Market Dynamics (12 Jul 2023)
Published in
6 min readJul 12, 2023
Current position:
- US10Y Long — US02Y Short: +1.2%
- S&P500 Future Long — Kospi Future Short: +1.8%
1Day Return (Right)
# Product As of Value Percentile Chg
1 KR KASDAQ Index 2023-07-11 2.14% 4.4% ▲54
2 AU ASX Index 2023-07-11 1.51% 4.4% ▲48
3 TW TWII Index 2023-07-11 1.48% 4.6% ▲34
4 KR KOSPI Index 2023-07-11 1.66% 7.3% ▲37
5 WTI Futures 2023-07-11 2.52% 11.0% ▲40
6 BRENT Oil Futures 2023-07-11 2.20% 12.2% ▲38
7 WHEAT Futures 2023-07-11 2.13% 12.9% ▲31
8 GBP_USD 2023-07-11 0.57% 13.3% ▲8
9 FR CAC40 Index 2023-07-11 1.07% 15.9% ▲9
10 TR BIST100 Index 2023-07-11 1.48% 16.7% ᐁ2
1Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-11 -12.13% 0.1% -
2 USD_THB 2023-07-11 -0.88% 1.5% ▲6
3 COAL Futures 2023-07-10 -3.12% 2.0% -
4 USD_CNY 2023-07-11 -0.29% 3.6% ▲53
5 KR 10Y BOND Yield 2023-07-11 -2.52% 3.8% ▲55
6 KR 3Y BOND Yield 2023-07-11 -2.29% 5.4% ▲50
7 USD_JPY 2023-07-11 -0.73% 9.3% ᐁ3
8 USD_KRW 2023-07-11 -0.60% 10.4% ▲29
9 USD_CHF 2023-07-11 -0.68% 11.6% ▲3
10 USD_IDR 2023-07-11 -0.33% 13.3% ▲45
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3Day Return (Right)
# Product As of Value Percentile Chg
1 GBP_USD 2023-07-11 1.51% 5.1% ▲5
2 US 2Y NOTE Futures 2023-07-11 0.22% 5.8% ▲5
3 USD_HKD 2023-07-11 0.07% 7.4% ▲1
4 TR BIST100 Index 2023-07-11 3.61% 10.6% ▲6
5 EUR_USD 2023-07-11 1.12% 11.1% -
6 US 10Y NOTE Futures 2023-07-11 0.65% 11.4% ▲27
7 WTI Futures 2023-07-11 4.22% 12.1% ▲10
8 USD_IDR 2023-07-11 0.66% 13.1% ᐁ5
9 BRENT Oil Futures 2023-07-11 3.76% 13.1% ▲9
10 FR CAC40 Index 2023-07-11 1.94% 14.8% ▲37
3Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-11 -11.51% 0.4% -
2 COAL Futures 2023-07-10 -7.67% 1.3% ▲3
3 USD_JPY 2023-07-11 -2.62% 1.5% ᐁ1
4 USD_CNY 2023-07-11 -0.55% 3.6% ▲11
5 USD_SGD 2023-07-11 -0.93% 3.8% ▲7
6 USD_THB 2023-07-11 -1.14% 4.1% ▲39
7 US DOLLAR Index 2023-07-11 -1.38% 4.4% ᐁ3
8 USD_CHF 2023-07-11 -1.77% 4.8% ▲1
9 USD_RUB 2023-07-11 -2.07% 5.9% ▲12
10 USD_KRW 2023-07-11 -1.33% 6.4% ▲16
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5Day Return (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-11 5.98% 6.3% ▲7
2 GBP_USD 2023-07-11 1.73% 7.1% ▲4
3 KR 10Y BOND Yield 2023-07-11 3.76% 10.1% ᐁ2
4 USD_IDR 2023-07-11 1.00% 11.5% -
5 GB 10Y BOND Yield 2023-07-11 5.69% 12.7% ▲2
6 WTI Futures 2023-07-11 5.31% 13.4% ▲4
7 DE 10Y BOND Yield 2023-07-11 7.98% 14.3% ▲2
8 EUR_USD 2023-07-11 1.21% 15.6% ▲9
9 USD_RUB 2023-07-11 1.35% 17.7% ᐁ4
10 BRENT Oil Futures 2023-07-11 4.13% 17.8% ▲3
5Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-11 -10.00% 1.4% -
2 COAL Futures 2023-07-10 -9.69% 1.7% ▲57
3 USD_JPY 2023-07-11 -2.89% 2.2% ᐁ1
4 UK FTSE100 Future 2023-07-11 -3.08% 6.4% ᐁ1
5 USD_CHF 2023-07-11 -1.95% 6.8% ▲7
6 US DOLLAR Index 2023-07-11 -1.35% 8.9% ▲8
7 NIKKEI 225 Index 2023-07-11 -3.65% 8.9% ᐁ3
8 AU ASX Index 2023-07-11 -2.18% 11.2% ᐁ3
9 USD_HKD 2023-07-11 -0.05% 13.8% ᐁ2
10 US 10Y NOTE Futures 2023-07-11 -0.67% 16.5% ▲3
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20MA Disparity (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-11 11.36% 0.9% -
2 USD_RUB 2023-07-11 3.85% 5.9% -
3 USD_TRY 2023-07-11 3.55% 8.1% -
4 GBP_USD 2023-07-11 1.46% 12.7% ▲8
5 WTI Futures 2023-07-11 5.62% 14.4% ▲12
6 GB 10Y BOND Yield 2023-07-11 5.03% 15.3% ▲3
7 DE 10Y BOND Yield 2023-07-11 7.52% 15.4% ▲4
8 BRENT Oil Futures 2023-07-11 5.03% 15.9% ▲11
9 USD_IDR 2023-07-11 0.85% 18.6% ᐁ2
10 KR 10Y BOND Yield 2023-07-11 2.51% 19.6% ᐁ6
20MA Disparity (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-11 -16.40% 0.4% -
2 US 2Y NOTE Futures 2023-07-11 -0.23% 9.0% ▲2
3 USD_JPY 2023-07-11 -1.79% 9.9% ▲9
4 UK FTSE100 Future 2023-07-11 -2.59% 9.9% ᐁ2
5 US 10Y NOTE Futures 2023-07-11 -0.93% 12.1% ᐁ2
6 USD_CHF 2023-07-11 -1.68% 12.4% ▲7
7 NIKKEI 225 Index 2023-07-11 -2.71% 15.2% ▲1
8 USD_THB 2023-07-11 -0.72% 20.4% ▲29
9 US DOLLAR Index 2023-07-11 -0.94% 20.8% ▲8
10 AU ASX Index 2023-07-11 -0.89% 24.9% ᐁ5
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60MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-11 18.92% 1.0% -
2 TR BIST100 Index 2023-07-11 24.22% 1.3% -
3 USD_CNY 2023-07-11 1.99% 3.9% -
4 USD_RUB 2023-07-11 9.35% 5.3% -
5 NASDAQ 100 Future 2023-07-11 7.21% 8.5% ▲2
6 NASDAQ Comp 2023-07-11 6.98% 8.6% ▲3
7 GBP_USD 2023-07-11 2.89% 9.1% ▲4
8 GB 10Y BOND Yield 2023-07-11 13.25% 10.9% ▲2
9 KR 3Y BOND Yield 2023-07-11 7.56% 11.9% ᐁ3
10 USD_CNH 2023-07-11 1.87% 12.3% ᐁ2
60MA Disparity (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-11 -18.33% 1.9% -
2 US 2Y NOTE Futures 2023-07-11 -0.88% 2.8% -
3 COAL Futures 2023-07-10 -12.65% 5.0% ▲2
4 US 10Y NOTE Futures 2023-07-11 -2.13% 7.2% -
5 UK FTSE100 Future 2023-07-11 -4.67% 7.6% ᐁ2
6 USD_MXN 2023-07-11 -2.70% 9.9% -
7 USD_HKD 2023-07-11 -0.11% 13.3% -
8 SUGAR Futures 2023-07-11 -6.29% 20.7% ▲2
9 TH SET Index 2023-07-11 -2.55% 21.6% ▲2
10 USD_KRW 2023-07-11 -1.66% 22.6% ▲8
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120MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-11 27.53% 1.3% -
2 NASDAQ 100 Future 2023-07-11 13.86% 3.2% ▲1
3 USD_CNY 2023-07-11 3.52% 3.4% ᐁ1
