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Market monitor report produced on 05/12/2025 23:20
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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)
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name change vol_adjusted
98 GAS-PEN -3.23 -1.49
53 ETHER-micro -2.25 -0.39
54 ETHEREUM -2.17 -0.40
10 BRE -1.85 -3.51
155 OATIES -1.67 -1.27
127 KOSDAQ -1.54 -1.12
113 HANGTECH 1.56 0.85
116 HEATOIL-ICE 1.86 0.87
37 COCOA_LDN 2.29 0.80
129 KOSPI_mini 2.29 1.26
128 KOSPI 2.31 1.27
36 COCOA 3.55 1.11
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
10 BRE -1.85 -3.51
80 EURIBOR-ICE -0.07 -2.71
7 BOBL -0.23 -2.09
15 BUND -0.37 -1.84
172 SHATZ -0.06 -1.82
122 JGB -0.23 -1.74
112 HANGENT_mini 1.41 1.12
111 HANGENT 1.44 1.13
19 CAD 0.29 1.15
129 KOSPI_mini 2.29 1.26
128 KOSPI 2.31 1.27
26 CH10 0.27 1.47
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
147 MUMMY -5.07 -1.17
25 CANOLA -4.94 -2.04
156 OJ -3.71 -0.29
209 VIX_mini -3.56 -0.39
166 ROBUSTA -3.37 -0.48
208 VIX -3.36 -0.58
212 WHEY 6.02 1.39
53 ETHER-micro 7.65 0.46
98 GAS-PEN 7.66 1.34
54 ETHEREUM 7.89 0.50
97 GAS-LAST 10.66 1.83
102 GAS_US_mini 10.93 1.81
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
25 CANOLA -4.94 -2.04
122 JGB -0.71 -2.00
123 JGB-SGX-mini -0.75 -1.96
7 BOBL -0.55 -1.89
15 BUND -0.91 -1.79
80 EURIBOR-ICE -0.12 -1.77
41 COPPER_LME 4.08 1.53
55 EU-AUTO 5.77 1.65
9 BOVESPA 3.57 1.68
102 GAS_US_mini 10.93 1.81
97 GAS-LAST 10.66 1.83
72 EU-RETAIL 5.40 2.07
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Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
156 OJ -22.29 -0.97
6 BITCOIN -12.52 -0.81
37 COCOA_LDN -11.32 -0.77
36 COCOA -10.16 -0.63
53 ETHER-micro -9.23 -0.29
54 ETHEREUM -8.98 -0.29
41 COPPER_LME 9.36 1.33
57 EU-BASIC 9.87 1.33
98 GAS-PEN 15.90 1.34
97 GAS-LAST 17.45 1.36
102 GAS_US_mini 17.78 1.34
173 SILVER 21.33 1.74
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
122 JGB -1.46 -1.76
123 JGB-SGX-mini -1.45 -1.64
30 CHINAA-CON -5.80 -1.58
211 WHEAT_ICE -4.79 -1.42
131 KR3 -0.56 -1.25
26 CH10 -1.21 -1.05
102 GAS_US_mini 17.78 1.34
97 GAS-LAST 17.45 1.36
174 SMI 4.91 1.38
24 CAD_micro 1.95 1.44
19 CAD 1.95 1.44
173 SILVER 21.33 1.74
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
156 OJ -39.61 -1.04
16 BUTTER -32.92 -2.59
53 ETHER-micro -30.78 -0.77
54 ETHEREUM -30.63 -0.75
36 COCOA -22.72 -0.72
140 MILKWET -21.23 -2.39
98 GAS-PEN 25.96 1.21
159 PALLAD 27.28 1.25
212 WHEY 28.24 2.07
128 KOSPI 33.18 3.44
129 KOSPI_mini 33.19 3.44
173 SILVER 38.58 3.16
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
131 KR3 -1.61 -2.62
16 BUTTER -32.92 -2.59
140 MILKWET -21.23 -2.39
130 KR10 -4.03 -1.87
147 MUMMY -13.91 -1.33
117 HOUSE-US -0.61 -1.27
57 EU-BASIC 21.23 1.81
212 WHEY 28.24 2.07
41 COPPER_LME 18.48 2.61
173 SILVER 38.58 3.16
128 KOSPI 33.18 3.44
129 KOSPI_mini 33.19 3.44
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
16 BUTTER -45.89 -4.03
156 OJ -42.21 -0.80
37 COCOA_LDN -36.92 -0.83
36 COCOA -34.43 -0.64
140 MILKWET -33.40 -2.57
165 RICE -29.10 -1.63
160 PLAT 38.44 2.07
146 MSCITAIWAN 38.98 1.35
212 WHEY 43.95 1.69
129 KOSPI_mini 50.92 3.11
128 KOSPI 50.93 3.10
173 SILVER 56.75 2.44
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
16 BUTTER -45.89 -4.03
140 MILKWET -33.40 -2.57
165 RICE -29.10 -1.63
138 MILK -22.83 -1.62
139 MILKDRY -17.29 -1.50
131 KR3 -1.61 -1.28
212 WHEY 43.95 1.69
160 PLAT 38.44 2.07
96 FTSEVIET 37.20 2.24
173 SILVER 56.75 2.44
128 KOSPI 50.93 3.10
129 KOSPI_mini 50.92 3.11
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
156 OJ -66.92 -1.67
37 COCOA_LDN -51.66 -0.78
16 BUTTER -50.85 -4.27
36 COCOA -42.55 -0.59
140 MILKWET -36.46 -3.77
165 RICE -33.77 -2.06
96 FTSEVIET 60.25 3.82
160 PLAT 73.83 2.75
56 EU-BANKS 75.70 3.74
128 KOSPI 81.91 3.78
129 KOSPI_mini 83.12 3.68
173 SILVER 85.52 2.55
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
16 BUTTER -50.85 -4.27
140 MILKWET -36.46 -3.77
165 RICE -33.77 -2.06
139 MILKDRY -23.00 -1.88
141 MILLWHEAT -26.36 -1.67
156 OJ -66.92 -1.67
118 IBEX 45.55 2.99
119 IBEX_mini 45.84 3.01
129 KOSPI_mini 83.12 3.68
56 EU-BANKS 75.70 3.74
128 KOSPI 81.91 3.78
96 FTSEVIET 60.25 3.82
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
155 OJ -65.68 -1.69
16 BUTTER -49.82 -3.47
37 COCOA_LDN -43.40 -0.86
164 RICE -38.13 -2.40
140 MILKWET -37.17 -4.22
36 COCOA -32.38 -0.57
96 FTSEVIET 55.94 3.53
159 PLAT 69.48 2.42
56 EU-BANKS 74.64 3.39
172 SILVER 75.86 2.17
128 KOSPI 77.58 3.30
129 KOSPI_mini 78.37 3.27
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
140 MILKWET -37.17 -4.22
16 BUTTER -49.82 -3.47
164 RICE -38.13 -2.40
139 MILKDRY -24.70 -1.75
155 OJ -65.68 -1.69
35 COAL-GEORDIE -30.78 -1.49
119 IBEX_mini 39.56 2.53
89 FEEDCOW 37.27 2.67
129 KOSPI_mini 78.37 3.27
128 KOSPI 77.58 3.30
56 EU-BANKS 74.64 3.39
96 FTSEVIET 55.94 3.53
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Market moves for period 1B, sort by name (1B/name)
==================================================
name change vol_adjusted
0 AEX -0.35 -0.41
1 ALUMINIUM 0.34 0.30
2 ALUMINIUM_LME -0.62 -0.67
3 AUDJPY -0.04 -0.07
4 AUD_micro -0.12 -0.29
5 BBCOMM -0.43 -0.58
6 BITCOIN -0.61 -0.19
7 BOBL -0.23 -2.09
8 BONO -0.04 -0.19
10 BRE -1.85 -3.51
11 BRENT-LAST 0.22 0.15
12 BRENT_W 0.81 0.56
13 BTP -0.14 -0.63
14 BTP3 -0.02 -0.39
15 BUND -0.37 -1.84
16 BUTTER 0.00 0.00
17 BUXL -0.84 -1.55
18 CAC -0.36 -0.49
19 CAD 0.29 1.15
24 CAD_micro 0.28 1.09
25 CANOLA -1.28 -1.28
26 CH10 0.27 1.47
27 CHEESE -0.95 -0.78
28 CHF -0.10 -0.25
30 CHINAA-CON 0.82 0.76
32 CNH 0.05 0.38
34 COAL 0.26 0.20
35 COAL-GEORDIE 0.05 0.04
36 COCOA 3.55 1.11
37 COCOA_LDN 2.29 0.80
38 COFFEE -0.93 -0.42
39 COPPER -0.02 -0.01
40 COPPER-micro -0.17 -0.11
41 COPPER_LME -0.05 -0.05
42 CORN -0.48 -0.68
44 COTTON2 -0.19 -0.30
45 CRUDE_ICE 0.91 0.54
46 CRUDE_W_micro 0.27 0.18
48 DAX 0.66 0.77
49 DJSTX-SMALL -0.22 -0.32
50 DOW -0.07 -0.09
51 DX -0.01 -0.03
52 EPRA-EUROPE -0.43 -0.63
53 ETHER-micro -2.25 -0.39
54 ETHEREUM -2.17 -0.40
55 EU-AUTO 1.30 1.09
56 EU-BANKS -0.75 -0.63
57 EU-BASIC -0.95 -0.77
58 EU-CONSTRUCTION 0.11 0.11
59 EU-DIV30 -0.16 -0.26
60 EU-DJ-OIL 0.00 0.00
61 EU-DJ-TECH -0.35 -0.26
62 EU-DJ-TELECOM -0.18 -0.19
63 EU-DJ-UTIL 0.08 0.14
64 EU-FOOD 0.10 0.10
65 EU-HEALTH 0.25 0.28
66 EU-HOUSE 0.23 0.27
67 EU-INSURE -0.12 -0.15
68 EU-MEDIA 0.66 0.63
69 EU-MID -0.50 -0.78
70 EU-OIL -0.59 -0.61
71 EU-REALESTATE 0.16 0.22
72 EU-RETAIL 0.00 0.00
73 EU-TECH -0.29 -0.25
74 EU-TRAVEL 0.00 0.00
75 EU-UTILS -0.35 -0.60
76 EUA -0.83 -0.78
77 EURAUD 0.00 0.00
78 EURCAD -0.32 -1.03
79 EURCHF 0.05 0.27
80 EURIBOR-ICE -0.07 -2.71
81 EURO600 0.00 0.00
82 EUROSTX 0.07 0.09
84 EUROSTX-SMALL 0.22 0.32
85 EUROSTX200-LARGE 0.00 0.00
86 EUR_micro -0.08 -0.25
87 FANG 0.03 0.02
88 FED -0.01 -0.13
89 FEEDCOW 0.21 0.12
90 FTSE100 -0.55 -0.95
91 FTSE250 0.03 0.04
92 FTSECHINAA 0.90 0.82
93 FTSECHINAH 1.55 1.11
94 FTSEINDO 0.03 0.03
95 FTSETAIWAN 0.67 0.49
96 FTSEVIET 0.28 0.20
97 GAS-LAST -0.57 -0.27
98 GAS-PEN -3.23 -1.49
99 GASOIL 1.55 0.85
100 GASOLINE -0.02 -0.02
101 GASOLINE_ICE 0.27 0.17
102 GAS_US_mini -1.12 -0.53
103 GBP -0.10 -0.27
104 GBPCHF 0.02 0.06
105 GBPEUR 0.04 0.16
106 GBPJPY 0.00 0.00
107 GICS 0.00 0.00
108 GILT -0.17 -0.41
109 GOLD_micro -0.81 -0.63
110 HANG 1.06 0.90
111 HANGENT 1.44 1.13
112 HANGENT_mini 1.41 1.12
113 HANGTECH 1.56 0.85
114 HANG_mini 1.08 0.91
115 HEATOIL 0.05 0.03
116 HEATOIL-ICE 1.86 0.87
118 IBEX -0.65 -0.78
119 IBEX_mini -0.63 -0.76
120 IRON -0.39 -0.45
122 JGB -0.23 -1.74
123 JGB-SGX-mini -0.15 -1.04
124 JP-REALESTATE -0.38 -0.58
125 JPY -0.05 -0.09
126 JPY_mini -0.05 -0.09
127 KOSDAQ -1.54 -1.12
128 KOSPI 2.31 1.27
129 KOSPI_mini 2.29 1.26
130 KR10 0.03 0.09
131 KR3 0.01 0.09
132 KRWUSD_mini -0.16 -0.33
133 LEANHOG 0.03 0.02
134 LIVECOW 0.60 0.38
135 LUMBER-new 0.79 0.60
136 MIB -0.46 -0.54
137 MID-DAX -0.15 -0.15
139 MILKDRY 0.00 0.00
141 MILLWHEAT -0.26 -0.32
142 MSCIASIA 0.21 0.21
143 MSCIEAFA 0.07 0.09
145 MSCISING -0.54 -0.54
146 MSCITAIWAN 0.96 0.68
147 MUMMY 0.92 0.53
148 MXP 0.02 0.05
149 NASDAQ_micro -0.25 -0.23
150 NIKKEI 0.34 0.23
151 NIKKEI400 0.25 0.24
152 NOK -0.15 -0.32
153 NZD -0.15 -0.30
154 OAT -0.16 -0.66
155 OATIES -1.67 -1.27
156 OJ 0.34 0.07
157 OMX -0.43 -0.51
158 OMX-SWE 0.32 0.42
159 PALLAD -0.53 -0.20
160 PLAT -0.72 -0.34
161 PLN 0.00 0.00
162 R1000 -0.06 -0.08
163 RAPESEED 0.05 0.07
164 REDWHEAT -0.46 -0.38
165 RICE -0.48 -0.36
166 ROBUSTA -0.81 -0.31
167 RUBBER 0.71 0.81
168 RUSSELL -0.01 -0.01
