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Market_monitor_report
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********************************************************************************
Market monitor report produced on 21/01/2025 23:13
********************************************************************************
This report lists instruments by their percentage returns, over different periods (eg 1 day, 7 days, 1 month, 3 months, 6 months, YTD and 1 year)
The first few tables are top6/bottom 6, then subsequently we have all instruments.
The return tables are sorted by instrument name, outright percentage return (1=1%), and vol adjusted return.
Search by period/order eg 1B/name, 1M/change, YTD/vol_adjusted
+Periods: ['1B', '7D', '1M', '3M', '6M', 'YTD', '12M']
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
28 CHEESE -3.80 -2.34
160 MILK -3.71 -3.08
133 HEATOIL-ICE -2.33 -1.42
156 LEANHOG -2.31 -1.88
237 V2X -2.26 -1.09
214 SUGAR11 -2.10 -1.36
206 SOYBEAN_mini 1.85 1.60
130 HANGTECH 1.99 1.00
183 PALLAD 2.47 1.13
187 REDWHEAT 2.54 2.10
207 SOYMEAL 2.71 1.80
8 BITCOIN 3.99 1.35
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
160 MILK -3.71 -3.08
28 CHEESE -3.80 -2.34
156 LEANHOG -2.31 -1.88
133 HEATOIL-ICE -2.33 -1.42
214 SUGAR11 -2.10 -1.36
216 SUGAR_WHITE -1.68 -1.19
205 SOYBEAN 1.55 1.57
206 SOYBEAN_mini 1.85 1.60
25 CAD_micro 0.55 1.75
21 CAD 0.56 1.77
207 SOYMEAL 2.71 1.80
187 REDWHEAT 2.54 2.10
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
237 V2X -6.74 -1.31
239 VIX_mini -5.31 -0.45
238 VIX -4.68 -0.45
156 LEANHOG -4.52 -1.39
116 GAS_US_mini -3.73 -0.32
244 WHEY -3.48 -1.08
36 COAL 7.14 1.48
8 BITCOIN 7.71 0.95
39 COCOA_LDN 8.02 0.91
189 ROBUSTA 8.50 1.34
130 HANGTECH 8.76 1.53
38 COCOA 10.57 1.06
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
18 BUTTER -3.31 -1.69
34 CNH -1.11 -1.64
156 LEANHOG -4.52 -1.39
237 V2X -6.74 -1.31
58 DX -1.10 -1.14
196 SGD -0.84 -1.13
22 CAD10 2.26 2.10
54 DAX 3.67 2.12
37 COAL-GEORDIE 6.89 2.12
123 GILT 2.77 2.24
102 FTSE100 3.65 2.51
75 EU-HOUSE 6.71 2.69
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
239 VIX_mini -10.90 -0.45
240 VNKI -9.39 -0.50
216 SUGAR_WHITE -8.92 -1.12
214 SUGAR11 -8.05 -0.88
238 VIX -7.98 -0.40
181 OJ -4.74 -0.49
208 SOYOIL 14.68 1.28
115 GAS_US 15.55 0.87
85 EUA 16.82 1.54
109 GAS-LAST 17.04 0.89
116 GAS_US_mini 22.89 1.04
110 GAS-PEN 32.05 1.30
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
139 INR -1.14 -1.96
216 SUGAR_WHITE -8.92 -1.12
143 JGB-SGX-mini -0.98 -1.09
142 JGB -0.99 -1.03
144 JGB-mini -0.95 -1.00
19 BUXL -3.94 -0.92
206 SOYBEAN_mini 8.74 1.54
68 EU-DIV30 6.31 1.55
