᐁ1
4 GBP_USD 2023-07-10 317 ᐁ1
5 VN Index 2023-07-10 195 ▲8
6 KR 10Y BOND Yield 2023-07-10 167 ᐁ1
7 KR 3Y BOND Yield 2023-07-10 87 -
8 USD_IDR 2023-07-10 70 -
9 EUR_USD 2023-07-10 45 ▲2
10 US 2Y NOTE Futures 2023-07-10 6 ▲8
Record Low Rank (max 500 days)
# Product As of Num of days Chg
1 CORN Futures 2023-07-10 462 ▲29
2 AU ASX Index 2023-07-10 71 -
3 USD_CHF 2023-07-10 48 -
4 US DOLLAR Index 2023-07-10 43 ▲5
5 KR KOSPI Index 2023-07-10 35 ᐁ1
6 KR KASDAQ Index 2023-07-10 27 ▲7
7 TW TWII Index 2023-07-10 25 ᐁ2
8 NIKKEI 225 Index 2023-07-10 22 ᐁ2
9 USD_JPY 2023-07-10 17 ᐁ1
10 USD_SGD 2023-07-10 13 -