169 SEK -0.05 -0.11
170 SGD -0.08 -0.42
171 SGD_mini 0.02 0.12
172 SHATZ -0.06 -1.82
173 SILVER -0.24 -0.12
174 SMI 0.43 0.67
176 SOFR -0.04 -1.00
177 SONIA3 -0.07 -1.73
178 SOYBEAN_mini -1.16 -1.18
179 SOYMEAL -1.00 -0.83
180 SOYOIL -1.05 -0.88
181 SP400 0.09 0.09
182 SP500_micro -0.13 -0.17
183 SPI200 -0.24 -0.40
184 STEEL 0.00 0.00
185 SUGAR11 -0.55 -0.39
187 SUGAR_WHITE -0.52 -0.38
189 TOPIX 0.21 0.21
190 TWD 0.13 0.22
191 US-DISCRETE 0.09 0.08
192 US-ENERGY -0.06 -0.06
193 US-HEALTH -0.60 -0.67
194 US-INDUSTRY -0.14 -0.17
195 US-MATERIAL -0.52 -0.54
196 US-PROPERTY 0.37 0.44
197 US-REALESTATE 0.19 0.23
198 US-STAPLES -0.11 -0.15
199 US-UTILS -0.51 -0.55
200 US10 -0.15 -0.63
201 US10U -0.23 -0.81
202 US2 -0.04 -0.55
203 US20 -0.30 -0.66
204 US3 -0.07 -0.62
205 US30 -0.31 -0.55
206 US5 -0.11 -0.69
207 V2X -0.78 -0.37
208 VIX -0.74 -0.35
209 VIX_mini -0.36 -0.11
210 WHEAT -0.52 -0.49
211 WHEAT_ICE 0.12 0.19
212 WHEY 0.00 0.00
213 YENEUR -0.06 -0.15
214 ZAR -0.17 -0.31
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
98 GAS-PEN -3.23 -1.49
53 ETHER-micro -2.25 -0.39
54 ETHEREUM -2.17 -0.40
10 BRE -1.85 -3.51
155 OATIES -1.67 -1.27
127 KOSDAQ -1.54 -1.12
25 CANOLA -1.28 -1.28
178 SOYBEAN_mini -1.16 -1.18
102 GAS_US_mini -1.12 -0.53
180 SOYOIL -1.05 -0.88
179 SOYMEAL -1.00 -0.83
57 EU-BASIC -0.95 -0.77
27 CHEESE -0.95 -0.78
38 COFFEE -0.93 -0.42
17 BUXL -0.84 -1.55
76 EUA -0.83 -0.78
109 GOLD_micro -0.81 -0.63
166 ROBUSTA -0.81 -0.31
207 V2X -0.78 -0.37
56 EU-BANKS -0.75 -0.63
208 VIX -0.74 -0.35
160 PLAT -0.72 -0.34
118 IBEX -0.65 -0.78
119 IBEX_mini -0.63 -0.76
2 ALUMINIUM_LME -0.62 -0.67
6 BITCOIN -0.61 -0.19
193 US-HEALTH -0.60 -0.67
70 EU-OIL -0.59 -0.61
97 GAS-LAST -0.57 -0.27
185 SUGAR11 -0.55 -0.39
90 FTSE100 -0.55 -0.95
145 MSCISING -0.54 -0.54
159 PALLAD -0.53 -0.20
195 US-MATERIAL -0.52 -0.54
187 SUGAR_WHITE -0.52 -0.38
210 WHEAT -0.52 -0.49
199 US-UTILS -0.51 -0.55
69 EU-MID -0.50 -0.78
165 RICE -0.48 -0.36
42 CORN -0.48 -0.68
164 REDWHEAT -0.46 -0.38
136 MIB -0.46 -0.54
157 OMX -0.43 -0.51
52 EPRA-EUROPE -0.43 -0.63
5 BBCOMM -0.43 -0.58
120 IRON -0.39 -0.45
124 JP-REALESTATE -0.38 -0.58
15 BUND -0.37 -1.84
209 VIX_mini -0.36 -0.11
18 CAC -0.36 -0.49
75 EU-UTILS -0.35 -0.60
61 EU-DJ-TECH -0.35 -0.26
0 AEX -0.35 -0.41
78 EURCAD -0.32 -1.03
205 US30 -0.31 -0.55
203 US20 -0.30 -0.66
73 EU-TECH -0.29 -0.25
141 MILLWHEAT -0.26 -0.32
149 NASDAQ_micro -0.25 -0.23
183 SPI200 -0.24 -0.40
173 SILVER -0.24 -0.12
122 JGB -0.23 -1.74
7 BOBL -0.23 -2.09
201 US10U -0.23 -0.81
49 DJSTX-SMALL -0.22 -0.32
44 COTTON2 -0.19 -0.30
62 EU-DJ-TELECOM -0.18 -0.19
40 COPPER-micro -0.17 -0.11
108 GILT -0.17 -0.41
214 ZAR -0.17 -0.31
59 EU-DIV30 -0.16 -0.26
132 KRWUSD_mini -0.16 -0.33
154 OAT -0.16 -0.66
200 US10 -0.15 -0.63
152 NOK -0.15 -0.32
137 MID-DAX -0.15 -0.15
123 JGB-SGX-mini -0.15 -1.04
153 NZD -0.15 -0.30
13 BTP -0.14 -0.63
194 US-INDUSTRY -0.14 -0.17
182 SP500_micro -0.13 -0.17
67 EU-INSURE -0.12 -0.15
4 AUD_micro -0.12 -0.29
206 US5 -0.11 -0.69
198 US-STAPLES -0.11 -0.15
103 GBP -0.10 -0.27
28 CHF -0.10 -0.25
170 SGD -0.08 -0.42
86 EUR_micro -0.08 -0.25
177 SONIA3 -0.07 -1.73
50 DOW -0.07 -0.09
80 EURIBOR-ICE -0.07 -2.71
204 US3 -0.07 -0.62
192 US-ENERGY -0.06 -0.06
172 SHATZ -0.06 -1.82
162 R1000 -0.06 -0.08
213 YENEUR -0.06 -0.15
41 COPPER_LME -0.05 -0.05
169 SEK -0.05 -0.11
125 JPY -0.05 -0.09
126 JPY_mini -0.05 -0.09
176 SOFR -0.04 -1.00
8 BONO -0.04 -0.19
3 AUDJPY -0.04 -0.07
202 US2 -0.04 -0.55
100 GASOLINE -0.02 -0.02
14 BTP3 -0.02 -0.39
39 COPPER -0.02 -0.01
51 DX -0.01 -0.03
168 RUSSELL -0.01 -0.01
88 FED -0.01 -0.13
81 EURO600 0.00 0.00
77 EURAUD 0.00 0.00
212 WHEY 0.00 0.00
16 BUTTER 0.00 0.00
161 PLN 0.00 0.00
74 EU-TRAVEL 0.00 0.00
85 EUROSTX200-LARGE 0.00 0.00
139 MILKDRY 0.00 0.00
106 GBPJPY 0.00 0.00
184 STEEL 0.00 0.00
72 EU-RETAIL 0.00 0.00
60 EU-DJ-OIL 0.00 0.00
107 GICS 0.00 0.00
131 KR3 0.01 0.09
148 MXP 0.02 0.05
104 GBPCHF 0.02 0.06
171 SGD_mini 0.02 0.12
130 KR10 0.03 0.09
91 FTSE250 0.03 0.04
87 FANG 0.03 0.02
133 LEANHOG 0.03 0.02
94 FTSEINDO 0.03 0.03
105 GBPEUR 0.04 0.16
35 COAL-GEORDIE 0.05 0.04
32 CNH 0.05 0.38
115 HEATOIL 0.05 0.03
163 RAPESEED 0.05 0.07
79 EURCHF 0.05 0.27
82 EUROSTX 0.07 0.09
143 MSCIEAFA 0.07 0.09
63 EU-DJ-UTIL 0.08 0.14
191 US-DISCRETE 0.09 0.08
181 SP400 0.09 0.09
64 EU-FOOD 0.10 0.10
58 EU-CONSTRUCTION 0.11 0.11
211 WHEAT_ICE 0.12 0.19
190 TWD 0.13 0.22
71 EU-REALESTATE 0.16 0.22
197 US-REALESTATE 0.19 0.23
189 TOPIX 0.21 0.21
89 FEEDCOW 0.21 0.12
142 MSCIASIA 0.21 0.21
11 BRENT-LAST 0.22 0.15
84 EUROSTX-SMALL 0.22 0.32
66 EU-HOUSE 0.23 0.27
151 NIKKEI400 0.25 0.24
65 EU-HEALTH 0.25 0.28
34 COAL 0.26 0.20
26 CH10 0.27 1.47
46 CRUDE_W_micro 0.27 0.18
101 GASOLINE_ICE 0.27 0.17
24 CAD_micro 0.28 1.09
96 FTSEVIET 0.28 0.20
19 CAD 0.29 1.15
158 OMX-SWE 0.32 0.42
1 ALUMINIUM 0.34 0.30
156 OJ 0.34 0.07
150 NIKKEI 0.34 0.23
196 US-PROPERTY 0.37 0.44
174 SMI 0.43 0.67
134 LIVECOW 0.60 0.38
48 DAX 0.66 0.77
68 EU-MEDIA 0.66 0.63
95 FTSETAIWAN 0.67 0.49
167 RUBBER 0.71 0.81
135 LUMBER-new 0.79 0.60
12 BRENT_W 0.81 0.56
30 CHINAA-CON 0.82 0.76
92 FTSECHINAA 0.90 0.82
45 CRUDE_ICE 0.91 0.54
147 MUMMY 0.92 0.53
146 MSCITAIWAN 0.96 0.68
110 HANG 1.06 0.90
114 HANG_mini 1.08 0.91
55 EU-AUTO 1.30 1.09
112 HANGENT_mini 1.41 1.12
111 HANGENT 1.44 1.13
99 GASOIL 1.55 0.85
93 FTSECHINAH 1.55 1.11
113 HANGTECH 1.56 0.85
116 HEATOIL-ICE 1.86 0.87
37 COCOA_LDN 2.29 0.80
129 KOSPI_mini 2.29 1.26
128 KOSPI 2.31 1.27
36 COCOA 3.55 1.11
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
10 BRE -1.85 -3.51
80 EURIBOR-ICE -0.07 -2.71
7 BOBL -0.23 -2.09
15 BUND -0.37 -1.84
172 SHATZ -0.06 -1.82
122 JGB -0.23 -1.74
177 SONIA3 -0.07 -1.73
17 BUXL -0.84 -1.55
98 GAS-PEN -3.23 -1.49
25 CANOLA -1.28 -1.28
155 OATIES -1.67 -1.27
178 SOYBEAN_mini -1.16 -1.18
127 KOSDAQ -1.54 -1.12
123 JGB-SGX-mini -0.15 -1.04
78 EURCAD -0.32 -1.03
176 SOFR -0.04 -1.00
90 FTSE100 -0.55 -0.95
180 SOYOIL -1.05 -0.88
179 SOYMEAL -1.00 -0.83
201 US10U -0.23 -0.81
27 CHEESE -0.95 -0.78
76 EUA -0.83 -0.78
69 EU-MID -0.50 -0.78
118 IBEX -0.65 -0.78
57 EU-BASIC -0.95 -0.77
119 IBEX_mini -0.63 -0.76
206 US5 -0.11 -0.69
42 CORN -0.48 -0.68
193 US-HEALTH -0.60 -0.67
2 ALUMINIUM_LME -0.62 -0.67
203 US20 -0.30 -0.66
154 OAT -0.16 -0.66
56 EU-BANKS -0.75 -0.63
109 GOLD_micro -0.81 -0.63
52 EPRA-EUROPE -0.43 -0.63
200 US10 -0.15 -0.63
13 BTP -0.14 -0.63
204 US3 -0.07 -0.62
70 EU-OIL -0.59 -0.61
75 EU-UTILS -0.35 -0.60
5 BBCOMM -0.43 -0.58
124 JP-REALESTATE -0.38 -0.58
199 US-UTILS -0.51 -0.55
202 US2 -0.04 -0.55
205 US30 -0.31 -0.55
145 MSCISING -0.54 -0.54
136 MIB -0.46 -0.54
195 US-MATERIAL -0.52 -0.54
102 GAS_US_mini -1.12 -0.53
157 OMX -0.43 -0.51
210 WHEAT -0.52 -0.49
18 CAC -0.36 -0.49
120 IRON -0.39 -0.45
170 SGD -0.08 -0.42
38 COFFEE -0.93 -0.42
108 GILT -0.17 -0.41
0 AEX -0.35 -0.41
183 SPI200 -0.24 -0.40
54 ETHEREUM -2.17 -0.40
53 ETHER-micro -2.25 -0.39
14 BTP3 -0.02 -0.39
185 SUGAR11 -0.55 -0.39
187 SUGAR_WHITE -0.52 -0.38
164 REDWHEAT -0.46 -0.38
207 V2X -0.78 -0.37
165 RICE -0.48 -0.36
208 VIX -0.74 -0.35
160 PLAT -0.72 -0.34
132 KRWUSD_mini -0.16 -0.33
152 NOK -0.15 -0.32
141 MILLWHEAT -0.26 -0.32
49 DJSTX-SMALL -0.22 -0.32
214 ZAR -0.17 -0.31
166 ROBUSTA -0.81 -0.31
44 COTTON2 -0.19 -0.30
153 NZD -0.15 -0.30
4 AUD_micro -0.12 -0.29
97 GAS-LAST -0.57 -0.27
103 GBP -0.10 -0.27
61 EU-DJ-TECH -0.35 -0.26
59 EU-DIV30 -0.16 -0.26
73 EU-TECH -0.29 -0.25
28 CHF -0.10 -0.25
86 EUR_micro -0.08 -0.25
149 NASDAQ_micro -0.25 -0.23
159 PALLAD -0.53 -0.20
62 EU-DJ-TELECOM -0.18 -0.19
6 BITCOIN -0.61 -0.19
8 BONO -0.04 -0.19
194 US-INDUSTRY -0.14 -0.17
182 SP500_micro -0.13 -0.17
213 YENEUR -0.06 -0.15
67 EU-INSURE -0.12 -0.15
198 US-STAPLES -0.11 -0.15
137 MID-DAX -0.15 -0.15
88 FED -0.01 -0.13
173 SILVER -0.24 -0.12
40 COPPER-micro -0.17 -0.11
209 VIX_mini -0.36 -0.11
169 SEK -0.05 -0.11
125 JPY -0.05 -0.09
126 JPY_mini -0.05 -0.09
50 DOW -0.07 -0.09
162 R1000 -0.06 -0.08
3 AUDJPY -0.04 -0.07
192 US-ENERGY -0.06 -0.06
41 COPPER_LME -0.05 -0.05
51 DX -0.01 -0.03
100 GASOLINE -0.02 -0.02
39 COPPER -0.02 -0.01
168 RUSSELL -0.01 -0.01
184 STEEL 0.00 0.00
139 MILKDRY 0.00 0.00
77 EURAUD 0.00 0.00
72 EU-RETAIL 0.00 0.00
85 EUROSTX200-LARGE 0.00 0.00
16 BUTTER 0.00 0.00
74 EU-TRAVEL 0.00 0.00
60 EU-DJ-OIL 0.00 0.00
212 WHEY 0.00 0.00
161 PLN 0.00 0.00
81 EURO600 0.00 0.00
107 GICS 0.00 0.00
106 GBPJPY 0.00 0.00
133 LEANHOG 0.03 0.02
87 FANG 0.03 0.02
115 HEATOIL 0.05 0.03
94 FTSEINDO 0.03 0.03
35 COAL-GEORDIE 0.05 0.04
91 FTSE250 0.03 0.04
148 MXP 0.02 0.05
104 GBPCHF 0.02 0.06