64 EU-BANKS 10.23 1.62
223 US-ENERGY 12.00 1.65
46 CORN_mini 9.72 1.93
122 GICS 11.84 2.07
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
240 VNKI -19.94 -0.51
214 SUGAR11 -16.77 -1.07
216 SUGAR_WHITE -16.40 -1.15
37 COAL-GEORDIE -14.93 -1.03
239 VIX_mini -13.32 -0.26
238 VIX -12.85 -0.45
40 COFFEE 29.26 1.38
110 GAS-PEN 38.67 1.28
116 GAS_US_mini 41.56 1.44
8 BITCOIN 55.47 2.12
38 COCOA 81.37 2.21
39 COCOA_LDN 98.30 2.99
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
139 INR -1.91 -2.21
73 EU-FOOD -12.02 -1.68
97 EUR_micro -3.98 -1.51
74 EU-HEALTH -9.08 -1.38
6 AUD_micro -6.34 -1.29
4 AUD -6.35 -1.27
116 GAS_US_mini 41.56 1.44
197 SGD_mini 3.87 1.48
222 US-DISCRETE 15.34 1.58
8 BITCOIN 55.47 2.12
38 COCOA 81.37 2.21
39 COCOA_LDN 98.30 2.99
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
18 BUTTER -18.38 -1.74
37 COAL-GEORDIE -14.10 -0.97
149 KOSPI -13.53 -1.12
150 KOSPI_mini -13.47 -1.12
148 KOSDAQ -12.93 -0.73
73 EU-FOOD -11.99 -1.26
189 ROBUSTA 32.87 0.97
240 VNKI 34.22 1.32
40 COFFEE 40.25 1.35
8 BITCOIN 61.53 1.47
39 COCOA_LDN 111.88 1.14
38 COCOA 114.38 1.12
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
97 EUR_micro -7.43 -2.32
18 BUTTER -18.38 -1.74
32 CHINAA-CON -11.18 -1.37
73 EU-FOOD -11.99 -1.26
86 EUR -5.03 -1.20
149 KOSPI -13.53 -1.12
222 US-DISCRETE 17.54 1.47
8 BITCOIN 61.53 1.47
198 SGX 10.02 1.60
244 WHEY 26.95 1.68
194 SARONA 0.63 1.90
167 MSCISING 22.56 2.13
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
216 SUGAR_WHITE -8.17 -1.33
214 SUGAR11 -6.67 -0.97
28 CHEESE -6.12 -0.91
239 VIX_mini -5.84 -0.26
62 ETHEREUM -5.69 -0.30
61 ETHER-micro -5.10 -0.27
64 EU-BANKS 8.22 1.70
85 EUA 8.37 1.05
8 BITCOIN 9.60 0.67
180 OATIES 12.42 1.31
110 GAS-PEN 14.44 0.68
208 SOYOIL 14.57 1.68
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
216 SUGAR_WHITE -8.17 -1.33
194 SARONA -0.16 -1.32
139 INR -0.60 -1.20
214 SUGAR11 -6.67 -0.97
143 JGB-SGX-mini -0.69 -0.97
160 MILK -5.00 -0.94
102 FTSE100 4.31 1.70
64 EU-BANKS 8.22 1.70
46 CORN_mini 6.70 1.75
122 GICS 7.39 1.77
54 DAX 5.81 1.81
135 HOUSE-US 0.80 2.31
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
213 STEEL -30.62 -1.03
47 COTTON -28.78 -1.73
238 VIX -25.91 -0.81
239 VIX_mini -25.63 -0.79
214 SUGAR11 -24.11 -0.62
216 SUGAR_WHITE -20.81 -0.60
181 OJ 87.06 1.51
40 COFFEE 87.24 1.99
189 ROBUSTA 134.75 3.01
8 BITCOIN 141.08 2.52
38 COCOA 1147.00 11.33
39 COCOA_LDN 2301.87 11.03
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
47 COTTON -28.78 -1.73
97 EUR_micro -9.45 -1.22
73 EU-FOOD -13.56 -1.18
12 BRE -14.96 -1.14
48 COTTON2 -18.28 -1.07
205 SOYBEAN -15.70 -1.07
167 MSCISING 41.64 2.32
8 BITCOIN 141.08 2.52
