Market Dynamics (13 Jul 2023)-Inflation Numbers, Treasury rates pull back
Published in
7 min readJul 13, 2023
US showed less then expected inflation numbers, which made market participants to expect Fed will raise the target rate no more than one time.
Treasury rates dropped sharply, especially short term bonds.
Current position:
- US10Y Long — US02Y Short: +2.8%
- S&P500 Future Long — Kospi Future Short: +1.3%
1Day Return (Right)
# Product As of Value Percentile Chg
1 US 2Y NOTE Futures 2023-07-12 0.30% 1.0% ▲46
2 US 10Y NOTE Futures 2023-07-12 0.88% 1.6% ▲15
3 ALUMINUM Futures 2023-07-12 3.23% 1.7% ▲10
4 AUD_USD 2023-07-12 1.51% 2.3% ▲22
5 SILVER Futures 2023-07-12 4.56% 2.3% ▲33
6 EUR_USD 2023-07-12 1.19% 2.4% ▲24
7 UK FTSE100 Future 2023-07-12 1.85% 3.2% ▲16
8 COPPER Futures 2023-07-12 2.33% 7.4% ▲33
9 FR CAC40 Index 2023-07-12 1.57% 8.8% -
10 DAX Index 2023-07-12 1.47% 10.1% ▲6
1Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-12 -15.52% 0.1% -
2 USD_CNY 2023-07-12 -0.59% 0.8% ▲2
3 USD_IDR 2023-07-12 -1.32% 1.0% ▲7
4 USD_SGD 2023-07-12 -0.81% 1.2% ▲8
5 USD_CHF 2023-07-12 -1.39% 1.7% ▲4
6 USD_KRW 2023-07-12 -1.27% 1.9% ▲2
7 WHEAT Futures 2023-07-12 -4.09% 1.9% ▲47
8 USD_JPY 2023-07-12 -1.38% 2.0% ᐁ1
9 USD_CNH 2023-07-12 -0.66% 2.2% ▲4
10 US DOLLAR Index 2023-07-12 -1.02% 2.2% ▲6
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3Day Return (Right)
# Product As of Value Percentile Chg
1 US 10Y NOTE Futures 2023-07-12 1.43% 1.9% ▲5
2 US 2Y NOTE Futures 2023-07-12 0.36% 2.1% -
3 ALUMINUM Futures 2023-07-12 4.33% 3.9% ▲12
4 EUR_USD 2023-07-12 1.55% 5.2% ▲1
5 FR CAC40 Index 2023-07-12 3.11% 6.4% ▲5
6 SILVER Futures 2023-07-12 4.53% 8.0% ▲13
7 UK FTSE100 Future 2023-07-12 2.17% 8.3% ▲29
8 DAX Index 2023-07-12 2.69% 8.8% ▲6
9 GBP_USD 2023-07-12 1.22% 9.2% ᐁ8
10 AUD_USD 2023-07-12 1.48% 9.9% ▲3
3Day Return (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-12 -13.83% 0.2% -
2 USD_JPY 2023-07-12 -2.56% 1.6% ▲1
3 USD_CHF 2023-07-12 -2.38% 1.7% ▲5
4 USD_CNY 2023-07-12 -0.75% 1.7% -
5 USD_SGD 2023-07-12 -1.21% 1.8% -
6 COAL Futures 2023-07-11 -6.19% 2.1% ᐁ4
7 US DOLLAR Index 2023-07-12 -1.67% 2.2% -
8 USD_THB 2023-07-12 -1.28% 3.0% ᐁ2
9 USD_KRW 2023-07-12 -1.76% 3.3% ▲1
10 USD_CNH 2023-07-12 -0.93% 4.0% ▲1
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5Day Return (Right)
# Product As of Value Percentile Chg
1 EUR_USD 2023-07-12 2.64% 1.8% ▲7
2 GBP_USD 2023-07-12 2.27% 3.1% -
3 US 2Y NOTE Futures 2023-07-12 0.37% 3.2% ▲21
4 ALUMINUM Futures 2023-07-12 4.48% 7.3% ▲19
5 AUD_USD 2023-07-12 2.00% 8.3% ▲24
6 WTI Futures 2023-07-12 5.67% 11.5% -
7 US 10Y NOTE Futures 2023-07-12 0.80% 12.9% ▲44