156 OJ 0.34 0.07
163 RAPESEED 0.05 0.07
191 US-DISCRETE 0.09 0.08
82 EUROSTX 0.07 0.09
130 KR10 0.03 0.09
181 SP400 0.09 0.09
143 MSCIEAFA 0.07 0.09
131 KR3 0.01 0.09
64 EU-FOOD 0.10 0.10
58 EU-CONSTRUCTION 0.11 0.11
171 SGD_mini 0.02 0.12
89 FEEDCOW 0.21 0.12
63 EU-DJ-UTIL 0.08 0.14
11 BRENT-LAST 0.22 0.15
105 GBPEUR 0.04 0.16
101 GASOLINE_ICE 0.27 0.17
46 CRUDE_W_micro 0.27 0.18
211 WHEAT_ICE 0.12 0.19
34 COAL 0.26 0.20
96 FTSEVIET 0.28 0.20
189 TOPIX 0.21 0.21
142 MSCIASIA 0.21 0.21
71 EU-REALESTATE 0.16 0.22
190 TWD 0.13 0.22
150 NIKKEI 0.34 0.23
197 US-REALESTATE 0.19 0.23
151 NIKKEI400 0.25 0.24
79 EURCHF 0.05 0.27
66 EU-HOUSE 0.23 0.27
65 EU-HEALTH 0.25 0.28
1 ALUMINIUM 0.34 0.30
84 EUROSTX-SMALL 0.22 0.32
32 CNH 0.05 0.38
134 LIVECOW 0.60 0.38
158 OMX-SWE 0.32 0.42
196 US-PROPERTY 0.37 0.44
95 FTSETAIWAN 0.67 0.49
147 MUMMY 0.92 0.53
45 CRUDE_ICE 0.91 0.54
12 BRENT_W 0.81 0.56
135 LUMBER-new 0.79 0.60
68 EU-MEDIA 0.66 0.63
174 SMI 0.43 0.67
146 MSCITAIWAN 0.96 0.68
30 CHINAA-CON 0.82 0.76
48 DAX 0.66 0.77
37 COCOA_LDN 2.29 0.80
167 RUBBER 0.71 0.81
92 FTSECHINAA 0.90 0.82
113 HANGTECH 1.56 0.85
99 GASOIL 1.55 0.85
116 HEATOIL-ICE 1.86 0.87
110 HANG 1.06 0.90
114 HANG_mini 1.08 0.91
55 EU-AUTO 1.30 1.09
24 CAD_micro 0.28 1.09
36 COCOA 3.55 1.11
93 FTSECHINAH 1.55 1.11
112 HANGENT_mini 1.41 1.12
111 HANGENT 1.44 1.13
19 CAD 0.29 1.15
129 KOSPI_mini 2.29 1.26
128 KOSPI 2.31 1.27
26 CH10 0.27 1.47
==================================================
Market moves for period 7D, sort by name (7D/name)
==================================================
name change vol_adjusted
0 AEX 0.38 0.16
1 ALUMINIUM 2.01 0.65
2 ALUMINIUM_LME 0.59 0.24
3 AUDJPY 1.44 0.92
4 AUD_micro 1.17 1.07
5 BBCOMM 1.13 0.60
6 BITCOIN 4.26 0.50
7 BOBL -0.55 -1.89
8 BONO -0.60 -1.08
9 BOVESPA 3.57 1.68
10 BRE -1.80 -1.22
11 BRENT-LAST 0.81 0.21
12 BRENT_W 0.81 0.20
13 BTP -0.50 -0.87
14 BTP3 -0.13 -1.05
15 BUND -0.91 -1.79
16 BUTTER 3.71 0.65
17 BUXL -2.07 -1.48
18 CAC 0.51 0.24
19 CAD 0.91 1.36
20 CAD10 -0.70 -1.10
21 CAD2 -0.08 -0.69
22 CAD5 -0.39 -1.00
23 CADJPY 0.05 0.04
24 CAD_micro 0.90 1.36
25 CANOLA -4.94 -2.04
26 CH10 -0.68 -1.34
27 CHEESE -1.94 -0.56
28 CHF -0.35 -0.33
29 CHFJPY -0.16 -0.14
30 CHINAA-CON 1.19 0.40
31 CLP 1.30 0.98
32 CNH 0.01 0.04
33 CNH-onshore -0.06 -0.26
34 COAL -1.12 -0.33
35 COAL-GEORDIE 0.27 0.09
36 COCOA 3.43 0.42
37 COCOA_LDN -0.27 -0.04
38 COFFEE -0.65 -0.10
39 COPPER 2.43 0.57
40 COPPER-micro 2.30 0.54
41 COPPER_LME 4.08 1.53
42 CORN -0.91 -0.49
43 COTTON -0.85 -0.43
44 COTTON2 -0.99 -0.57
45 CRUDE_ICE 1.22 0.26
46 CRUDE_W_micro 0.85 0.20
47 CZK 0.14 0.13
48 DAX 1.19 0.50
49 DJSTX-SMALL 0.33 0.17
50 DOW 0.74 0.36
51 DX -0.44 -0.50
52 EPRA-EUROPE -0.86 -0.47
53 ETHER-micro 7.65 0.46
54 ETHEREUM 7.89 0.50
55 EU-AUTO 5.77 1.65
56 EU-BANKS 1.28 0.39
57 EU-BASIC 2.40 0.72
58 EU-CONSTRUCTION 0.88 0.33
59 EU-DIV30 0.90 0.52
60 EU-DJ-OIL 0.73 0.23
61 EU-DJ-TECH 2.45 0.63
62 EU-DJ-TELECOM -1.14 -0.45
63 EU-DJ-UTIL -0.80 -0.51
64 EU-FOOD -1.10 -0.40
65 EU-HEALTH 0.31 0.12
66 EU-HOUSE -0.52 -0.22
67 EU-INSURE -1.45 -0.66
68 EU-MEDIA 0.08 0.03
69 EU-MID 0.20 0.11
70 EU-OIL 0.42 0.15
71 EU-REALESTATE -0.32 -0.16
72 EU-RETAIL 5.40 2.07
73 EU-TECH 2.29 0.69
74 EU-TRAVEL -0.96 -0.32
75 EU-UTILS -0.95 -0.59
76 EUA -1.47 -0.52
77 EURAUD -1.18 -1.06
78 EURCAD -0.69 -0.81
79 EURCHF 0.42 0.76
80 EURIBOR-ICE -0.12 -1.77
81 EURO600 0.59 0.32
82 EUROSTX 1.18 0.51
83 EUROSTX-LARGE 1.43 0.66
84 EUROSTX-SMALL 1.06 0.55
85 EUROSTX200-LARGE 1.10 0.60
86 EUR_micro 0.05 0.06
87 FANG 0.16 0.05
88 FED 0.01 0.09
89 FEEDCOW 5.34 1.13
90 FTSE100 -0.51 -0.32
91 FTSE250 0.51 0.28
92 FTSECHINAA 0.65 0.21
93 FTSECHINAH 0.73 0.19
94 FTSEINDO 0.32 0.12
95 FTSETAIWAN 1.02 0.27
96 FTSEVIET 1.97 0.51
97 GAS-LAST 10.66 1.83
98 GAS-PEN 7.66 1.34
99 GASOIL 0.69 0.14
100 GASOLINE -1.12 -0.30
101 GASOLINE_ICE 0.07 0.01
102 GAS_US_mini 10.93 1.81
103 GBP 0.65 0.66
104 GBPCHF 0.99 1.18
105 GBPEUR -0.56 -0.90
106 GBPJPY 0.85 0.70
107 GICS 1.33 0.60
108 GILT -0.04 -0.04
109 GOLD_micro -0.84 -0.24
110 HANG -0.07 -0.02
111 HANGENT 0.14 0.04
112 HANGENT_mini 0.12 0.03
113 HANGTECH 0.02 0.00
114 HANG_mini -0.06 -0.02
115 HEATOIL 0.62 0.12
116 HEATOIL-ICE 1.05 0.18
117 HOUSE-US -0.06 -0.19
118 IBEX 2.19 0.92
119 IBEX_mini 2.27 0.96
120 IRON 0.25 0.10
121 IRS 0.75 0.49
122 JGB -0.71 -2.00
123 JGB-SGX-mini -0.75 -1.96
124 JP-REALESTATE -2.53 -1.68
125 JPY -0.26 -0.19
126 JPY_mini -0.17 -0.12
127 KOSDAQ -2.22 -0.63
128 KOSPI 3.58 0.70
129 KOSPI_mini 3.58 0.71
130 KR10 0.19 0.26
131 KR3 0.08 0.29
132 KRWUSD_mini -0.48 -0.36
133 LEANHOG 2.03 0.54
134 LIVECOW 5.34 1.23
135 LUMBER-new -0.35 -0.10
136 MIB 0.45 0.19
137 MID-DAX -0.17 -0.06
138 MILK 1.56 0.43
139 MILKDRY -0.44 -0.22
140 MILKWET 1.37 0.38
141 MILLWHEAT 1.20 0.56
142 MSCIASIA 1.81 0.63
143 MSCIEAFA 0.55 0.24
144 MSCIEMASIA -0.41 -0.15
145 MSCISING -1.31 -0.48
146 MSCITAIWAN 1.60 0.41
147 MUMMY -5.07 -1.17
148 MXP 0.55 0.51
149 NASDAQ_micro 1.45 0.48
150 NIKKEI 0.70 0.17
151 NIKKEI400 0.10 0.03
152 NOK 0.03 0.02
153 NZD 0.54 0.41
154 OAT -0.90 -1.50
155 OATIES -2.45 -0.68
156 OJ -3.71 -0.29
157 OMX 1.47 0.61
158 OMX-SWE 1.91 0.88
159 PALLAD -0.79 -0.11
160 PLAT -2.75 -0.52
161 PLN 0.11 0.10
162 R1000 0.61 0.32
163 RAPESEED -1.36 -0.74
164 REDWHEAT 0.79 0.23
165 RICE -1.86 -0.51
166 ROBUSTA -3.37 -0.48
167 RUBBER -0.87 -0.37
168 RUSSELL 1.36 0.38
169 SEK 0.19 0.16
170 SGD -0.03 -0.06
171 SGD_mini 0.01 0.01
172 SHATZ -0.14 -1.53
173 SILVER 1.41 0.28
174 SMI 1.13 0.63
175 SMI-MID 1.18 0.58
176 SOFR -0.09 -0.80
177 SONIA3 -0.05 -0.48
178 SOYBEAN_mini -2.22 -0.83
179 SOYMEAL -2.94 -0.92
180 SOYOIL -0.74 -0.23
181 SP400 0.66 0.23
182 SP500_micro 0.59 0.26
183 SPI200 -0.14 -0.08
184 STEEL 0.33 0.20
185 SUGAR11 -1.57 -0.43
186 SUGAR16 1.36 0.79
187 SUGAR_WHITE -1.31 -0.39
188 SWISSLEAD 0.83 0.45
189 TOPIX 0.09 0.03
190 TWD 0.46 0.28
191 US-DISCRETE 1.01 0.30
192 US-ENERGY 0.78 0.29
193 US-HEALTH -2.58 -1.15
194 US-INDUSTRY 1.07 0.48
195 US-MATERIAL -1.32 -0.50
196 US-PROPERTY -0.47 -0.21
197 US-REALESTATE -0.58 -0.25
198 US-STAPLES -1.04 -0.49
199 US-UTILS -2.91 -1.32
200 US10 -0.33 -0.52
201 US10U -0.41 -0.56
202 US2 -0.09 -0.51
203 US20 -0.59 -0.52
204 US3 -0.16 -0.59
205 US30 -0.73 -0.49
206 US5 -0.26 -0.61
207 V2X -3.04 -0.53
208 VIX -3.36 -0.58
209 VIX_mini -3.56 -0.39
210 WHEAT -0.39 -0.13
211 WHEAT_ICE 0.94 0.56
212 WHEY 6.02 1.39
213 YENEUR 0.29 0.29
214 ZAR 0.90 0.57
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
147 MUMMY -5.07 -1.17
25 CANOLA -4.94 -2.04
156 OJ -3.71 -0.29
209 VIX_mini -3.56 -0.39
166 ROBUSTA -3.37 -0.48
208 VIX -3.36 -0.58
207 V2X -3.04 -0.53
179 SOYMEAL -2.94 -0.92
199 US-UTILS -2.91 -1.32
160 PLAT -2.75 -0.52
193 US-HEALTH -2.58 -1.15
124 JP-REALESTATE -2.53 -1.68
155 OATIES -2.45 -0.68
178 SOYBEAN_mini -2.22 -0.83
127 KOSDAQ -2.22 -0.63
17 BUXL -2.07 -1.48
27 CHEESE -1.94 -0.56
165 RICE -1.86 -0.51
10 BRE -1.80 -1.22
185 SUGAR11 -1.57 -0.43
76 EUA -1.47 -0.52
67 EU-INSURE -1.45 -0.66
163 RAPESEED -1.36 -0.74
195 US-MATERIAL -1.32 -0.50
145 MSCISING -1.31 -0.48
187 SUGAR_WHITE -1.31 -0.39
77 EURAUD -1.18 -1.06
62 EU-DJ-TELECOM -1.14 -0.45
100 GASOLINE -1.12 -0.30
34 COAL -1.12 -0.33
64 EU-FOOD -1.10 -0.40
198 US-STAPLES -1.04 -0.49
44 COTTON2 -0.99 -0.57
74 EU-TRAVEL -0.96 -0.32
75 EU-UTILS -0.95 -0.59
42 CORN -0.91 -0.49
15 BUND -0.91 -1.79
154 OAT -0.90 -1.50
167 RUBBER -0.87 -0.37
52 EPRA-EUROPE -0.86 -0.47
43 COTTON -0.85 -0.43
109 GOLD_micro -0.84 -0.24
63 EU-DJ-UTIL -0.80 -0.51
159 PALLAD -0.79 -0.11
123 JGB-SGX-mini -0.75 -1.96
180 SOYOIL -0.74 -0.23
205 US30 -0.73 -0.49
122 JGB -0.71 -2.00
20 CAD10 -0.70 -1.10
78 EURCAD -0.69 -0.81
26 CH10 -0.68 -1.34
38 COFFEE -0.65 -0.10
8 BONO -0.60 -1.08
203 US20 -0.59 -0.52
197 US-REALESTATE -0.58 -0.25
105 GBPEUR -0.56 -0.90
7 BOBL -0.55 -1.89
66 EU-HOUSE -0.52 -0.22
90 FTSE100 -0.51 -0.32
13 BTP -0.50 -0.87
132 KRWUSD_mini -0.48 -0.36
196 US-PROPERTY -0.47 -0.21
51 DX -0.44 -0.50
139 MILKDRY -0.44 -0.22
144 MSCIEMASIA -0.41 -0.15
201 US10U -0.41 -0.56
22 CAD5 -0.39 -1.00
210 WHEAT -0.39 -0.13
28 CHF -0.35 -0.33
135 LUMBER-new -0.35 -0.10
200 US10 -0.33 -0.52
71 EU-REALESTATE -0.32 -0.16
37 COCOA_LDN -0.27 -0.04
206 US5 -0.26 -0.61
125 JPY -0.26 -0.19
126 JPY_mini -0.17 -0.12
137 MID-DAX -0.17 -0.06
204 US3 -0.16 -0.59
29 CHFJPY -0.16 -0.14
183 SPI200 -0.14 -0.08
172 SHATZ -0.14 -1.53
14 BTP3 -0.13 -1.05
80 EURIBOR-ICE -0.12 -1.77
202 US2 -0.09 -0.51
176 SOFR -0.09 -0.80
21 CAD2 -0.08 -0.69
110 HANG -0.07 -0.02
33 CNH-onshore -0.06 -0.26
114 HANG_mini -0.06 -0.02