189 ROBUSTA 134.75 3.01
168 MSCITAIWAN 44.17 3.49
39 COCOA_LDN 2301.87 11.03
38 COCOA 1147.00 11.33
==================================================
Market moves for period 1B, sort by name (1B/name)
==================================================
name change vol_adjusted
2 ALUMINIUM 0.52 0.39
3 ALUMINIUM_LME -0.86 -0.71
4 AUD 0.29 0.54
5 AUDJPY 0.30 0.47
6 AUD_micro 0.29 0.53
7 BBCOMM 0.18 0.25
8 BITCOIN 3.99 1.35
9 BOBL 0.02 0.09
10 BONO -0.16 -0.49
12 BRE 0.39 0.46
13 BRENT-LAST 0.38 0.28
14 BRENT_W -0.41 -0.30
15 BTP 0.15 0.42
16 BTP3 0.02 0.19
17 BUND 0.03 0.10
18 BUTTER 0.64 0.76
19 BUXL 0.31 0.41
21 CAD 0.56 1.77
22 CAD10 -0.17 -0.39
23 CAD2 -0.06 -0.67
24 CAD5 -0.16 -0.62
25 CAD_micro 0.55 1.75
26 CANOLA 1.80 1.17
27 CH10 0.16 0.61
28 CHEESE -3.80 -2.34
29 CHF 0.19 0.44
31 CHF_micro 0.18 0.41
34 CNH 0.07 0.30
36 COAL 0.45 0.27
37 COAL-GEORDIE -1.21 -0.95
38 COCOA 1.49 0.45
39 COCOA_LDN 0.86 0.28
40 COFFEE -1.16 -0.65
41 COPPER 0.52 0.43
42 COPPER-micro 0.63 0.52
43 COPPER-mini 0.37 0.31
44 COPPER_LME 0.01 0.01
45 CORN 0.93 1.19
46 CORN_mini 1.11 1.11
48 COTTON2 -0.15 -0.14
49 CRUDE_ICE -1.08 -0.70
50 CRUDE_W 0.43 0.40
51 CRUDE_W_micro 0.45 0.32
52 CRUDE_W_mini 0.40 0.26
54 DAX 0.61 0.88
55 DJSTX-SMALL 0.53 0.65
56 DOW 0.48 0.62
57 DOW_mini 0.41 0.54
58 DX -0.42 -1.17
59 EPRA-EUROPE 0.00 0.00
61 ETHER-micro 1.54 0.34
62 ETHEREUM 1.52 0.34
63 EU-AUTO -0.21 -0.17
64 EU-BANKS 0.19 0.21
65 EU-BASIC -0.24 -0.19
66 EU-CHEM 0.09 0.10
67 EU-CONSTRUCTION 0.74 0.85
68 EU-DIV30 -0.12 -0.18
69 EU-DJ-OIL -0.25 -0.27
70 EU-DJ-TECH -0.46 -0.34
71 EU-DJ-TELECOM -0.41 -0.65
72 EU-DJ-UTIL 0.50 0.60
73 EU-FOOD 0.14 0.18
74 EU-HEALTH 1.11 1.08
75 EU-HOUSE 0.53 0.48
76 EU-INSURE -0.52 -0.66
77 EU-MEDIA 0.23 0.26
78 EU-MID 0.50 0.70
79 EU-OIL -0.45 -0.46
80 EU-REALESTATE 0.00 0.00
81 EU-RETAIL 0.00 0.00
82 EU-TECH -0.81 -0.65
83 EU-TRAVEL 0.37 0.42
84 EU-UTILS 0.00 0.00
85 EUA -0.66 -0.43
86 EUR 0.34 0.74
87 EURAUD 0.00 0.00
88 EURCAD 0.00 0.00
89 EURCHF 0.14 0.58
90 EURIBOR -0.02 -0.44
91 EURIBOR-ICE 0.00 0.00
92 EURO600 0.69 0.99
93 EUROSTX 0.52 0.64
94 EUROSTX-LARGE 0.00 0.00
95 EUROSTX-SMALL 0.34 0.45
96 EUROSTX200-LARGE 0.09 0.13
97 EUR_micro 0.30 0.64
98 EUR_mini 0.33 0.72
99 FANG 1.21 0.86
100 FED -0.01 -0.12
101 FEEDCOW -0.62 -0.89
102 FTSE100 0.14 0.23
103 FTSE250 0.45 0.50
104 FTSECHINAA 0.51 0.29
105 FTSECHINAH 0.97 0.54
106 FTSEINDO 0.21 0.19
107 FTSETAIWAN 0.64 0.59
108 FTSEVIET 0.00 0.00
109 GAS-LAST -1.85 -0.58
110 GAS-PEN 0.56 0.12
111 GASOIL -1.57 -1.05
112 GASOILINE 0.22 0.19
113 GASOILINE_ICE -0.44 -0.32
115 GAS_US -1.73 -0.62
116 GAS_US_mini -1.76 -0.41
117 GBP 0.41 0.85
118 GBPCHF 0.00 0.00