8 BRENT Oil Futures 2023-07-12 4.57% 15.2% ▲2
9 USD_HKD 2023-07-12 0.05% 15.6% ▲43
10 KR 10Y BOND Yield 2023-07-12 2.71% 15.6% ᐁ7
5Day Return (Left)
# Product As of Value Percentile Chg
1 USD_JPY 2023-07-12 -4.29% 0.4% ▲2
2 US DOLLAR Index 2023-07-12 -2.72% 0.6% ▲4
3 CORN Futures 2023-07-12 -11.90% 0.8% ᐁ2
4 USD_CHF 2023-07-12 -3.52% 0.9% ▲1
5 USD_SGD 2023-07-12 -1.72% 1.0% ▲6
6 USD_CNY 2023-07-12 -1.11% 1.3% ▲19
7 COAL Futures 2023-07-11 -8.49% 1.9% ᐁ5
8 USD_CNH 2023-07-12 -1.32% 2.5% ▲11
9 USD_KRW 2023-07-12 -2.19% 3.3% ▲20
10 WHEAT Futures 2023-07-12 -6.04% 5.9% ▲36
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20MA Disparity (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-12 10.31% 1.6% -
2 USD_RUB 2023-07-12 4.02% 5.4% -
3 GBP_USD 2023-07-12 1.80% 7.6% ▲1
4 EUR_USD 2023-07-12 1.83% 8.9% ▲12
5 USD_TRY 2023-07-12 3.23% 9.7% ᐁ2
6 WTI Futures 2023-07-12 6.51% 10.5% ᐁ1
7 BRENT Oil Futures 2023-07-12 5.54% 13.2% ▲1
8 SILVER Futures 2023-07-12 5.02% 14.6% ▲18
9 KR 3Y BOND Yield 2023-07-12 2.07% 22.3% ▲2
10 KR 10Y BOND Yield 2023-07-12 2.19% 22.5% -
20MA Disparity (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-12 -19.05% 0.1% -
2 USD_JPY 2023-07-12 -3.04% 2.3% ▲1
3 USD_CHF 2023-07-12 -2.85% 3.4% ▲3
4 USD_SGD 2023-07-12 -1.22% 5.0% ▲13
5 US DOLLAR Index 2023-07-12 -1.89% 5.3% ▲4
6 WHEAT Futures 2023-07-12 -6.74% 5.8% ▲7
7 USD_KRW 2023-07-12 -1.68% 8.1% ▲17
8 USD_CNY 2023-07-12 -0.54% 8.3% ▲39
9 NIKKEI 225 Index 2023-07-12 -3.26% 12.2% ᐁ2
10 USD_CNH 2023-07-12 -0.67% 13.9% ▲21
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60MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-12 18.57% 1.0% -
2 TR BIST100 Index 2023-07-12 23.33% 1.5% -
3 NASDAQ 100 Future 2023-07-12 8.42% 4.9% ▲2
4 USD_RUB 2023-07-12 9.74% 4.9% -
5 NASDAQ Comp 2023-07-12 7.96% 5.9% ▲1
6 GBP_USD 2023-07-12 3.30% 6.8% ▲1
7 S&P500 Future 2023-07-12 5.44% 7.0% ▲5
8 USD_CNY 2023-07-12 1.31% 7.8% ᐁ5
9 S&P500 Index 2023-07-12 5.31% 8.9% ▲4
10 KR 3Y BOND Yield 2023-07-12 7.25% 12.6% ᐁ1
60MA Disparity (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-12 -21.10% 1.0% -
2 COAL Futures 2023-07-11 -13.87% 4.3% ▲1
3 US 2Y NOTE Futures 2023-07-12 -0.59% 4.9% ᐁ1
4 USD_MXN 2023-07-12 -3.35% 6.0% ▲2
5 USD_KRW 2023-07-12 -2.86% 9.7% ▲5
6 USD_CHF 2023-07-12 -3.28% 11.4% ▲6
7 USD_HKD 2023-07-12 -0.12% 12.6% -
8 UK FTSE100 Future 2023-07-12 -3.06% 13.6% ᐁ3
9 US 10Y NOTE Futures 2023-07-12 -1.29% 16.5% ᐁ5
10 US DOLLAR Index 2023-07-12 -2.08% 17.5% ▲7
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120MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-12 27.41% 1.3% -