117 HOUSE-US -0.06 -0.19
177 SONIA3 -0.05 -0.48
108 GILT -0.04 -0.04
170 SGD -0.03 -0.06
171 SGD_mini 0.01 0.01
88 FED 0.01 0.09
32 CNH 0.01 0.04
113 HANGTECH 0.02 0.00
152 NOK 0.03 0.02
86 EUR_micro 0.05 0.06
23 CADJPY 0.05 0.04
101 GASOLINE_ICE 0.07 0.01
131 KR3 0.08 0.29
68 EU-MEDIA 0.08 0.03
189 TOPIX 0.09 0.03
151 NIKKEI400 0.10 0.03
161 PLN 0.11 0.10
112 HANGENT_mini 0.12 0.03
111 HANGENT 0.14 0.04
47 CZK 0.14 0.13
87 FANG 0.16 0.05
169 SEK 0.19 0.16
130 KR10 0.19 0.26
69 EU-MID 0.20 0.11
120 IRON 0.25 0.10
35 COAL-GEORDIE 0.27 0.09
213 YENEUR 0.29 0.29
65 EU-HEALTH 0.31 0.12
94 FTSEINDO 0.32 0.12
49 DJSTX-SMALL 0.33 0.17
184 STEEL 0.33 0.20
0 AEX 0.38 0.16
79 EURCHF 0.42 0.76
70 EU-OIL 0.42 0.15
136 MIB 0.45 0.19
190 TWD 0.46 0.28
18 CAC 0.51 0.24
91 FTSE250 0.51 0.28
153 NZD 0.54 0.41
143 MSCIEAFA 0.55 0.24
148 MXP 0.55 0.51
182 SP500_micro 0.59 0.26
81 EURO600 0.59 0.32
2 ALUMINIUM_LME 0.59 0.24
162 R1000 0.61 0.32
115 HEATOIL 0.62 0.12
103 GBP 0.65 0.66
92 FTSECHINAA 0.65 0.21
181 SP400 0.66 0.23
99 GASOIL 0.69 0.14
150 NIKKEI 0.70 0.17
93 FTSECHINAH 0.73 0.19
60 EU-DJ-OIL 0.73 0.23
50 DOW 0.74 0.36
121 IRS 0.75 0.49
192 US-ENERGY 0.78 0.29
164 REDWHEAT 0.79 0.23
11 BRENT-LAST 0.81 0.21
12 BRENT_W 0.81 0.20
188 SWISSLEAD 0.83 0.45
46 CRUDE_W_micro 0.85 0.20
106 GBPJPY 0.85 0.70
58 EU-CONSTRUCTION 0.88 0.33
59 EU-DIV30 0.90 0.52
214 ZAR 0.90 0.57
24 CAD_micro 0.90 1.36
19 CAD 0.91 1.36
211 WHEAT_ICE 0.94 0.56
104 GBPCHF 0.99 1.18
191 US-DISCRETE 1.01 0.30
95 FTSETAIWAN 1.02 0.27
116 HEATOIL-ICE 1.05 0.18
84 EUROSTX-SMALL 1.06 0.55
194 US-INDUSTRY 1.07 0.48
85 EUROSTX200-LARGE 1.10 0.60
5 BBCOMM 1.13 0.60
174 SMI 1.13 0.63
4 AUD_micro 1.17 1.07
175 SMI-MID 1.18 0.58
82 EUROSTX 1.18 0.51
48 DAX 1.19 0.50
30 CHINAA-CON 1.19 0.40
141 MILLWHEAT 1.20 0.56
45 CRUDE_ICE 1.22 0.26
56 EU-BANKS 1.28 0.39
31 CLP 1.30 0.98
107 GICS 1.33 0.60
168 RUSSELL 1.36 0.38
186 SUGAR16 1.36 0.79
140 MILKWET 1.37 0.38
173 SILVER 1.41 0.28
83 EUROSTX-LARGE 1.43 0.66
3 AUDJPY 1.44 0.92
149 NASDAQ_micro 1.45 0.48
157 OMX 1.47 0.61
138 MILK 1.56 0.43
146 MSCITAIWAN 1.60 0.41
142 MSCIASIA 1.81 0.63
158 OMX-SWE 1.91 0.88
96 FTSEVIET 1.97 0.51
1 ALUMINIUM 2.01 0.65
133 LEANHOG 2.03 0.54
118 IBEX 2.19 0.92
119 IBEX_mini 2.27 0.96
73 EU-TECH 2.29 0.69
40 COPPER-micro 2.30 0.54
57 EU-BASIC 2.40 0.72
39 COPPER 2.43 0.57
61 EU-DJ-TECH 2.45 0.63
36 COCOA 3.43 0.42
9 BOVESPA 3.57 1.68
128 KOSPI 3.58 0.70
129 KOSPI_mini 3.58 0.71
16 BUTTER 3.71 0.65
41 COPPER_LME 4.08 1.53
6 BITCOIN 4.26 0.50
134 LIVECOW 5.34 1.23
89 FEEDCOW 5.34 1.13
72 EU-RETAIL 5.40 2.07
55 EU-AUTO 5.77 1.65
212 WHEY 6.02 1.39
53 ETHER-micro 7.65 0.46
98 GAS-PEN 7.66 1.34
54 ETHEREUM 7.89 0.50
97 GAS-LAST 10.66 1.83
102 GAS_US_mini 10.93 1.81
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
25 CANOLA -4.94 -2.04
122 JGB -0.71 -2.00
123 JGB-SGX-mini -0.75 -1.96
7 BOBL -0.55 -1.89
15 BUND -0.91 -1.79
80 EURIBOR-ICE -0.12 -1.77
124 JP-REALESTATE -2.53 -1.68
172 SHATZ -0.14 -1.53
154 OAT -0.90 -1.50
17 BUXL -2.07 -1.48
26 CH10 -0.68 -1.34
199 US-UTILS -2.91 -1.32
10 BRE -1.80 -1.22
147 MUMMY -5.07 -1.17
193 US-HEALTH -2.58 -1.15
20 CAD10 -0.70 -1.10
8 BONO -0.60 -1.08
77 EURAUD -1.18 -1.06
14 BTP3 -0.13 -1.05
22 CAD5 -0.39 -1.00
179 SOYMEAL -2.94 -0.92
105 GBPEUR -0.56 -0.90
13 BTP -0.50 -0.87
178 SOYBEAN_mini -2.22 -0.83
78 EURCAD -0.69 -0.81
176 SOFR -0.09 -0.80
163 RAPESEED -1.36 -0.74
21 CAD2 -0.08 -0.69
155 OATIES -2.45 -0.68
67 EU-INSURE -1.45 -0.66
127 KOSDAQ -2.22 -0.63
206 US5 -0.26 -0.61
204 US3 -0.16 -0.59
75 EU-UTILS -0.95 -0.59
208 VIX -3.36 -0.58
44 COTTON2 -0.99 -0.57
27 CHEESE -1.94 -0.56
201 US10U -0.41 -0.56
207 V2X -3.04 -0.53
200 US10 -0.33 -0.52
203 US20 -0.59 -0.52
160 PLAT -2.75 -0.52
76 EUA -1.47 -0.52
63 EU-DJ-UTIL -0.80 -0.51
165 RICE -1.86 -0.51
202 US2 -0.09 -0.51
195 US-MATERIAL -1.32 -0.50
51 DX -0.44 -0.50
205 US30 -0.73 -0.49
198 US-STAPLES -1.04 -0.49
42 CORN -0.91 -0.49
145 MSCISING -1.31 -0.48
177 SONIA3 -0.05 -0.48
166 ROBUSTA -3.37 -0.48
52 EPRA-EUROPE -0.86 -0.47
62 EU-DJ-TELECOM -1.14 -0.45
43 COTTON -0.85 -0.43
185 SUGAR11 -1.57 -0.43
64 EU-FOOD -1.10 -0.40
209 VIX_mini -3.56 -0.39
187 SUGAR_WHITE -1.31 -0.39
167 RUBBER -0.87 -0.37
132 KRWUSD_mini -0.48 -0.36
34 COAL -1.12 -0.33
28 CHF -0.35 -0.33
90 FTSE100 -0.51 -0.32
74 EU-TRAVEL -0.96 -0.32
100 GASOLINE -1.12 -0.30
156 OJ -3.71 -0.29
33 CNH-onshore -0.06 -0.26
197 US-REALESTATE -0.58 -0.25
109 GOLD_micro -0.84 -0.24
180 SOYOIL -0.74 -0.23
66 EU-HOUSE -0.52 -0.22
139 MILKDRY -0.44 -0.22
196 US-PROPERTY -0.47 -0.21
125 JPY -0.26 -0.19
117 HOUSE-US -0.06 -0.19
71 EU-REALESTATE -0.32 -0.16
144 MSCIEMASIA -0.41 -0.15
29 CHFJPY -0.16 -0.14
210 WHEAT -0.39 -0.13
126 JPY_mini -0.17 -0.12
159 PALLAD -0.79 -0.11
38 COFFEE -0.65 -0.10
135 LUMBER-new -0.35 -0.10
183 SPI200 -0.14 -0.08
137 MID-DAX -0.17 -0.06
170 SGD -0.03 -0.06
108 GILT -0.04 -0.04
37 COCOA_LDN -0.27 -0.04
110 HANG -0.07 -0.02
114 HANG_mini -0.06 -0.02
113 HANGTECH 0.02 0.00
171 SGD_mini 0.01 0.01
101 GASOLINE_ICE 0.07 0.01
152 NOK 0.03 0.02
68 EU-MEDIA 0.08 0.03
189 TOPIX 0.09 0.03
151 NIKKEI400 0.10 0.03
112 HANGENT_mini 0.12 0.03
32 CNH 0.01 0.04
111 HANGENT 0.14 0.04
23 CADJPY 0.05 0.04
87 FANG 0.16 0.05
86 EUR_micro 0.05 0.06
35 COAL-GEORDIE 0.27 0.09
88 FED 0.01 0.09
161 PLN 0.11 0.10
120 IRON 0.25 0.10
69 EU-MID 0.20 0.11
115 HEATOIL 0.62 0.12
94 FTSEINDO 0.32 0.12
65 EU-HEALTH 0.31 0.12
47 CZK 0.14 0.13
99 GASOIL 0.69 0.14
70 EU-OIL 0.42 0.15
0 AEX 0.38 0.16
169 SEK 0.19 0.16
150 NIKKEI 0.70 0.17
49 DJSTX-SMALL 0.33 0.17
116 HEATOIL-ICE 1.05 0.18
136 MIB 0.45 0.19
93 FTSECHINAH 0.73 0.19
184 STEEL 0.33 0.20
12 BRENT_W 0.81 0.20
46 CRUDE_W_micro 0.85 0.20
11 BRENT-LAST 0.81 0.21
92 FTSECHINAA 0.65 0.21
181 SP400 0.66 0.23
164 REDWHEAT 0.79 0.23
60 EU-DJ-OIL 0.73 0.23
143 MSCIEAFA 0.55 0.24
2 ALUMINIUM_LME 0.59 0.24
18 CAC 0.51 0.24
130 KR10 0.19 0.26
182 SP500_micro 0.59 0.26
45 CRUDE_ICE 1.22 0.26
95 FTSETAIWAN 1.02 0.27
190 TWD 0.46 0.28
173 SILVER 1.41 0.28
91 FTSE250 0.51 0.28
192 US-ENERGY 0.78 0.29
131 KR3 0.08 0.29
213 YENEUR 0.29 0.29
191 US-DISCRETE 1.01 0.30
81 EURO600 0.59 0.32
162 R1000 0.61 0.32
58 EU-CONSTRUCTION 0.88 0.33
50 DOW 0.74 0.36
140 MILKWET 1.37 0.38
168 RUSSELL 1.36 0.38
56 EU-BANKS 1.28 0.39
30 CHINAA-CON 1.19 0.40
146 MSCITAIWAN 1.60 0.41
153 NZD 0.54 0.41
36 COCOA 3.43 0.42
138 MILK 1.56 0.43
188 SWISSLEAD 0.83 0.45
53 ETHER-micro 7.65 0.46
149 NASDAQ_micro 1.45 0.48
194 US-INDUSTRY 1.07 0.48
121 IRS 0.75 0.49
6 BITCOIN 4.26 0.50
48 DAX 1.19 0.50
54 ETHEREUM 7.89 0.50
96 FTSEVIET 1.97 0.51
148 MXP 0.55 0.51
82 EUROSTX 1.18 0.51
59 EU-DIV30 0.90 0.52
133 LEANHOG 2.03 0.54
40 COPPER-micro 2.30 0.54
84 EUROSTX-SMALL 1.06 0.55
141 MILLWHEAT 1.20 0.56
211 WHEAT_ICE 0.94 0.56
39 COPPER 2.43 0.57
214 ZAR 0.90 0.57
175 SMI-MID 1.18 0.58
107 GICS 1.33 0.60
85 EUROSTX200-LARGE 1.10 0.60
5 BBCOMM 1.13 0.60
157 OMX 1.47 0.61
174 SMI 1.13 0.63
61 EU-DJ-TECH 2.45 0.63
142 MSCIASIA 1.81 0.63
1 ALUMINIUM 2.01 0.65
16 BUTTER 3.71 0.65
83 EUROSTX-LARGE 1.43 0.66
103 GBP 0.65 0.66
73 EU-TECH 2.29 0.69
106 GBPJPY 0.85 0.70
128 KOSPI 3.58 0.70
129 KOSPI_mini 3.58 0.71
57 EU-BASIC 2.40 0.72
79 EURCHF 0.42 0.76
186 SUGAR16 1.36 0.79
158 OMX-SWE 1.91 0.88
118 IBEX 2.19 0.92
3 AUDJPY 1.44 0.92
119 IBEX_mini 2.27 0.96
31 CLP 1.30 0.98
4 AUD_micro 1.17 1.07
89 FEEDCOW 5.34 1.13
104 GBPCHF 0.99 1.18
134 LIVECOW 5.34 1.23
98 GAS-PEN 7.66 1.34
24 CAD_micro 0.90 1.36
19 CAD 0.91 1.36
212 WHEY 6.02 1.39
41 COPPER_LME 4.08 1.53
55 EU-AUTO 5.77 1.65
9 BOVESPA 3.57 1.68
102 GAS_US_mini 10.93 1.81
97 GAS-LAST 10.66 1.83
72 EU-RETAIL 5.40 2.07
==================================================
Market moves for period 1M, sort by name (1M/name)
==================================================
name change vol_adjusted
0 AEX -2.46 -0.49
1 ALUMINIUM 2.39 0.36
2 ALUMINIUM_LME 0.89 0.20
3 AUDJPY 3.83 1.12
4 AUD_micro 2.39 0.98
5 BBCOMM 4.43 1.05
6 BITCOIN -12.52 -0.81
7 BOBL -0.62 -0.86
8 BONO -0.62 -0.48
9 BOVESPA 6.05 1.26
10 BRE -1.00 -0.30
11 BRENT-LAST 1.08 0.13
12 BRENT_W 0.35 0.04
13 BTP -0.58 -0.44
14 BTP3 -0.12 -0.38
15 BUND -1.01 -0.81
16 BUTTER -1.31 -0.11
17 BUXL -3.25 -0.98
18 CAC 0.98 0.24
19 CAD 1.95 1.44
20 CAD10 -0.76 -0.52
21 CAD2 -0.06 -0.21
22 CAD5 -0.39 -0.45
23 CADJPY 2.54 0.91
24 CAD_micro 1.95 1.44
25 CANOLA -2.64 -0.45
26 CH10 -1.21 -1.05
27 CHEESE -7.98 -1.03
28 CHF 0.16 0.07
29 CHFJPY 1.61 0.68
30 CHINAA-CON -5.80 -1.58
31 CLP 2.83 1.04
32 CNH -0.63 -0.82
33 CNH-onshore 0.56 1.03
34 COAL -3.82 -0.48
35 COAL-GEORDIE -5.93 -0.88