119 GBPEUR -0.08 -0.26
120 GBPJPY 0.28 0.46
121 GBP_micro 0.40 0.82
123 GILT 0.86 1.51
124 GOLD 0.10 0.10
125 GOLD-mini 0.03 0.03
126 GOLD_micro 0.10 0.10
127 HANG 1.01 0.70
128 HANGENT 1.13 0.70
129 HANGENT_mini 1.07 0.67
130 HANGTECH 1.99 1.00
131 HANG_mini 0.94 0.65
132 HEATOIL 0.49 0.36
133 HEATOIL-ICE -2.33 -1.42
134 HIGHYIELD 0.05 0.17
138 IG 0.21 0.48
139 INR 0.15 0.97
140 IRON 0.68 0.45
142 JGB 0.01 0.04
143 JGB-SGX-mini 0.00 0.00
144 JGB-mini 0.00 0.00
145 JP-REALESTATE -0.15 -0.26
146 JPY 0.02 0.02
147 JPY_mini 0.03 0.05
148 KOSDAQ -0.60 -0.37
149 KOSPI -0.36 -0.30
150 KOSPI_mini -0.36 -0.30
151 KR10 0.25 0.69
152 KR3 0.02 0.17
153 KRWUSD -0.17 -0.36
154 KRWUSD_mini 0.20 0.35
155 LEAD_LME -0.39 -0.36
156 LEANHOG -2.31 -1.88
157 LIVECOW -0.04 -0.06
158 LUMBER-new 0.00 0.00
159 MIB -0.18 -0.23
160 MILK -3.71 -3.08
161 MILKDRY 0.00 0.00
163 MILLWHEAT 0.97 0.95
164 MSCIASIA -0.55 -0.55
165 MSCIEAFA 1.11 1.46
167 MSCISING 0.01 0.02
168 MSCITAIWAN 0.28 0.21
169 MSCIWORLD -0.07 -0.09
170 MUMMY -1.28 -0.93
171 MXP 0.48 0.60
172 NASDAQ 0.43 0.39
173 NASDAQ_micro 0.45 0.41
174 NICKEL_LME 0.41 0.35
175 NIKKEI -0.63 -0.57
176 NIKKEI400 -0.71 -0.70
177 NOK 0.60 1.04
178 NZD 0.39 0.71
179 OAT 0.16 0.47
180 OATIES 0.41 0.21
181 OJ -0.84 -0.41
183 PALLAD 2.47 1.13
184 PLAT 0.10 0.07
185 PLN 0.03 0.06
186 R1000 0.21 0.28
187 REDWHEAT 2.54 2.10
188 RICE 0.60 0.57
189 ROBUSTA 1.59 0.74
190 RUBBER -0.61 -0.35
192 RUSSELL 0.66 0.53
193 RUSSELL_mini 0.79 0.64
194 SARONA -0.01 -0.16
195 SEK 0.50 0.92
196 SGD -0.11 -0.41
199 SHATZ -0.00 -0.07
200 SILVER 0.37 0.21
201 SMI 0.71 0.99
203 SOFR 0.00 0.00
204 SONIA3 0.06 1.05
205 SOYBEAN 1.55 1.57
206 SOYBEAN_mini 1.85 1.60
207 SOYMEAL 2.71 1.80
208 SOYOIL 1.05 0.49
209 SP400 0.45 0.48
210 SP500 0.26 0.32
211 SP500_micro 0.26 0.32
212 SPI200 0.18 0.27
213 STEEL -0.41 -0.37
214 SUGAR11 -2.10 -1.36
216 SUGAR_WHITE -1.68 -1.19
218 TIN_LME 0.00 0.00
219 TOPIX -0.77 -0.76
222 US-DISCRETE 0.21 0.16
223 US-ENERGY -0.07 -0.07
224 US-HEALTH 0.08 0.12
225 US-INDUSTRY 0.57 0.71
226 US-MATERIAL 0.03 0.03
227 US-REALESTATE 0.46 0.36
228 US-STAPLES -0.49 -0.80
229 US-UTILS 0.39 0.37
230 US10 0.04 0.12
231 US10U 0.06 0.13
232 US2 -0.00 -0.04
233 US20 0.11 0.18
234 US3 -0.00 -0.02
235 US30 0.21 0.26
236 US5 0.01 0.03
237 V2X -2.26 -1.09
238 VIX -1.14 -0.29
239 VIX_mini -1.07 -0.23
241 WHEAT 1.32 1.25
242 WHEAT_ICE 0.39 0.47
243 WHEAT_mini 1.36 1.04
244 WHEY 0.00 0.00
245 YENEUR 0.30 0.49
246 ZAR 0.23 0.30
247 ZINC_LME 0.36 0.27
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
28 CHEESE -3.80 -2.34
160 MILK -3.71 -3.08
133 HEATOIL-ICE -2.33 -1.42
156 LEANHOG -2.31 -1.88
237 V2X -2.26 -1.09