4 USD_RUB 2023-07-11 14.75% 5.4% -
5 NASDAQ Comp 2023-07-11 12.10% 5.9% -
6 GBP_USD 2023-07-11 4.43% 6.1% ▲3
7 TR BIST100 Index 2023-07-11 24.62% 6.6% ᐁ1
8 GB 10Y BOND Yield 2023-07-11 23.03% 8.7% ᐁ1
9 USD_CNH 2023-07-11 3.43% 10.8% ᐁ1
10 S&P500 Future 2023-07-11 7.31% 11.6% ▲5
120MA Disparity (Left)
# Product As of Value Percentile Chg
1 COAL Futures 2023-07-10 -27.03% 2.2% -
2 CORN Futures 2023-07-11 -21.01% 3.0% -
3 USD_MXN 2023-07-11 -5.20% 3.8% -
4 US 2Y NOTE Futures 2023-07-11 -0.96% 5.1% -
5 UK FTSE100 Future 2023-07-11 -5.29% 9.2% -
6 USD_HKD 2023-07-11 -0.18% 11.8% -
7 TH SET Index 2023-07-11 -5.54% 13.0% -
8 US 10Y NOTE Futures 2023-07-11 -2.13% 14.6% -
9 ALUMINUM Futures 2023-07-11 -7.42% 15.4% -
10 VIX Index 2023-07-11 -17.87% 18.0% ▲1
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20D Standard Deviation (Right)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-11 0.0376 2.1% -
2 COAL Futures 2023-07-10 0.0418 3.4% -
3 WHEAT Futures 2023-07-11 0.0316 5.5% -
4 USD_CNY 2023-07-11 0.0033 6.5% -
5 USD_TRY 2023-07-11 0.0147 7.7% -
6 USD_HKD 2023-07-11 0.0006 9.8% -
7 USD_THB 2023-07-11 0.0052 9.9% -
8 TR BIST100 Index 2023-07-11 0.0217 18.1% ▲3
9 US 2Y NOTE Futures 2023-07-11 0.0012 18.3% ᐁ1
10 USD_RUB 2023-07-11 0.0101 19.3% -
20D Standard Deviation (Left)
# Product As of Value Percentile Chg
1 GOLD Futures 2023-07-11 0.0054 1.9% -
2 ETHEREUM 2023-07-11 0.0262 2.0% -
3 RU MOEX Index 2023-07-11 0.0058 3.2% ▲1
4 IN SENSEX30 Index 2023-07-11 0.0053 7.0% ᐁ1
5 BR BOVESPA Index 2023-07-11 0.0098 11.5% -
6 VIX Index 2023-07-11 0.0416 12.2% -
7 COPPER Futures 2023-07-11 0.0096 14.2% ▲8
8 CH SSEC Index 2023-07-11 0.0074 14.2% ᐁ1
9 US 2Y BOND Yield 2023-07-11 0.0121 15.6% -
10 VN Index 2023-07-11 0.0060 15.7% ᐁ2
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Record High Ranks (max 500 days)
# Product As of Num of days Chg
1 TR BIST100 Index 2023-07-11 500 ▲1
2 GB 10Y BOND Yield 2023-07-11 500 ᐁ1
3 RU MOEX Index 2023-07-11 329 -
4 GBP_USD 2023-07-11 318 -
5 VN Index 2023-07-11 196 -
6 DE 10Y BOND Yield 2023-07-11 90 ▲42
7 BRENT Oil Futures 2023-07-11 52 ▲36
8 WTI Futures 2023-07-11 51 ▲26
9 EUR_USD 2023-07-11 47 -
10 GOLD Futures 2023-07-11 15 ▲36
Record Low Rank (max 500 days)
# Product As of Num of days Chg
1 USD_CHF 2023-07-11 500 ▲2
2 CORN Futures 2023-07-11 463 ᐁ1
3 US DOLLAR Index 2023-07-11 44 ▲1
4 USD_JPY 2023-07-11 18 ▲5
5 USD_KRW 2023-07-11 14 ▲51
6 USD_THB 2023-07-11 14 ▲14
7 USD_SGD 2023-07-11 14 ▲3
8 USD_CNH 2023-07-11 13 ▲8
9 USD_CNY 2023-07-11 12 ▲27
10 BR BOVESPA Index 2023-07-11 9 ▲17