36 COCOA -10.16 -0.63
37 COCOA_LDN -11.32 -0.77
38 COFFEE -4.60 -0.37
39 COPPER 8.00 0.71
40 COPPER-micro 8.10 0.72
41 COPPER_LME 9.36 1.33
42 CORN -0.75 -0.19
43 COTTON -3.44 -0.81
44 COTTON2 -3.70 -0.98
45 CRUDE_ICE 1.17 0.11
46 CRUDE_W_micro 1.36 0.15
47 CZK 1.41 0.57
48 DAX -0.25 -0.06
49 DJSTX-SMALL 1.88 0.54
50 DOW 1.89 0.49
51 DX -0.87 -0.43
52 EPRA-EUROPE -1.46 -0.35
53 ETHER-micro -9.23 -0.29
54 ETHEREUM -8.98 -0.29
55 EU-AUTO 5.46 0.75
56 EU-BANKS 5.06 0.89
57 EU-BASIC 9.87 1.33
58 EU-CONSTRUCTION 4.86 1.06
59 EU-DIV30 2.86 1.00
60 EU-DJ-OIL 5.46 1.01
61 EU-DJ-TECH 1.14 0.16
62 EU-DJ-TELECOM -0.65 -0.11
63 EU-DJ-UTIL -1.23 -0.41
64 EU-FOOD -0.96 -0.17
65 EU-HEALTH 5.47 0.98
66 EU-HOUSE 3.74 0.72
67 EU-INSURE 0.37 0.08
68 EU-MEDIA -0.15 -0.03
69 EU-MID 0.28 0.09
70 EU-OIL 1.83 0.37
71 EU-REALESTATE -1.49 -0.34
72 EU-RETAIL 4.68 0.99
73 EU-TECH -2.25 -0.37
74 EU-TRAVEL 2.30 0.40
75 EU-UTILS -0.06 -0.02
76 EUA 1.05 0.17
77 EURAUD -1.60 -0.72
78 EURCAD -1.07 -0.60
79 EURCHF 0.73 0.66
80 EURIBOR-ICE -0.13 -0.78
81 EURO600 1.28 0.40
82 EUROSTX 0.92 0.23
83 EUROSTX-LARGE 1.89 0.49
84 EUROSTX-SMALL 2.26 0.69
85 EUROSTX200-LARGE 2.21 0.72
86 EUR_micro 0.88 0.42
87 FANG -0.67 -0.10
88 FED 0.01 0.02
89 FEEDCOW 7.31 0.73
90 FTSE100 -1.12 -0.43
91 FTSE250 0.31 0.09
92 FTSECHINAA -0.98 -0.14
93 FTSECHINAH 0.35 0.04
94 FTSEINDO -0.28 -0.05
95 FTSETAIWAN 0.56 0.08
96 FTSEVIET 5.84 0.62
97 GAS-LAST 17.45 1.36
98 GAS-PEN 15.90 1.34
99 GASOIL -2.09 -0.23
100 GASOLINE -1.71 -0.23
101 GASOLINE_ICE -1.38 -0.16
102 GAS_US_mini 17.78 1.34
103 GBP 1.93 0.89
104 GBPCHF 1.70 0.99
105 GBPEUR -1.00 -0.70
106 GBPJPY 3.55 1.24
107 GICS 2.32 0.49
108 GILT -0.17 -0.09
109 GOLD_micro 5.00 0.57
110 HANG 0.07 0.01
111 HANGENT 0.14 0.02
112 HANGENT_mini -0.25 -0.04
113 HANGTECH -2.42 -0.23
114 HANG_mini -0.02 -0.00
115 HEATOIL -3.18 -0.38
116 HEATOIL-ICE -1.11 -0.11
117 HOUSE-US -0.17 -0.45
118 IBEX 3.47 0.96
119 IBEX_mini 3.51 0.99
120 IRON 2.82 0.49
121 IRS 0.66 0.21
122 JGB -1.46 -1.76
123 JGB-SGX-mini -1.52 -1.72
124 JP-REALESTATE -0.61 -0.21
125 JPY -1.49 -0.49
126 JPY_mini -1.41 -0.46
127 KOSDAQ -0.92 -0.14
128 KOSPI -0.01 -0.00
129 KOSPI_mini -0.02 -0.00
130 KR10 -1.50 -0.93
131 KR3 -0.56 -1.25
132 KRWUSD_mini -1.95 -0.75
133 LEANHOG 2.66 0.45
134 LIVECOW 5.01 0.61
135 LUMBER-new -5.83 -0.78
136 MIB 0.78 0.18
137 MID-DAX 2.53 0.45
138 MILK -7.21 -0.96
139 MILKDRY -2.33 -0.56
140 MILKWET -2.76 -0.38
141 MILLWHEAT -4.66 -1.02
142 MSCIASIA -0.83 -0.16
143 MSCIEAFA 1.39 0.37
144 MSCIEMASIA -1.90 -0.31
145 MSCISING -1.34 -0.24
146 MSCITAIWAN -0.57 -0.09
147 MUMMY -6.42 -0.78
148 MXP 2.77 1.17
149 NASDAQ_micro 0.84 0.15
150 NIKKEI -0.99 -0.13
151 NIKKEI400 2.10 0.34
152 NOK 1.07 0.38
153 NZD 2.31 0.90
154 OAT -0.49 -0.34
155 OATIES -1.67 -0.22
156 OJ -22.29 -0.97
157 OMX 1.61 0.31
158 OMX-SWE 2.94 0.77
159 PALLAD 4.05 0.23
160 PLAT 6.32 0.46
161 PLN 1.52 0.59
162 R1000 2.82 0.80
163 RAPESEED -1.05 -0.24
164 REDWHEAT -2.52 -0.41
165 RICE -2.32 -0.32
166 ROBUSTA -8.32 -0.61
167 RUBBER 0.83 0.16
168 RUSSELL 2.87 0.41
169 SEK 1.70 0.60
170 SGD -0.57 -0.51
171 SGD_mini -0.54 -0.49
172 SHATZ -0.19 -0.87
173 SILVER 21.33 1.74
174 SMI 4.91 1.38
175 SMI-MID 2.56 0.66
176 SOFR -0.05 -0.20
177 SONIA3 -0.04 -0.23
178 SOYBEAN_mini -1.12 -0.24
179 SOYMEAL -2.94 -0.59
180 SOYOIL 3.02 0.41
181 SP400 2.66 0.46
182 SP500_micro 1.35 0.31
183 SPI200 -2.41 -0.78
184 STEEL 3.04 0.73
185 SUGAR11 4.04 0.46
186 SUGAR16 -0.74 -0.18
187 SUGAR_WHITE 5.09 0.64
188 SWISSLEAD 3.94 1.18
189 TOPIX 2.50 0.44
190 TWD -0.93 -0.33
191 US-DISCRETE 1.38 0.21
192 US-ENERGY 4.50 0.76
193 US-HEALTH 4.69 1.06
194 US-INDUSTRY 0.95 0.20
195 US-MATERIAL 2.82 0.52
196 US-PROPERTY 0.40 0.08
197 US-REALESTATE 0.92 0.18
198 US-STAPLES 3.62 0.83
199 US-UTILS -2.08 -0.42
200 US10 -0.19 -0.14
201 US10U -0.20 -0.12
202 US2 -0.12 -0.27
203 US20 -1.04 -0.41
204 US3 -0.09 -0.14
205 US30 -1.66 -0.50
206 US5 -0.16 -0.16
207 V2X -6.81 -0.75
208 VIX -7.78 -0.75
209 VIX_mini -8.08 -0.46
210 WHEAT -4.02 -0.76
211 WHEAT_ICE -4.79 -1.42
212 WHEY 3.68 0.51
213 YENEUR 2.42 1.10
214 ZAR 2.70 0.71
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
156 OJ -22.29 -0.97
6 BITCOIN -12.52 -0.81
37 COCOA_LDN -11.32 -0.77
36 COCOA -10.16 -0.63
53 ETHER-micro -9.23 -0.29
54 ETHEREUM -8.98 -0.29
166 ROBUSTA -8.32 -0.61
209 VIX_mini -8.08 -0.46
27 CHEESE -7.98 -1.03
208 VIX -7.78 -0.75
138 MILK -7.21 -0.96
207 V2X -6.81 -0.75
147 MUMMY -6.42 -0.78
35 COAL-GEORDIE -5.93 -0.88
135 LUMBER-new -5.83 -0.78
30 CHINAA-CON -5.80 -1.58
211 WHEAT_ICE -4.79 -1.42
141 MILLWHEAT -4.66 -1.02
38 COFFEE -4.60 -0.37
210 WHEAT -4.02 -0.76
34 COAL -3.82 -0.48
44 COTTON2 -3.70 -0.98
43 COTTON -3.44 -0.81
17 BUXL -3.25 -0.98
115 HEATOIL -3.18 -0.38
179 SOYMEAL -2.94 -0.59
140 MILKWET -2.76 -0.38
25 CANOLA -2.64 -0.45
164 REDWHEAT -2.52 -0.41
0 AEX -2.46 -0.49
113 HANGTECH -2.42 -0.23
183 SPI200 -2.41 -0.78
139 MILKDRY -2.33 -0.56
165 RICE -2.32 -0.32
73 EU-TECH -2.25 -0.37
99 GASOIL -2.09 -0.23
199 US-UTILS -2.08 -0.42
132 KRWUSD_mini -1.95 -0.75
144 MSCIEMASIA -1.90 -0.31
100 GASOLINE -1.71 -0.23
155 OATIES -1.67 -0.22
205 US30 -1.66 -0.50
77 EURAUD -1.60 -0.72
123 JGB-SGX-mini -1.52 -1.72
130 KR10 -1.50 -0.93
71 EU-REALESTATE -1.49 -0.34
125 JPY -1.49 -0.49
52 EPRA-EUROPE -1.46 -0.35
122 JGB -1.46 -1.76
126 JPY_mini -1.41 -0.46
101 GASOLINE_ICE -1.38 -0.16
145 MSCISING -1.34 -0.24
16 BUTTER -1.31 -0.11
63 EU-DJ-UTIL -1.23 -0.41
26 CH10 -1.21 -1.05
90 FTSE100 -1.12 -0.43
178 SOYBEAN_mini -1.12 -0.24
116 HEATOIL-ICE -1.11 -0.11
78 EURCAD -1.07 -0.60
163 RAPESEED -1.05 -0.24
203 US20 -1.04 -0.41
15 BUND -1.01 -0.81
105 GBPEUR -1.00 -0.70
10 BRE -1.00 -0.30
150 NIKKEI -0.99 -0.13
92 FTSECHINAA -0.98 -0.14
64 EU-FOOD -0.96 -0.17
190 TWD -0.93 -0.33
127 KOSDAQ -0.92 -0.14
51 DX -0.87 -0.43
142 MSCIASIA -0.83 -0.16
20 CAD10 -0.76 -0.52
42 CORN -0.75 -0.19
186 SUGAR16 -0.74 -0.18
87 FANG -0.67 -0.10
62 EU-DJ-TELECOM -0.65 -0.11
32 CNH -0.63 -0.82
7 BOBL -0.62 -0.86
8 BONO -0.62 -0.48
124 JP-REALESTATE -0.61 -0.21
13 BTP -0.58 -0.44
170 SGD -0.57 -0.51
146 MSCITAIWAN -0.57 -0.09
131 KR3 -0.56 -1.25
171 SGD_mini -0.54 -0.49
154 OAT -0.49 -0.34
22 CAD5 -0.39 -0.45
94 FTSEINDO -0.28 -0.05
112 HANGENT_mini -0.25 -0.04
48 DAX -0.25 -0.06
201 US10U -0.20 -0.12
200 US10 -0.19 -0.14
172 SHATZ -0.19 -0.87
108 GILT -0.17 -0.09
117 HOUSE-US -0.17 -0.45
206 US5 -0.16 -0.16
68 EU-MEDIA -0.15 -0.03
80 EURIBOR-ICE -0.13 -0.78
14 BTP3 -0.12 -0.38
202 US2 -0.12 -0.27
204 US3 -0.09 -0.14
75 EU-UTILS -0.06 -0.02
21 CAD2 -0.06 -0.21
176 SOFR -0.05 -0.20
177 SONIA3 -0.04 -0.23
129 KOSPI_mini -0.02 -0.00
114 HANG_mini -0.02 -0.00
128 KOSPI -0.01 -0.00
88 FED 0.01 0.02
110 HANG 0.07 0.01
111 HANGENT 0.14 0.02
28 CHF 0.16 0.07
69 EU-MID 0.28 0.09
91 FTSE250 0.31 0.09
12 BRENT_W 0.35 0.04
93 FTSECHINAH 0.35 0.04
67 EU-INSURE 0.37 0.08
196 US-PROPERTY 0.40 0.08
95 FTSETAIWAN 0.56 0.08
33 CNH-onshore 0.56 1.03
121 IRS 0.66 0.21
79 EURCHF 0.73 0.66
136 MIB 0.78 0.18
167 RUBBER 0.83 0.16
149 NASDAQ_micro 0.84 0.15
86 EUR_micro 0.88 0.42
2 ALUMINIUM_LME 0.89 0.20
82 EUROSTX 0.92 0.23
197 US-REALESTATE 0.92 0.18
194 US-INDUSTRY 0.95 0.20
18 CAC 0.98 0.24
76 EUA 1.05 0.17
152 NOK 1.07 0.38
11 BRENT-LAST 1.08 0.13
61 EU-DJ-TECH 1.14 0.16
45 CRUDE_ICE 1.17 0.11
81 EURO600 1.28 0.40
182 SP500_micro 1.35 0.31
46 CRUDE_W_micro 1.36 0.15
191 US-DISCRETE 1.38 0.21
143 MSCIEAFA 1.39 0.37
47 CZK 1.41 0.57
161 PLN 1.52 0.59
157 OMX 1.61 0.31
29 CHFJPY 1.61 0.68
169 SEK 1.70 0.60
104 GBPCHF 1.70 0.99
70 EU-OIL 1.83 0.37
49 DJSTX-SMALL 1.88 0.54
83 EUROSTX-LARGE 1.89 0.49
50 DOW 1.89 0.49
103 GBP 1.93 0.89
24 CAD_micro 1.95 1.44
19 CAD 1.95 1.44
151 NIKKEI400 2.10 0.34
85 EUROSTX200-LARGE 2.21 0.72
84 EUROSTX-SMALL 2.26 0.69
74 EU-TRAVEL 2.30 0.40
153 NZD 2.31 0.90
107 GICS 2.32 0.49
1 ALUMINIUM 2.39 0.36
4 AUD_micro 2.39 0.98
213 YENEUR 2.42 1.10
189 TOPIX 2.50 0.44
137 MID-DAX 2.53 0.45
23 CADJPY 2.54 0.91
175 SMI-MID 2.56 0.66
181 SP400 2.66 0.46
133 LEANHOG 2.66 0.45
214 ZAR 2.70 0.71
148 MXP 2.77 1.17
195 US-MATERIAL 2.82 0.52
162 R1000 2.82 0.80
120 IRON 2.82 0.49
31 CLP 2.83 1.04
59 EU-DIV30 2.86 1.00
168 RUSSELL 2.87 0.41
158 OMX-SWE 2.94 0.77
180 SOYOIL 3.02 0.41
184 STEEL 3.04 0.73
118 IBEX 3.47 0.96
119 IBEX_mini 3.51 0.99
106 GBPJPY 3.55 1.24
198 US-STAPLES 3.62 0.83
212 WHEY 3.68 0.51
66 EU-HOUSE 3.74 0.72
3 AUDJPY 3.83 1.12
188 SWISSLEAD 3.94 1.18
185 SUGAR11 4.04 0.46
159 PALLAD 4.05 0.23
5 BBCOMM 4.43 1.05
192 US-ENERGY 4.50 0.76
72 EU-RETAIL 4.68 0.99
193 US-HEALTH 4.69 1.06
58 EU-CONSTRUCTION 4.86 1.06