214 SUGAR11 -2.10 -1.36
109 GAS-LAST -1.85 -0.58
116 GAS_US_mini -1.76 -0.41
115 GAS_US -1.73 -0.62
216 SUGAR_WHITE -1.68 -1.19
111 GASOIL -1.57 -1.05
170 MUMMY -1.28 -0.93
37 COAL-GEORDIE -1.21 -0.95
40 COFFEE -1.16 -0.65
238 VIX -1.14 -0.29
49 CRUDE_ICE -1.08 -0.70
239 VIX_mini -1.07 -0.23
3 ALUMINIUM_LME -0.86 -0.71
181 OJ -0.84 -0.41
82 EU-TECH -0.81 -0.65
219 TOPIX -0.77 -0.76
176 NIKKEI400 -0.71 -0.70
85 EUA -0.66 -0.43
175 NIKKEI -0.63 -0.57
101 FEEDCOW -0.62 -0.89
190 RUBBER -0.61 -0.35
148 KOSDAQ -0.60 -0.37
164 MSCIASIA -0.55 -0.55
76 EU-INSURE -0.52 -0.66
228 US-STAPLES -0.49 -0.80
70 EU-DJ-TECH -0.46 -0.34
79 EU-OIL -0.45 -0.46
113 GASOILINE_ICE -0.44 -0.32
58 DX -0.42 -1.17
71 EU-DJ-TELECOM -0.41 -0.65
14 BRENT_W -0.41 -0.30
213 STEEL -0.41 -0.37
155 LEAD_LME -0.39 -0.36
149 KOSPI -0.36 -0.30
150 KOSPI_mini -0.36 -0.30
69 EU-DJ-OIL -0.25 -0.27
65 EU-BASIC -0.24 -0.19
63 EU-AUTO -0.21 -0.17
159 MIB -0.18 -0.23
153 KRWUSD -0.17 -0.36
22 CAD10 -0.17 -0.39
10 BONO -0.16 -0.49
24 CAD5 -0.16 -0.62
145 JP-REALESTATE -0.15 -0.26
48 COTTON2 -0.15 -0.14
68 EU-DIV30 -0.12 -0.18
196 SGD -0.11 -0.41
119 GBPEUR -0.08 -0.26
223 US-ENERGY -0.07 -0.07
169 MSCIWORLD -0.07 -0.09
23 CAD2 -0.06 -0.67
157 LIVECOW -0.04 -0.06
90 EURIBOR -0.02 -0.44
100 FED -0.01 -0.12
194 SARONA -0.01 -0.16
199 SHATZ -0.00 -0.07
232 US2 -0.00 -0.04
234 US3 -0.00 -0.02
158 LUMBER-new 0.00 0.00
108 FTSEVIET 0.00 0.00
244 WHEY 0.00 0.00
118 GBPCHF 0.00 0.00
91 EURIBOR-ICE 0.00 0.00
161 MILKDRY 0.00 0.00
143 JGB-SGX-mini 0.00 0.00
88 EURCAD 0.00 0.00
144 JGB-mini 0.00 0.00
203 SOFR 0.00 0.00
87 EURAUD 0.00 0.00
94 EUROSTX-LARGE 0.00 0.00
84 EU-UTILS 0.00 0.00
81 EU-RETAIL 0.00 0.00
80 EU-REALESTATE 0.00 0.00
59 EPRA-EUROPE 0.00 0.00
218 TIN_LME 0.00 0.00
44 COPPER_LME 0.01 0.01
142 JGB 0.01 0.04
236 US5 0.01 0.03
167 MSCISING 0.01 0.02
146 JPY 0.02 0.02
9 BOBL 0.02 0.09
16 BTP3 0.02 0.19
152 KR3 0.02 0.17
125 GOLD-mini 0.03 0.03
17 BUND 0.03 0.10
147 JPY_mini 0.03 0.05
226 US-MATERIAL 0.03 0.03
185 PLN 0.03 0.06
230 US10 0.04 0.12
134 HIGHYIELD 0.05 0.17
231 US10U 0.06 0.13
204 SONIA3 0.06 1.05
34 CNH 0.07 0.30
224 US-HEALTH 0.08 0.12
66 EU-CHEM 0.09 0.10
96 EUROSTX200-LARGE 0.09 0.13
126 GOLD_micro 0.10 0.10
124 GOLD 0.10 0.10
184 PLAT 0.10 0.07
233 US20 0.11 0.18
89 EURCHF 0.14 0.58
102 FTSE100 0.14 0.23
73 EU-FOOD 0.14 0.18
139 INR 0.15 0.97
15 BTP 0.15 0.42
179 OAT 0.16 0.47
27 CH10 0.16 0.61
212 SPI200 0.18 0.27
31 CHF_micro 0.18 0.41
7 BBCOMM 0.18 0.25
29 CHF 0.19 0.44
64 EU-BANKS 0.19 0.21
154 KRWUSD_mini 0.20 0.35
222 US-DISCRETE 0.21 0.16
186 R1000 0.21 0.28
235 US30 0.21 0.26
138 IG 0.21 0.48
106 FTSEINDO 0.21 0.19
112 GASOILINE 0.22 0.19