2 NASDAQ 100 Future 2023-07-12 15.20% 1.9% -
3 NASDAQ Comp 2023-07-12 13.17% 4.2% ▲2
4 GBP_USD 2023-07-12 4.88% 4.9% ▲2
5 USD_RUB 2023-07-12 15.10% 5.1% ᐁ1
6 USD_CNY 2023-07-12 2.84% 5.5% ᐁ3
7 TR BIST100 Index 2023-07-12 23.88% 7.2% -
8 S&P500 Future 2023-07-12 8.18% 8.5% ▲2
9 GB 10Y BOND Yield 2023-07-12 20.21% 9.8% ᐁ1
10 RU MOEX Index 2023-07-12 15.62% 10.5% ▲1
120MA Disparity (Left)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-12 -23.80% 1.6% ▲1
2 COAL Futures 2023-07-11 -27.75% 2.2% ᐁ1
3 USD_MXN 2023-07-12 -5.85% 2.4% -
4 VIX Index 2023-07-12 -24.87% 6.4% ▲6
5 US 2Y NOTE Futures 2023-07-12 -0.68% 8.3% ᐁ1
6 USD_HKD 2023-07-12 -0.19% 11.0% -
7 USD_CHF 2023-07-12 -4.53% 11.1% ▲4
8 TH SET Index 2023-07-12 -5.81% 12.2% ᐁ1
9 UK FTSE100 Future 2023-07-12 -3.75% 14.0% ᐁ4
10 WHEAT Futures 2023-07-12 -7.29% 21.3% ▲7
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20D Standard Deviation (Right)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-12 0.0428 0.9% -
2 COAL Futures 2023-07-11 0.0420 3.3% -
3 WHEAT Futures 2023-07-12 0.0331 4.4% -
4 USD_CNY 2023-07-12 0.0036 5.2% -
5 USD_TRY 2023-07-12 0.0146 7.9% -
6 USD_THB 2023-07-12 0.0053 9.5% ▲1
7 USD_HKD 2023-07-12 0.0006 9.8% ᐁ1
8 US 2Y NOTE Futures 2023-07-12 0.0014 13.2% ▲1
9 USD_KRW 2023-07-12 0.0068 15.8% ▲3
10 US 10Y NOTE Futures 2023-07-12 0.0047 16.8% ▲1
20D Standard Deviation (Left)
# Product As of Value Percentile Chg
1 ETHEREUM 2023-07-12 0.0228 0.6% ▲1
2 GOLD Futures 2023-07-12 0.0061 4.1% ᐁ1
3 RU MOEX Index 2023-07-12 0.0063 4.7% -
4 BR BOVESPA Index 2023-07-12 0.0087 5.5% ▲1
5 IN SENSEX30 Index 2023-07-12 0.0053 7.3% ᐁ1
6 BITCOIN 2023-07-12 0.0220 13.5% ▲5
7 VN Index 2023-07-12 0.0058 15.1% ▲3
8 CH SSEC Index 2023-07-12 0.0076 15.7% -
9 VIX Index 2023-07-12 0.0448 18.1% ᐁ3
10 US 2Y BOND Yield 2023-07-12 0.0139 18.1% ᐁ1
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Record High Ranks (max 500 days)
# Product As of Num of days Chg
1 USD_TRY 2023-07-12 500 ▲45
2 NASDAQ 100 Future 2023-07-12 386 ▲22
3 EUR_USD 2023-07-12 335 ▲6
4 RU MOEX Index 2023-07-12 330 ᐁ1
5 S&P500 Future 2023-07-12 330 ▲18
6 GBP_USD 2023-07-12 319 ᐁ2
7 NASDAQ Comp 2023-07-12 317 ▲18
8 S&P500 Index 2023-07-12 314 ▲21
9 VN Index 2023-07-12 197 ᐁ4
10 BRENT Oil Futures 2023-07-12 56 ᐁ3
Record Low Rank (max 500 days)
# Product As of Num of days Chg
1 USD_MXN 2023-07-12 500 ▲14
2 CORN Futures 2023-07-12 500 -
3 USD_CHF 2023-07-12 500 ᐁ2
4 US DOLLAR Index 2023-07-12 318 ᐁ1
5 USD_SGD 2023-07-12 45 ▲2
6 USD_JPY 2023-07-12 38 ᐁ2
7 NIKKEI 225 Index 2023-07-12 24 ▲44
8 USD_KRW 2023-07-12 19 ᐁ3
9 USD_THB 2023-07-12 18 ᐁ3
10 WHEAT Futures 2023-07-12 18 ▲48