174 SMI 4.91 1.38
109 GOLD_micro 5.00 0.57
134 LIVECOW 5.01 0.61
56 EU-BANKS 5.06 0.89
187 SUGAR_WHITE 5.09 0.64
55 EU-AUTO 5.46 0.75
60 EU-DJ-OIL 5.46 1.01
65 EU-HEALTH 5.47 0.98
96 FTSEVIET 5.84 0.62
9 BOVESPA 6.05 1.26
160 PLAT 6.32 0.46
89 FEEDCOW 7.31 0.73
39 COPPER 8.00 0.71
40 COPPER-micro 8.10 0.72
41 COPPER_LME 9.36 1.33
57 EU-BASIC 9.87 1.33
98 GAS-PEN 15.90 1.34
97 GAS-LAST 17.45 1.36
102 GAS_US_mini 17.78 1.34
173 SILVER 21.33 1.74
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
122 JGB -1.46 -1.76
123 JGB-SGX-mini -1.52 -1.72
30 CHINAA-CON -5.80 -1.58
211 WHEAT_ICE -4.79 -1.42
131 KR3 -0.56 -1.25
26 CH10 -1.21 -1.05
27 CHEESE -7.98 -1.03
141 MILLWHEAT -4.66 -1.02
17 BUXL -3.25 -0.98
44 COTTON2 -3.70 -0.98
156 OJ -22.29 -0.97
138 MILK -7.21 -0.96
130 KR10 -1.50 -0.93
35 COAL-GEORDIE -5.93 -0.88
172 SHATZ -0.19 -0.87
7 BOBL -0.62 -0.86
32 CNH -0.63 -0.82
15 BUND -1.01 -0.81
6 BITCOIN -12.52 -0.81
43 COTTON -3.44 -0.81
135 LUMBER-new -5.83 -0.78
147 MUMMY -6.42 -0.78
183 SPI200 -2.41 -0.78
80 EURIBOR-ICE -0.13 -0.78
37 COCOA_LDN -11.32 -0.77
210 WHEAT -4.02 -0.76
132 KRWUSD_mini -1.95 -0.75
207 V2X -6.81 -0.75
208 VIX -7.78 -0.75
77 EURAUD -1.60 -0.72
105 GBPEUR -1.00 -0.70
36 COCOA -10.16 -0.63
166 ROBUSTA -8.32 -0.61
78 EURCAD -1.07 -0.60
179 SOYMEAL -2.94 -0.59
139 MILKDRY -2.33 -0.56
20 CAD10 -0.76 -0.52
170 SGD -0.57 -0.51
205 US30 -1.66 -0.50
125 JPY -1.49 -0.49
171 SGD_mini -0.54 -0.49
0 AEX -2.46 -0.49
34 COAL -3.82 -0.48
8 BONO -0.62 -0.48
126 JPY_mini -1.41 -0.46
209 VIX_mini -8.08 -0.46
25 CANOLA -2.64 -0.45
117 HOUSE-US -0.17 -0.45
22 CAD5 -0.39 -0.45
13 BTP -0.58 -0.44
51 DX -0.87 -0.43
90 FTSE100 -1.12 -0.43
199 US-UTILS -2.08 -0.42
164 REDWHEAT -2.52 -0.41
203 US20 -1.04 -0.41
63 EU-DJ-UTIL -1.23 -0.41
115 HEATOIL -3.18 -0.38
140 MILKWET -2.76 -0.38
14 BTP3 -0.12 -0.38
73 EU-TECH -2.25 -0.37
38 COFFEE -4.60 -0.37
52 EPRA-EUROPE -1.46 -0.35
71 EU-REALESTATE -1.49 -0.34
154 OAT -0.49 -0.34
190 TWD -0.93 -0.33
165 RICE -2.32 -0.32
144 MSCIEMASIA -1.90 -0.31
10 BRE -1.00 -0.30
54 ETHEREUM -8.98 -0.29
53 ETHER-micro -9.23 -0.29
202 US2 -0.12 -0.27
163 RAPESEED -1.05 -0.24
178 SOYBEAN_mini -1.12 -0.24
145 MSCISING -1.34 -0.24
100 GASOLINE -1.71 -0.23
113 HANGTECH -2.42 -0.23
99 GASOIL -2.09 -0.23
177 SONIA3 -0.04 -0.23
155 OATIES -1.67 -0.22
21 CAD2 -0.06 -0.21
124 JP-REALESTATE -0.61 -0.21
176 SOFR -0.05 -0.20
42 CORN -0.75 -0.19
186 SUGAR16 -0.74 -0.18
64 EU-FOOD -0.96 -0.17
206 US5 -0.16 -0.16
101 GASOLINE_ICE -1.38 -0.16
142 MSCIASIA -0.83 -0.16
127 KOSDAQ -0.92 -0.14
204 US3 -0.09 -0.14
200 US10 -0.19 -0.14
92 FTSECHINAA -0.98 -0.14
150 NIKKEI -0.99 -0.13
201 US10U -0.20 -0.12
116 HEATOIL-ICE -1.11 -0.11
62 EU-DJ-TELECOM -0.65 -0.11
16 BUTTER -1.31 -0.11
87 FANG -0.67 -0.10
146 MSCITAIWAN -0.57 -0.09
108 GILT -0.17 -0.09
48 DAX -0.25 -0.06
94 FTSEINDO -0.28 -0.05
112 HANGENT_mini -0.25 -0.04
68 EU-MEDIA -0.15 -0.03
75 EU-UTILS -0.06 -0.02
114 HANG_mini -0.02 -0.00
129 KOSPI_mini -0.02 -0.00
128 KOSPI -0.01 -0.00
110 HANG 0.07 0.01
111 HANGENT 0.14 0.02
88 FED 0.01 0.02
12 BRENT_W 0.35 0.04
93 FTSECHINAH 0.35 0.04
28 CHF 0.16 0.07
196 US-PROPERTY 0.40 0.08
95 FTSETAIWAN 0.56 0.08
67 EU-INSURE 0.37 0.08
69 EU-MID 0.28 0.09
91 FTSE250 0.31 0.09
45 CRUDE_ICE 1.17 0.11
11 BRENT-LAST 1.08 0.13
46 CRUDE_W_micro 1.36 0.15
149 NASDAQ_micro 0.84 0.15
167 RUBBER 0.83 0.16
61 EU-DJ-TECH 1.14 0.16
76 EUA 1.05 0.17
197 US-REALESTATE 0.92 0.18
136 MIB 0.78 0.18
2 ALUMINIUM_LME 0.89 0.20
194 US-INDUSTRY 0.95 0.20
191 US-DISCRETE 1.38 0.21
121 IRS 0.66 0.21
82 EUROSTX 0.92 0.23
159 PALLAD 4.05 0.23
18 CAC 0.98 0.24
182 SP500_micro 1.35 0.31
157 OMX 1.61 0.31
151 NIKKEI400 2.10 0.34
1 ALUMINIUM 2.39 0.36
70 EU-OIL 1.83 0.37
143 MSCIEAFA 1.39 0.37
152 NOK 1.07 0.38
74 EU-TRAVEL 2.30 0.40
81 EURO600 1.28 0.40
168 RUSSELL 2.87 0.41
180 SOYOIL 3.02 0.41
86 EUR_micro 0.88 0.42
189 TOPIX 2.50 0.44
133 LEANHOG 2.66 0.45
137 MID-DAX 2.53 0.45
181 SP400 2.66 0.46
185 SUGAR11 4.04 0.46
160 PLAT 6.32 0.46
120 IRON 2.82 0.49
50 DOW 1.89 0.49
83 EUROSTX-LARGE 1.89 0.49
107 GICS 2.32 0.49
212 WHEY 3.68 0.51
195 US-MATERIAL 2.82 0.52
49 DJSTX-SMALL 1.88 0.54
47 CZK 1.41 0.57
109 GOLD_micro 5.00 0.57
161 PLN 1.52 0.59
169 SEK 1.70 0.60
134 LIVECOW 5.01 0.61
96 FTSEVIET 5.84 0.62
187 SUGAR_WHITE 5.09 0.64
79 EURCHF 0.73 0.66
175 SMI-MID 2.56 0.66
29 CHFJPY 1.61 0.68
84 EUROSTX-SMALL 2.26 0.69
214 ZAR 2.70 0.71
39 COPPER 8.00 0.71
85 EUROSTX200-LARGE 2.21 0.72
40 COPPER-micro 8.10 0.72
66 EU-HOUSE 3.74 0.72
89 FEEDCOW 7.31 0.73
184 STEEL 3.04 0.73
55 EU-AUTO 5.46 0.75
192 US-ENERGY 4.50 0.76
158 OMX-SWE 2.94 0.77
162 R1000 2.82 0.80
198 US-STAPLES 3.62 0.83
56 EU-BANKS 5.06 0.89
103 GBP 1.93 0.89
153 NZD 2.31 0.90
23 CADJPY 2.54 0.91
118 IBEX 3.47 0.96
65 EU-HEALTH 5.47 0.98
4 AUD_micro 2.39 0.98
119 IBEX_mini 3.51 0.99
72 EU-RETAIL 4.68 0.99
104 GBPCHF 1.70 0.99
59 EU-DIV30 2.86 1.00
60 EU-DJ-OIL 5.46 1.01
33 CNH-onshore 0.56 1.03
31 CLP 2.83 1.04
5 BBCOMM 4.43 1.05
58 EU-CONSTRUCTION 4.86 1.06
193 US-HEALTH 4.69 1.06
213 YENEUR 2.42 1.10
3 AUDJPY 3.83 1.12
148 MXP 2.77 1.17
188 SWISSLEAD 3.94 1.18
106 GBPJPY 3.55 1.24
9 BOVESPA 6.05 1.26
41 COPPER_LME 9.36 1.33
57 EU-BASIC 9.87 1.33
98 GAS-PEN 15.90 1.34
102 GAS_US_mini 17.78 1.34
97 GAS-LAST 17.45 1.36
174 SMI 4.91 1.38
24 CAD_micro 1.95 1.44
19 CAD 1.95 1.44
173 SILVER 21.33 1.74
==================================================
Market moves for period 3M, sort by name (3M/name)
==================================================
name change vol_adjusted
0 AEX 4.59 0.32
1 ALUMINIUM 11.54 1.12
2 ALUMINIUM_LME 10.21 1.37
3 AUDJPY 6.72 1.37
4 AUD_micro 0.62 0.13
5 BBCOMM 8.81 1.21
6 BITCOIN -21.20 -0.97
7 BOBL -0.77 -0.49
8 BONO 0.15 0.05
9 BOVESPA 14.81 1.68
10 BRE 1.98 0.34
11 BRENT-LAST -2.07 -0.12
12 BRENT_W -1.69 -0.09
13 BTP 0.38 0.12
14 BTP3 -0.09 -0.12
15 BUND -0.97 -0.34
16 BUTTER -32.92 -2.59
17 BUXL -2.38 -0.32
18 CAC 5.20 0.61
19 CAD -0.56 -0.19
20 CAD10 0.03 0.01
21 CAD2 0.13 0.25
22 CAD5 0.04 0.03
23 CADJPY 4.64 1.02
24 CAD_micro -0.51 -0.17
25 CANOLA -1.84 -0.12
26 CH10 0.23 0.10
27 CHEESE -10.46 -0.79
28 CHF -2.37 -0.52
29 CHFJPY 3.59 1.01
30 CHINAA-CON -4.36 -0.59
31 CLP 5.72 0.93
32 CNH -0.13 -0.08
33 CNH-onshore 0.41 0.30
34 COAL -2.71 -0.20
35 COAL-GEORDIE -2.80 -0.20
36 COCOA -22.72 -0.72
37 COCOA_LDN -21.14 -0.90
38 COFFEE 6.00 0.28
39 COPPER 17.62 0.59
40 COPPER-micro 17.90 0.60
41 COPPER_LME 18.48 2.61
42 CORN 1.70 0.17
43 COTTON -6.45 -0.77
44 COTTON2 -6.11 -0.84
45 CRUDE_ICE -1.24 -0.06
46 CRUDE_W_micro -2.09 -0.12
47 CZK -0.44 -0.09
48 DAX 1.69 0.20
49 DJSTX-SMALL 2.47 0.35
50 DOW 5.13 0.72
51 DX 1.59 0.36
52 EPRA-EUROPE 0.47 0.05
53 ETHER-micro -30.78 -0.77
54 ETHEREUM -30.63 -0.75
55 EU-AUTO 2.45 0.20
56 EU-BANKS 10.21 0.84
57 EU-BASIC 21.23 1.81
58 EU-CONSTRUCTION 3.36 0.31
59 EU-DIV30 4.39 0.61
60 EU-DJ-OIL 14.01 1.66
61 EU-DJ-TECH 12.66 1.01
62 EU-DJ-TELECOM -6.93 -0.79
63 EU-DJ-UTIL 11.30 1.57
64 EU-FOOD -0.88 -0.11
65 EU-HEALTH 6.80 0.70
66 EU-HOUSE 6.20 0.79
67 EU-INSURE 1.21 0.13
68 EU-MEDIA -4.86 -0.49
69 EU-MID 1.81 0.27
70 EU-OIL 9.56 1.19
71 EU-REALESTATE -1.10 -0.12
72 EU-RETAIL 12.23 1.21
73 EU-TECH 7.09 0.65
74 EU-TRAVEL -1.04 -0.10
75 EU-UTILS 12.07 1.53
76 EUA 7.25 0.61
77 EURAUD -2.03 -0.55
78 EURCAD -0.76 -0.21
79 EURCHF 0.99 0.38
80 EURIBOR-ICE -0.17 -0.49
81 EURO600 4.81 0.70
82 EUROSTX 7.04 0.84
83 EUROSTX-LARGE 6.56 0.83
84 EUROSTX-SMALL 4.51 0.63
85 EUROSTX200-LARGE 5.64 0.82
86 EUR_micro -1.46 -0.32
87 FANG 3.99 0.38
88 FED -0.20 -0.36
89 FEEDCOW -4.60 -0.48
90 FTSE100 4.25 0.87
91 FTSE250 1.93 0.29
92 FTSECHINAA 3.11 0.34
93 FTSECHINAH 1.64 0.14
94 FTSEINDO 3.19 0.27
95 FTSETAIWAN 13.11 1.42
96 FTSEVIET 6.00 0.49
97 GAS-LAST 23.76 1.09
98 GAS-PEN 25.96 1.21
99 GASOIL 4.91 0.26
100 GASOLINE 0.18 0.01
101 GASOLINE_ICE 5.03 0.25
102 GAS_US_mini 23.76 1.04
103 GBP -1.58 -0.39
104 GBPCHF 0.81 0.23
105 GBPEUR 0.16 0.06
106 GBPJPY 4.54 1.15
107 GICS 3.57 0.44
108 GILT 2.02 0.50
109 GOLD_micro 14.26 1.63
110 HANG 2.47 0.23
111 HANGENT 1.54 0.13
112 HANGENT_mini 1.27 0.11
113 HANGTECH -1.15 -0.08
114 HANG_mini 2.26 0.21
115 HEATOIL 3.49 0.20
116 HEATOIL-ICE 5.78 0.29
117 HOUSE-US -0.61 -1.27
118 IBEX 12.09 1.54
119 IBEX_mini 12.44 1.58
120 IRON 1.85 0.17
121 IRS 2.29 0.39
122 JGB -2.20 -1.23
123 JGB-SGX-mini -2.42 -1.16
124 JP-REALESTATE 3.80 0.73
125 JPY -5.75 -1.04
126 JPY_mini -5.89 -1.05
127 KOSDAQ 14.70 1.19
128 KOSPI 33.18 3.44
129 KOSPI_mini 33.19 3.44
130 KR10 -4.03 -1.87
131 KR3 -1.61 -2.62
132 KRWUSD_mini -6.12 -1.14
133 LEANHOG -7.98 -0.82