77 EU-MEDIA 0.23 0.26
246 ZAR 0.23 0.30
151 KR10 0.25 0.69
210 SP500 0.26 0.32
211 SP500_micro 0.26 0.32
120 GBPJPY 0.28 0.46
168 MSCITAIWAN 0.28 0.21
4 AUD 0.29 0.54
6 AUD_micro 0.29 0.53
97 EUR_micro 0.30 0.64
5 AUDJPY 0.30 0.47
245 YENEUR 0.30 0.49
19 BUXL 0.31 0.41
98 EUR_mini 0.33 0.72
86 EUR 0.34 0.74
95 EUROSTX-SMALL 0.34 0.45
247 ZINC_LME 0.36 0.27
200 SILVER 0.37 0.21
43 COPPER-mini 0.37 0.31
83 EU-TRAVEL 0.37 0.42
13 BRENT-LAST 0.38 0.28
178 NZD 0.39 0.71
229 US-UTILS 0.39 0.37
12 BRE 0.39 0.46
242 WHEAT_ICE 0.39 0.47
52 CRUDE_W_mini 0.40 0.26
121 GBP_micro 0.40 0.82
180 OATIES 0.41 0.21
117 GBP 0.41 0.85
174 NICKEL_LME 0.41 0.35
57 DOW_mini 0.41 0.54
50 CRUDE_W 0.43 0.40
172 NASDAQ 0.43 0.39
173 NASDAQ_micro 0.45 0.41
36 COAL 0.45 0.27
209 SP400 0.45 0.48
103 FTSE250 0.45 0.50
51 CRUDE_W_micro 0.45 0.32
227 US-REALESTATE 0.46 0.36
56 DOW 0.48 0.62
171 MXP 0.48 0.60
132 HEATOIL 0.49 0.36
195 SEK 0.50 0.92
78 EU-MID 0.50 0.70
72 EU-DJ-UTIL 0.50 0.60
104 FTSECHINAA 0.51 0.29
2 ALUMINIUM 0.52 0.39
41 COPPER 0.52 0.43
93 EUROSTX 0.52 0.64
75 EU-HOUSE 0.53 0.48
55 DJSTX-SMALL 0.53 0.65
25 CAD_micro 0.55 1.75
110 GAS-PEN 0.56 0.12
21 CAD 0.56 1.77
225 US-INDUSTRY 0.57 0.71
177 NOK 0.60 1.04
188 RICE 0.60 0.57
54 DAX 0.61 0.88
42 COPPER-micro 0.63 0.52
18 BUTTER 0.64 0.76
107 FTSETAIWAN 0.64 0.59
192 RUSSELL 0.66 0.53
140 IRON 0.68 0.45
92 EURO600 0.69 0.99
201 SMI 0.71 0.99
67 EU-CONSTRUCTION 0.74 0.85
193 RUSSELL_mini 0.79 0.64
39 COCOA_LDN 0.86 0.28
123 GILT 0.86 1.51
45 CORN 0.93 1.19
131 HANG_mini 0.94 0.65
163 MILLWHEAT 0.97 0.95
105 FTSECHINAH 0.97 0.54
127 HANG 1.01 0.70
208 SOYOIL 1.05 0.49
129 HANGENT_mini 1.07 0.67
74 EU-HEALTH 1.11 1.08
46 CORN_mini 1.11 1.11
165 MSCIEAFA 1.11 1.46
128 HANGENT 1.13 0.70
99 FANG 1.21 0.86
241 WHEAT 1.32 1.25
243 WHEAT_mini 1.36 1.04
38 COCOA 1.49 0.45
62 ETHEREUM 1.52 0.34
61 ETHER-micro 1.54 0.34
205 SOYBEAN 1.55 1.57
189 ROBUSTA 1.59 0.74
26 CANOLA 1.80 1.17
206 SOYBEAN_mini 1.85 1.60
130 HANGTECH 1.99 1.00
183 PALLAD 2.47 1.13
187 REDWHEAT 2.54 2.10
207 SOYMEAL 2.71 1.80
8 BITCOIN 3.99 1.35
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
160 MILK -3.71 -3.08
28 CHEESE -3.80 -2.34
156 LEANHOG -2.31 -1.88
133 HEATOIL-ICE -2.33 -1.42
214 SUGAR11 -2.10 -1.36
216 SUGAR_WHITE -1.68 -1.19
58 DX -0.42 -1.17
237 V2X -2.26 -1.09
111 GASOIL -1.57 -1.05
37 COAL-GEORDIE -1.21 -0.95
170 MUMMY -1.28 -0.93
101 FEEDCOW -0.62 -0.89
228 US-STAPLES -0.49 -0.80
219 TOPIX -0.77 -0.76
3 ALUMINIUM_LME -0.86 -0.71
176 NIKKEI400 -0.71 -0.70
49 CRUDE_ICE -1.08 -0.70
23 CAD2 -0.06 -0.67
76 EU-INSURE -0.52 -0.66
82 EU-TECH -0.81 -0.65
71 EU-DJ-TELECOM -0.41 -0.65
40 COFFEE -1.16 -0.65
24 CAD5 -0.16 -0.62
115 GAS_US -1.73 -0.62
109 GAS-LAST -1.85 -0.58
175 NIKKEI -0.63 -0.57
164 MSCIASIA -0.55 -0.55
10 BONO -0.16 -0.49
79 EU-OIL -0.45 -0.46
90 EURIBOR -0.02 -0.44
85 EUA -0.66 -0.43
181 OJ -0.84 -0.41
196 SGD -0.11 -0.41
116 GAS_US_mini -1.76 -0.41
22 CAD10 -0.17 -0.39
148 KOSDAQ -0.60 -0.37
213 STEEL -0.41 -0.37
155 LEAD_LME -0.39 -0.36
153 KRWUSD -0.17 -0.36
190 RUBBER -0.61 -0.35
70 EU-DJ-TECH -0.46 -0.34
113 GASOILINE_ICE -0.44 -0.32
149 KOSPI -0.36 -0.30
14 BRENT_W -0.41 -0.30
150 KOSPI_mini -0.36 -0.30
238 VIX -1.14 -0.29
69 EU-DJ-OIL -0.25 -0.27
119 GBPEUR -0.08 -0.26
145 JP-REALESTATE -0.15 -0.26
239 VIX_mini -1.07 -0.23
159 MIB -0.18 -0.23
65 EU-BASIC -0.24 -0.19
68 EU-DIV30 -0.12 -0.18
63 EU-AUTO -0.21 -0.17
194 SARONA -0.01 -0.16
48 COTTON2 -0.15 -0.14
100 FED -0.01 -0.12
169 MSCIWORLD -0.07 -0.09
223 US-ENERGY -0.07 -0.07
199 SHATZ -0.00 -0.07
157 LIVECOW -0.04 -0.06
232 US2 -0.00 -0.04
234 US3 -0.00 -0.02
94 EUROSTX-LARGE 0.00 0.00
84 EU-UTILS 0.00 0.00
161 MILKDRY 0.00 0.00
91 EURIBOR-ICE 0.00 0.00
108 FTSEVIET 0.00 0.00
88 EURCAD 0.00 0.00
87 EURAUD 0.00 0.00
118 GBPCHF 0.00 0.00
158 LUMBER-new 0.00 0.00
81 EU-RETAIL 0.00 0.00
80 EU-REALESTATE 0.00 0.00
218 TIN_LME 0.00 0.00
244 WHEY 0.00 0.00
203 SOFR 0.00 0.00
59 EPRA-EUROPE 0.00 0.00
143 JGB-SGX-mini 0.00 0.00
144 JGB-mini 0.00 0.00
44 COPPER_LME 0.01 0.01
167 MSCISING 0.01 0.02
146 JPY 0.02 0.02
125 GOLD-mini 0.03 0.03
236 US5 0.01 0.03
226 US-MATERIAL 0.03 0.03
142 JGB 0.01 0.04
147 JPY_mini 0.03 0.05
185 PLN 0.03 0.06
184 PLAT 0.10 0.07
9 BOBL 0.02 0.09
17 BUND 0.03 0.10
66 EU-CHEM 0.09 0.10
124 GOLD 0.10 0.10
126 GOLD_micro 0.10 0.10
224 US-HEALTH 0.08 0.12
110 GAS-PEN 0.56 0.12
230 US10 0.04 0.12
231 US10U 0.06 0.13
96 EUROSTX200-LARGE 0.09 0.13
222 US-DISCRETE 0.21 0.16
152 KR3 0.02 0.17
134 HIGHYIELD 0.05 0.17
73 EU-FOOD 0.14 0.18
233 US20 0.11 0.18
112 GASOILINE 0.22 0.19
16 BTP3 0.02 0.19
106 FTSEINDO 0.21 0.19
168 MSCITAIWAN 0.28 0.21
200 SILVER 0.37 0.21
64 EU-BANKS 0.19 0.21
180 OATIES 0.41 0.21
102 FTSE100 0.14 0.23
7 BBCOMM 0.18 0.25
77 EU-MEDIA 0.23 0.26
52 CRUDE_W_mini 0.40 0.26
235 US30 0.21 0.26
36 COAL 0.45 0.27
247 ZINC_LME 0.36 0.27
212 SPI200 0.18 0.27
186 R1000 0.21 0.28
13 BRENT-LAST 0.38 0.28
39 COCOA_LDN 0.86 0.28
104 FTSECHINAA 0.51 0.29
246 ZAR 0.23 0.30
34 CNH 0.07 0.30
43 COPPER-mini 0.37 0.31
211 SP500_micro 0.26 0.32
210 SP500 0.26 0.32
51 CRUDE_W_micro 0.45 0.32
61 ETHER-micro 1.54 0.34
62 ETHEREUM 1.52 0.34
174 NICKEL_LME 0.41 0.35
154 KRWUSD_mini 0.20 0.35
132 HEATOIL 0.49 0.36
227 US-REALESTATE 0.46 0.36
229 US-UTILS 0.39 0.37
2 ALUMINIUM 0.52 0.39
172 NASDAQ 0.43 0.39