134 LIVECOW -4.23 -0.47
135 LUMBER-new -10.68 -0.81
136 MIB 4.76 0.56
137 MID-DAX -2.57 -0.25
138 MILK -7.65 -0.61
139 MILKDRY -8.12 -1.25
140 MILKWET -21.23 -2.39
141 MILLWHEAT -2.95 -0.25
142 MSCIASIA 6.97 0.88
143 MSCIEAFA 3.06 0.38
144 MSCIEMASIA 5.38 0.71
145 MSCISING -2.27 -0.24
146 MSCITAIWAN 17.37 1.60
147 MUMMY -13.91 -1.33
148 MXP 3.75 0.89
149 NASDAQ_micro 6.84 0.78
150 NIKKEI 17.00 1.66
151 NIKKEI400 9.26 1.00
152 NOK -1.17 -0.22
153 NZD -3.08 -0.61
154 OAT 0.26 0.08
155 OATIES -8.04 -0.62
156 OJ -39.61 -1.04
157 OMX 10.06 1.40
158 OMX-SWE 7.10 0.82
159 PALLAD 27.28 1.25
160 PLAT 17.11 0.83
161 PLN -0.30 -0.05
162 R1000 4.43 0.68
163 RAPESEED 0.48 0.05
164 REDWHEAT 0.42 0.04
165 RICE -17.20 -1.26
166 ROBUSTA 1.23 0.05
167 RUBBER -3.88 -0.37
168 RUSSELL 5.03 0.47
169 SEK -0.93 -0.16
170 SGD 1.45 0.54
171 SGD_mini 1.58 0.61
172 SHATZ -0.30 -0.58
173 SILVER 38.58 3.16
174 SMI 4.72 0.70
175 SMI-MID 1.71 0.24
176 SOFR -0.28 -0.61
177 SONIA3 0.08 0.23
178 SOYBEAN_mini 5.90 0.67
179 SOYMEAL 6.70 0.74
180 SOYOIL 0.04 0.00
181 SP400 0.64 0.07
182 SP500_micro 4.94 0.71
183 SPI200 -3.15 -0.49
184 STEEL 5.05 0.54
185 SUGAR11 -8.16 -0.65
186 SUGAR16 -9.09 -0.79
187 SUGAR_WHITE -5.47 -0.42
188 SWISSLEAD 3.24 0.47
189 TOPIX 8.90 1.03
190 TWD -3.43 -0.44
191 US-DISCRETE 0.50 0.05
192 US-ENERGY 5.87 0.53
193 US-HEALTH 10.52 1.17
194 US-INDUSTRY 1.50 0.19
195 US-MATERIAL -4.03 -0.45
196 US-PROPERTY -1.49 -0.17
197 US-REALESTATE -2.03 -0.23
198 US-STAPLES -2.84 -0.41
199 US-UTILS 4.82 0.60
200 US10 -0.85 -0.31
201 US10U -0.59 -0.18
202 US2 -0.44 -0.48
203 US20 -1.02 -0.20
204 US3 -0.53 -0.38
205 US30 -1.27 -0.20
206 US5 -0.79 -0.42
207 V2X -10.09 -0.60
208 VIX -6.93 -0.36
209 VIX_mini -10.39 -0.42
210 WHEAT -1.87 -0.18
211 WHEAT_ICE -4.07 -0.57
212 WHEY 28.24 2.07
213 YENEUR 4.58 1.34
214 ZAR 3.97 0.46
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
156 OJ -39.61 -1.04
16 BUTTER -32.92 -2.59
53 ETHER-micro -30.78 -0.77
54 ETHEREUM -30.63 -0.75
36 COCOA -22.72 -0.72
140 MILKWET -21.23 -2.39
6 BITCOIN -21.20 -0.97
37 COCOA_LDN -21.14 -0.90
165 RICE -17.20 -1.26
147 MUMMY -13.91 -1.33
135 LUMBER-new -10.68 -0.81
27 CHEESE -10.46 -0.79
209 VIX_mini -10.39 -0.42
207 V2X -10.09 -0.60
186 SUGAR16 -9.09 -0.79
185 SUGAR11 -8.16 -0.65
139 MILKDRY -8.12 -1.25
155 OATIES -8.04 -0.62
133 LEANHOG -7.98 -0.82
138 MILK -7.65 -0.61
62 EU-DJ-TELECOM -6.93 -0.79
208 VIX -6.93 -0.36
43 COTTON -6.45 -0.77
132 KRWUSD_mini -6.12 -1.14
44 COTTON2 -6.11 -0.84
126 JPY_mini -5.89 -1.05
125 JPY -5.75 -1.04
187 SUGAR_WHITE -5.47 -0.42
68 EU-MEDIA -4.86 -0.49
89 FEEDCOW -4.60 -0.48
30 CHINAA-CON -4.36 -0.59
134 LIVECOW -4.23 -0.47
211 WHEAT_ICE -4.07 -0.57
195 US-MATERIAL -4.03 -0.45
130 KR10 -4.03 -1.87
167 RUBBER -3.88 -0.37
190 TWD -3.43 -0.44
183 SPI200 -3.15 -0.49
153 NZD -3.08 -0.61
141 MILLWHEAT -2.95 -0.25
198 US-STAPLES -2.84 -0.41
35 COAL-GEORDIE -2.80 -0.20
34 COAL -2.71 -0.20
137 MID-DAX -2.57 -0.25
123 JGB-SGX-mini -2.42 -1.16
17 BUXL -2.38 -0.32
28 CHF -2.37 -0.52
145 MSCISING -2.27 -0.24
122 JGB -2.20 -1.23
46 CRUDE_W_micro -2.09 -0.12
11 BRENT-LAST -2.07 -0.12
197 US-REALESTATE -2.03 -0.23
77 EURAUD -2.03 -0.55
210 WHEAT -1.87 -0.18
25 CANOLA -1.84 -0.12
12 BRENT_W -1.69 -0.09
131 KR3 -1.61 -2.62
103 GBP -1.58 -0.39
196 US-PROPERTY -1.49 -0.17
86 EUR_micro -1.46 -0.32
205 US30 -1.27 -0.20
45 CRUDE_ICE -1.24 -0.06
152 NOK -1.17 -0.22
113 HANGTECH -1.15 -0.08
71 EU-REALESTATE -1.10 -0.12
74 EU-TRAVEL -1.04 -0.10
203 US20 -1.02 -0.20
15 BUND -0.97 -0.34
169 SEK -0.93 -0.16
64 EU-FOOD -0.88 -0.11
200 US10 -0.85 -0.31
206 US5 -0.79 -0.42
7 BOBL -0.77 -0.49
78 EURCAD -0.76 -0.21
117 HOUSE-US -0.61 -1.27
201 US10U -0.59 -0.18
19 CAD -0.56 -0.19
204 US3 -0.53 -0.38
24 CAD_micro -0.51 -0.17
47 CZK -0.44 -0.09
202 US2 -0.44 -0.48
161 PLN -0.30 -0.05
172 SHATZ -0.30 -0.58
176 SOFR -0.28 -0.61
88 FED -0.20 -0.36
80 EURIBOR-ICE -0.17 -0.49
32 CNH -0.13 -0.08
14 BTP3 -0.09 -0.12
20 CAD10 0.03 0.01
180 SOYOIL 0.04 0.00
22 CAD5 0.04 0.03
177 SONIA3 0.08 0.23
21 CAD2 0.13 0.25
8 BONO 0.15 0.05
105 GBPEUR 0.16 0.06
100 GASOLINE 0.18 0.01
26 CH10 0.23 0.10
154 OAT 0.26 0.08
13 BTP 0.38 0.12
33 CNH-onshore 0.41 0.30
164 REDWHEAT 0.42 0.04
52 EPRA-EUROPE 0.47 0.05
163 RAPESEED 0.48 0.05
191 US-DISCRETE 0.50 0.05
4 AUD_micro 0.62 0.13
181 SP400 0.64 0.07
104 GBPCHF 0.81 0.23
79 EURCHF 0.99 0.38
67 EU-INSURE 1.21 0.13
166 ROBUSTA 1.23 0.05
112 HANGENT_mini 1.27 0.11
170 SGD 1.45 0.54
194 US-INDUSTRY 1.50 0.19
111 HANGENT 1.54 0.13
171 SGD_mini 1.58 0.61
51 DX 1.59 0.36
93 FTSECHINAH 1.64 0.14
48 DAX 1.69 0.20
42 CORN 1.70 0.17
175 SMI-MID 1.71 0.24
69 EU-MID 1.81 0.27
120 IRON 1.85 0.17
91 FTSE250 1.93 0.29
10 BRE 1.98 0.34
108 GILT 2.02 0.50
114 HANG_mini 2.26 0.21
121 IRS 2.29 0.39
55 EU-AUTO 2.45 0.20
49 DJSTX-SMALL 2.47 0.35
110 HANG 2.47 0.23
143 MSCIEAFA 3.06 0.38
92 FTSECHINAA 3.11 0.34
94 FTSEINDO 3.19 0.27
188 SWISSLEAD 3.24 0.47
58 EU-CONSTRUCTION 3.36 0.31
115 HEATOIL 3.49 0.20
107 GICS 3.57 0.44
29 CHFJPY 3.59 1.01
148 MXP 3.75 0.89
124 JP-REALESTATE 3.80 0.73
214 ZAR 3.97 0.46
87 FANG 3.99 0.38
90 FTSE100 4.25 0.87
59 EU-DIV30 4.39 0.61
162 R1000 4.43 0.68
84 EUROSTX-SMALL 4.51 0.63
106 GBPJPY 4.54 1.15
213 YENEUR 4.58 1.34
0 AEX 4.59 0.32
23 CADJPY 4.64 1.02
174 SMI 4.72 0.70
136 MIB 4.76 0.56
81 EURO600 4.81 0.70
199 US-UTILS 4.82 0.60
99 GASOIL 4.91 0.26
182 SP500_micro 4.94 0.71
101 GASOLINE_ICE 5.03 0.25
168 RUSSELL 5.03 0.47
184 STEEL 5.05 0.54
50 DOW 5.13 0.72
18 CAC 5.20 0.61
144 MSCIEMASIA 5.38 0.71
85 EUROSTX200-LARGE 5.64 0.82
31 CLP 5.72 0.93
116 HEATOIL-ICE 5.78 0.29
192 US-ENERGY 5.87 0.53
178 SOYBEAN_mini 5.90 0.67
96 FTSEVIET 6.00 0.49
38 COFFEE 6.00 0.28
66 EU-HOUSE 6.20 0.79
83 EUROSTX-LARGE 6.56 0.83
179 SOYMEAL 6.70 0.74
3 AUDJPY 6.72 1.37
65 EU-HEALTH 6.80 0.70
149 NASDAQ_micro 6.84 0.78
142 MSCIASIA 6.97 0.88
82 EUROSTX 7.04 0.84
73 EU-TECH 7.09 0.65
158 OMX-SWE 7.10 0.82
76 EUA 7.25 0.61
5 BBCOMM 8.81 1.21
189 TOPIX 8.90 1.03
151 NIKKEI400 9.26 1.00
70 EU-OIL 9.56 1.19
157 OMX 10.06 1.40
2 ALUMINIUM_LME 10.21 1.37
56 EU-BANKS 10.21 0.84
193 US-HEALTH 10.52 1.17
63 EU-DJ-UTIL 11.30 1.57
1 ALUMINIUM 11.54 1.12
75 EU-UTILS 12.07 1.53
118 IBEX 12.09 1.54
72 EU-RETAIL 12.23 1.21
119 IBEX_mini 12.44 1.58
61 EU-DJ-TECH 12.66 1.01
95 FTSETAIWAN 13.11 1.42
60 EU-DJ-OIL 14.01 1.66
109 GOLD_micro 14.26 1.63
127 KOSDAQ 14.70 1.19
9 BOVESPA 14.81 1.68
150 NIKKEI 17.00 1.66
160 PLAT 17.11 0.83
146 MSCITAIWAN 17.37 1.60
39 COPPER 17.62 0.59
40 COPPER-micro 17.90 0.60
41 COPPER_LME 18.48 2.61
57 EU-BASIC 21.23 1.81
102 GAS_US_mini 23.76 1.04
97 GAS-LAST 23.76 1.09
98 GAS-PEN 25.96 1.21
159 PALLAD 27.28 1.25
212 WHEY 28.24 2.07
128 KOSPI 33.18 3.44
129 KOSPI_mini 33.19 3.44
173 SILVER 38.58 3.16
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
131 KR3 -1.61 -2.62
16 BUTTER -32.92 -2.59
140 MILKWET -21.23 -2.39
130 KR10 -4.03 -1.87
147 MUMMY -13.91 -1.33
117 HOUSE-US -0.61 -1.27
165 RICE -17.20 -1.26
139 MILKDRY -8.12 -1.25
122 JGB -2.20 -1.23
123 JGB-SGX-mini -2.42 -1.16
132 KRWUSD_mini -6.12 -1.14
126 JPY_mini -5.89 -1.05
156 OJ -39.61 -1.04
125 JPY -5.75 -1.04
6 BITCOIN -21.20 -0.97
37 COCOA_LDN -21.14 -0.90
44 COTTON2 -6.11 -0.84
133 LEANHOG -7.98 -0.82
135 LUMBER-new -10.68 -0.81
186 SUGAR16 -9.09 -0.79
27 CHEESE -10.46 -0.79
62 EU-DJ-TELECOM -6.93 -0.79
43 COTTON -6.45 -0.77
53 ETHER-micro -30.78 -0.77
54 ETHEREUM -30.63 -0.75
36 COCOA -22.72 -0.72
185 SUGAR11 -8.16 -0.65
155 OATIES -8.04 -0.62
153 NZD -3.08 -0.61
138 MILK -7.65 -0.61
176 SOFR -0.28 -0.61
207 V2X -10.09 -0.60
30 CHINAA-CON -4.36 -0.59
172 SHATZ -0.30 -0.58
211 WHEAT_ICE -4.07 -0.57
77 EURAUD -2.03 -0.55
28 CHF -2.37 -0.52
80 EURIBOR-ICE -0.17 -0.49
7 BOBL -0.77 -0.49
68 EU-MEDIA -4.86 -0.49
183 SPI200 -3.15 -0.49
202 US2 -0.44 -0.48
89 FEEDCOW -4.60 -0.48
134 LIVECOW -4.23 -0.47
195 US-MATERIAL -4.03 -0.45
190 TWD -3.43 -0.44
187 SUGAR_WHITE -5.47 -0.42
206 US5 -0.79 -0.42
209 VIX_mini -10.39 -0.42
198 US-STAPLES -2.84 -0.41
103 GBP -1.58 -0.39
204 US3 -0.53 -0.38
167 RUBBER -3.88 -0.37
88 FED -0.20 -0.36
208 VIX -6.93 -0.36
15 BUND -0.97 -0.34
17 BUXL -2.38 -0.32
86 EUR_micro -1.46 -0.32
200 US10 -0.85 -0.31
141 MILLWHEAT -2.95 -0.25
137 MID-DAX -2.57 -0.25
145 MSCISING -2.27 -0.24
197 US-REALESTATE -2.03 -0.23
152 NOK -1.17 -0.22
78 EURCAD -0.76 -0.21
205 US30 -1.27 -0.20
35 COAL-GEORDIE -2.80 -0.20
203 US20 -1.02 -0.20
34 COAL -2.71 -0.20
19 CAD -0.56 -0.19
210 WHEAT -1.87 -0.18
201 US10U -0.59 -0.18
196 US-PROPERTY -1.49 -0.17
24 CAD_micro -0.51 -0.17
169 SEK -0.93 -0.16
14 BTP3 -0.09 -0.12