50 CRUDE_W 0.43 0.40
173 NASDAQ_micro 0.45 0.41
31 CHF_micro 0.18 0.41
19 BUXL 0.31 0.41
15 BTP 0.15 0.42
83 EU-TRAVEL 0.37 0.42
41 COPPER 0.52 0.43
29 CHF 0.19 0.44
38 COCOA 1.49 0.45
95 EUROSTX-SMALL 0.34 0.45
140 IRON 0.68 0.45
120 GBPJPY 0.28 0.46
12 BRE 0.39 0.46
5 AUDJPY 0.30 0.47
242 WHEAT_ICE 0.39 0.47
179 OAT 0.16 0.47
75 EU-HOUSE 0.53 0.48
209 SP400 0.45 0.48
138 IG 0.21 0.48
245 YENEUR 0.30 0.49
208 SOYOIL 1.05 0.49
103 FTSE250 0.45 0.50
42 COPPER-micro 0.63 0.52
192 RUSSELL 0.66 0.53
6 AUD_micro 0.29 0.53
105 FTSECHINAH 0.97 0.54
57 DOW_mini 0.41 0.54
4 AUD 0.29 0.54
188 RICE 0.60 0.57
89 EURCHF 0.14 0.58
107 FTSETAIWAN 0.64 0.59
72 EU-DJ-UTIL 0.50 0.60
171 MXP 0.48 0.60
27 CH10 0.16 0.61
56 DOW 0.48 0.62
97 EUR_micro 0.30 0.64
93 EUROSTX 0.52 0.64
193 RUSSELL_mini 0.79 0.64
131 HANG_mini 0.94 0.65
55 DJSTX-SMALL 0.53 0.65
129 HANGENT_mini 1.07 0.67
151 KR10 0.25 0.69
127 HANG 1.01 0.70
128 HANGENT 1.13 0.70
78 EU-MID 0.50 0.70
178 NZD 0.39 0.71
225 US-INDUSTRY 0.57 0.71
98 EUR_mini 0.33 0.72
189 ROBUSTA 1.59 0.74
86 EUR 0.34 0.74
18 BUTTER 0.64 0.76
121 GBP_micro 0.40 0.82
117 GBP 0.41 0.85
67 EU-CONSTRUCTION 0.74 0.85
99 FANG 1.21 0.86
54 DAX 0.61 0.88
195 SEK 0.50 0.92
163 MILLWHEAT 0.97 0.95
139 INR 0.15 0.97
201 SMI 0.71 0.99
92 EURO600 0.69 0.99
130 HANGTECH 1.99 1.00
177 NOK 0.60 1.04
243 WHEAT_mini 1.36 1.04
204 SONIA3 0.06 1.05
74 EU-HEALTH 1.11 1.08
46 CORN_mini 1.11 1.11
183 PALLAD 2.47 1.13
26 CANOLA 1.80 1.17
45 CORN 0.93 1.19
241 WHEAT 1.32 1.25
8 BITCOIN 3.99 1.35
165 MSCIEAFA 1.11 1.46
123 GILT 0.86 1.51
205 SOYBEAN 1.55 1.57
206 SOYBEAN_mini 1.85 1.60
25 CAD_micro 0.55 1.75
21 CAD 0.56 1.77
207 SOYMEAL 2.71 1.80
187 REDWHEAT 2.54 2.10
==================================================
Market moves for period 7D, sort by name (7D/name)
==================================================
name change vol_adjusted
0 AEX 3.21 1.80
1 AEX_mini 2.22 1.20
2 ALUMINIUM 2.43 0.68
3 ALUMINIUM_LME 2.60 0.81
4 AUD 0.44 0.30
5 AUDJPY 0.09 0.05
6 AUD_micro 0.42 0.29
7 BBCOMM -0.14 -0.08
8 BITCOIN 7.71 0.95
9 BOBL 0.63 1.37
10 BONO 1.14 1.51
11 BOVESPA -0.22 -0.08
12 BRE 0.30 0.13
13 BRENT-LAST -1.61 -0.47
14 BRENT_W -0.37 -0.10
15 BTP 1.61 1.89
16 BTP3 0.32 1.29
17 BUND 1.17 1.54
18 BUTTER -3.31 -1.69
19 BUXL 2.78 1.43
20 CAC 3.73 1.71
21 CAD -0.06 -0.07
22 CAD10 2.26 2.10
23 CAD2 0.40 1.72
24 CAD5 1.29 2.07
25 CAD_micro -0.06 -0.07
26 CANOLA -1.04 -0.29
27 CH10 0.50 0.76
28 CHEESE -2.13 -0.50
29 CHF 0.38 0.34
30 CHFJPY -0.44 -0.30
31 CHF_micro 0.39 0.33
32 CHINAA-CON -0.04 -0.01
33 CLP 0.00 0.00
34 CNH -1.11 -1.64
35 CNH-onshore 0.00 0.00
36 COAL 7.14 1.48
37 COAL-GEORDIE 6.89 2.12
38 COCOA 10.57 1.06