11 BRENT-LAST -2.07 -0.12
25 CANOLA -1.84 -0.12
71 EU-REALESTATE -1.10 -0.12
46 CRUDE_W_micro -2.09 -0.12
64 EU-FOOD -0.88 -0.11
74 EU-TRAVEL -1.04 -0.10
12 BRENT_W -1.69 -0.09
47 CZK -0.44 -0.09
32 CNH -0.13 -0.08
113 HANGTECH -1.15 -0.08
45 CRUDE_ICE -1.24 -0.06
161 PLN -0.30 -0.05
180 SOYOIL 0.04 0.00
20 CAD10 0.03 0.01
100 GASOLINE 0.18 0.01
22 CAD5 0.04 0.03
164 REDWHEAT 0.42 0.04
163 RAPESEED 0.48 0.05
166 ROBUSTA 1.23 0.05
191 US-DISCRETE 0.50 0.05
8 BONO 0.15 0.05
52 EPRA-EUROPE 0.47 0.05
105 GBPEUR 0.16 0.06
181 SP400 0.64 0.07
154 OAT 0.26 0.08
26 CH10 0.23 0.10
112 HANGENT_mini 1.27 0.11
13 BTP 0.38 0.12
67 EU-INSURE 1.21 0.13
111 HANGENT 1.54 0.13
4 AUD_micro 0.62 0.13
93 FTSECHINAH 1.64 0.14
42 CORN 1.70 0.17
120 IRON 1.85 0.17
194 US-INDUSTRY 1.50 0.19
55 EU-AUTO 2.45 0.20
48 DAX 1.69 0.20
115 HEATOIL 3.49 0.20
114 HANG_mini 2.26 0.21
104 GBPCHF 0.81 0.23
110 HANG 2.47 0.23
177 SONIA3 0.08 0.23
175 SMI-MID 1.71 0.24
101 GASOLINE_ICE 5.03 0.25
21 CAD2 0.13 0.25
99 GASOIL 4.91 0.26
94 FTSEINDO 3.19 0.27
69 EU-MID 1.81 0.27
38 COFFEE 6.00 0.28
91 FTSE250 1.93 0.29
116 HEATOIL-ICE 5.78 0.29
33 CNH-onshore 0.41 0.30
58 EU-CONSTRUCTION 3.36 0.31
0 AEX 4.59 0.32
92 FTSECHINAA 3.11 0.34
10 BRE 1.98 0.34
49 DJSTX-SMALL 2.47 0.35
51 DX 1.59 0.36
143 MSCIEAFA 3.06 0.38
87 FANG 3.99 0.38
79 EURCHF 0.99 0.38
121 IRS 2.29 0.39
107 GICS 3.57 0.44
214 ZAR 3.97 0.46
168 RUSSELL 5.03 0.47
188 SWISSLEAD 3.24 0.47
96 FTSEVIET 6.00 0.49
108 GILT 2.02 0.50
192 US-ENERGY 5.87 0.53
184 STEEL 5.05 0.54
170 SGD 1.45 0.54
136 MIB 4.76 0.56
39 COPPER 17.62 0.59
40 COPPER-micro 17.90 0.60
199 US-UTILS 4.82 0.60
171 SGD_mini 1.58 0.61
59 EU-DIV30 4.39 0.61
18 CAC 5.20 0.61
76 EUA 7.25 0.61
84 EUROSTX-SMALL 4.51 0.63
73 EU-TECH 7.09 0.65
178 SOYBEAN_mini 5.90 0.67
162 R1000 4.43 0.68
81 EURO600 4.81 0.70
65 EU-HEALTH 6.80 0.70
174 SMI 4.72 0.70
144 MSCIEMASIA 5.38 0.71
182 SP500_micro 4.94 0.71
50 DOW 5.13 0.72
124 JP-REALESTATE 3.80 0.73
179 SOYMEAL 6.70 0.74
149 NASDAQ_micro 6.84 0.78
66 EU-HOUSE 6.20 0.79
158 OMX-SWE 7.10 0.82
85 EUROSTX200-LARGE 5.64 0.82
83 EUROSTX-LARGE 6.56 0.83
160 PLAT 17.11 0.83
82 EUROSTX 7.04 0.84
56 EU-BANKS 10.21 0.84
90 FTSE100 4.25 0.87
142 MSCIASIA 6.97 0.88
148 MXP 3.75 0.89
31 CLP 5.72 0.93
151 NIKKEI400 9.26 1.00
29 CHFJPY 3.59 1.01
61 EU-DJ-TECH 12.66 1.01
23 CADJPY 4.64 1.02
189 TOPIX 8.90 1.03
102 GAS_US_mini 23.76 1.04
97 GAS-LAST 23.76 1.09
1 ALUMINIUM 11.54 1.12
106 GBPJPY 4.54 1.15
193 US-HEALTH 10.52 1.17
127 KOSDAQ 14.70 1.19
70 EU-OIL 9.56 1.19
98 GAS-PEN 25.96 1.21
72 EU-RETAIL 12.23 1.21
5 BBCOMM 8.81 1.21
159 PALLAD 27.28 1.25
213 YENEUR 4.58 1.34
3 AUDJPY 6.72 1.37
2 ALUMINIUM_LME 10.21 1.37
157 OMX 10.06 1.40
95 FTSETAIWAN 13.11 1.42
75 EU-UTILS 12.07 1.53
118 IBEX 12.09 1.54
63 EU-DJ-UTIL 11.30 1.57
119 IBEX_mini 12.44 1.58
146 MSCITAIWAN 17.37 1.60
109 GOLD_micro 14.26 1.63
150 NIKKEI 17.00 1.66
60 EU-DJ-OIL 14.01 1.66
9 BOVESPA 14.81 1.68
57 EU-BASIC 21.23 1.81
212 WHEY 28.24 2.07
41 COPPER_LME 18.48 2.61
173 SILVER 38.58 3.16
128 KOSPI 33.18 3.44
129 KOSPI_mini 33.19 3.44
==================================================
Market moves for period 6M, sort by name (6M/name)
==================================================
name change vol_adjusted
0 AEX 2.30 0.17
1 ALUMINIUM 15.32 0.85
2 ALUMINIUM_LME 17.28 1.21
3 AUDJPY 11.39 0.99
4 AUD_micro 1.64 0.16
5 BBCOMM 8.50 0.69
6 BITCOIN -17.46 -0.61
7 BOBL -0.81 -0.27
8 BONO 0.19 0.05
9 BOVESPA 17.65 1.18
10 BRE 7.25 0.66
11 BRENT-LAST 1.57 0.06
12 BRENT_W 2.34 0.08
13 BTP 0.79 0.18
14 BTP3 -0.20 -0.17
15 BUND -1.20 -0.26
16 BUTTER -45.89 -4.03
17 BUXL -6.85 -0.58
18 CAC 3.79 0.25
19 CAD -1.91 -0.34
20 CAD10 0.31 0.06
21 CAD2 0.21 0.20
22 CAD5 0.44 0.14
23 CADJPY 6.24 0.70
24 CAD_micro -1.87 -0.33
25 CANOLA -10.89 -0.61
26 CH10 0.08 0.02
27 CHEESE -22.95 -1.24
28 CHF 0.11 0.01
29 CHFJPY 9.29 1.55
30 CHINAA-CON -1.53 -0.10
31 CLP 1.87 0.19
32 CNH -0.15 -0.04
33 CNH-onshore 0.79 0.24
34 COAL -7.62 -0.36
35 COAL-GEORDIE -6.25 -0.25
36 COCOA -34.43 -0.64
37 COCOA_LDN -36.92 -0.83
38 COFFEE 10.99 0.36
39 COPPER 6.52 0.25
40 COPPER-micro 6.40 0.25
41 COPPER_LME 21.20 1.27
42 CORN -4.23 -0.43
43 COTTON -11.58 -0.74
44 COTTON2 -8.49 -0.60
45 CRUDE_ICE 2.38 0.07
46 CRUDE_W_micro -0.43 -0.02
47 CZK 4.12 0.46
48 DAX -2.00 -0.12
49 DJSTX-SMALL 2.90 0.20
50 DOW 10.22 0.57
51 DX 1.20 0.17
52 EPRA-EUROPE -4.44 -0.30
53 ETHER-micro 14.99 0.28
54 ETHEREUM 15.01 0.28
55 EU-AUTO 2.02 0.10
56 EU-BANKS 22.04 1.04
57 EU-BASIC 26.41 1.19
58 EU-CONSTRUCTION 3.28 0.19
59 EU-DIV30 7.45 0.60
60 EU-DJ-OIL 18.91 1.07
61 EU-DJ-TECH 4.36 0.21
62 EU-DJ-TELECOM -12.35 -0.86
63 EU-DJ-UTIL 9.82 0.70
64 EU-FOOD -9.27 -0.77
65 EU-HEALTH 4.67 0.27
66 EU-HOUSE 6.30 0.42
67 EU-INSURE -0.98 -0.06
68 EU-MEDIA -15.79 -1.09
69 EU-MID 1.94 0.15
70 EU-OIL 17.10 0.89
71 EU-REALESTATE -5.72 -0.38
72 EU-RETAIL 5.68 0.38
73 EU-TECH -0.74 -0.04
74 EU-TRAVEL 3.17 0.17
75 EU-UTILS 8.84 0.58
76 EUA 11.97 0.48
77 EURAUD -1.09 -0.10
78 EURCAD 3.05 0.49
79 EURCHF 0.88 0.16
80 EURIBOR-ICE -0.12 -0.19
81 EURO600 4.79 0.34
82 EUROSTX 5.53 0.34
83 EUROSTX-LARGE 5.84 0.39
84 EUROSTX-SMALL 5.03 0.35
85 EUROSTX200-LARGE 5.00 0.35
86 EUR_micro 1.00 0.12
87 FANG 15.30 0.63
88 FED 0.11 0.15
89 FEEDCOW 13.37 1.12
90 FTSE100 9.15 0.75
91 FTSE250 4.51 0.37
92 FTSECHINAA 15.56 0.97
93 FTSECHINAH 9.50 0.40
94 FTSEINDO 2.56 0.10
95 FTSETAIWAN 31.63 1.22
96 FTSEVIET 37.20 2.24
97 GAS-LAST 2.54 0.07
98 GAS-PEN 4.31 0.12
99 GASOIL 17.81 0.66
100 GASOLINE 4.49 0.18
101 GASOLINE_ICE 16.56 0.49
102 GAS_US_mini 1.56 0.04
103 GBP -1.46 -0.23
104 GBPCHF -1.57 -0.20
105 GBPEUR 2.52 0.56
106 GBPJPY 7.64 0.96
107 GICS 5.54 0.40
108 GILT 1.36 0.20
109 GOLD_micro 22.57 1.16
110 HANG 10.00 0.44
111 HANGENT 7.25 0.29
112 HANGENT_mini 7.03 0.29
113 HANGTECH 6.09 0.19
114 HANG_mini 9.98 0.44
115 HEATOIL 15.27 0.68
116 HEATOIL-ICE 18.34 0.76
117 HOUSE-US -0.94 -0.64
118 IBEX 17.99 1.20
119 IBEX_mini 18.47 1.23
120 IRON 14.22 0.84
121 IRS 7.44 0.85
122 JGB -2.71 -0.70
123 JGB-SGX-mini -2.72 -0.65
124 JP-REALESTATE 14.41 1.61
125 JPY -8.44 -0.78
126 JPY_mini -8.57 -0.79
127 KOSDAQ 27.48 1.37
128 KOSPI 50.93 3.10
129 KOSPI_mini 50.92 3.11
130 KR10 -3.39 -0.80
131 KR3 -1.61 -1.28
132 KRWUSD_mini -8.87 -0.88
133 LEANHOG -4.17 -0.24
134 LIVECOW 4.99 0.46
135 LUMBER-new -18.26 -1.05
136 MIB 7.72 0.46
137 MID-DAX -4.87 -0.25
138 MILK -22.83 -1.62
139 MILKDRY -17.29 -1.50
140 MILKWET -33.40 -2.57
141 MILLWHEAT -13.58 -1.00
142 MSCIASIA 16.15 0.96
143 MSCIEAFA 6.28 0.35
144 MSCIEMASIA 14.72 0.81
145 MSCISING 7.47 0.40
146 MSCITAIWAN 38.98 1.35
147 MUMMY -10.01 -0.47
148 MXP 7.91 0.96
149 NASDAQ_micro 15.43 0.71
150 NIKKEI 35.71 1.67
151 NIKKEI400 22.89 1.05
152 NOK -0.03 -0.00
153 NZD -4.61 -0.46
154 OAT -0.96 -0.22
155 OATIES -17.87 -0.85
156 OJ -42.21 -0.80
157 OMX 15.35 0.99
158 OMX-SWE 11.30 0.68
159 PALLAD 37.53 1.56
160 PLAT 38.44 2.07
161 PLN 3.96 0.41
162 R1000 9.36 0.56
163 RAPESEED -4.22 -0.32
164 REDWHEAT -10.33 -0.62
165 RICE -29.10 -1.63
166 ROBUSTA -2.24 -0.08
167 RUBBER 4.91 0.18
168 RUSSELL 16.77 0.80
169 SEK 1.24 0.11
170 SGD 2.01 0.39
171 SGD_mini 2.29 0.47
172 SHATZ -0.47 -0.41
173 SILVER 56.75 2.44
174 SMI 5.27 0.34
175 SMI-MID 4.02 0.31
176 SOFR 0.36 0.37
177 SONIA3 0.19 0.27
178 SOYBEAN_mini 3.83 0.33
179 SOYMEAL -2.31 -0.21
180 SOYOIL 7.07 0.30
181 SP400 7.42 0.35
182 SP500_micro 12.29 0.65
183 SPI200 0.28 0.02
184 STEEL 0.44 0.02
185 SUGAR11 -15.63 -0.83
186 SUGAR16 -6.97 -0.48
187 SUGAR_WHITE -3.51 -0.18
188 SWISSLEAD 3.42 0.21
189 TOPIX 23.60 1.17
190 TWD -7.06 -0.30
191 US-DISCRETE 10.91 0.46
192 US-ENERGY 10.18 0.39
193 US-HEALTH 12.35 0.65
194 US-INDUSTRY 4.84 0.27
195 US-MATERIAL -0.94 -0.05
196 US-PROPERTY -1.90 -0.11
197 US-REALESTATE -0.77 -0.04
198 US-STAPLES -4.93 -0.37
199 US-UTILS 6.14 0.37
200 US10 2.19 0.42
201 US10U 2.89 0.44
202 US2 0.28 0.19
203 US20 3.47 0.33
204 US3 0.81 0.34
205 US30 2.93 0.22
206 US5 1.21 0.35
207 V2X -11.55 -0.27
208 VIX -17.25 -0.35
209 VIX_mini -28.17 -0.50
210 WHEAT -10.62 -0.77
211 WHEAT_ICE -10.96 -0.87
212 WHEY 43.95 1.69
213 YENEUR 10.49 1.51
214 ZAR 6.03 0.65
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
16 BUTTER -45.89 -4.03
156 OJ -42.21 -0.80
37 COCOA_LDN -36.92 -0.83
36 COCOA -34.43 -0.64
140 MILKWET -33.40 -2.57
165 RICE -29.10 -1.63
209 VIX_mini -28.17 -0.50
27 CHEESE -22.95 -1.24
138 MILK -22.83 -1.62
135 LUMBER-new -18.26 -1.05
155 OATIES -17.87 -0.85
6 BITCOIN -17.46 -0.61
139 MILKDRY -17.29 -1.50
208 VIX -17.25 -0.35
68 EU-MEDIA -15.79 -1.09
185 SUGAR11 -15.63 -0.83
141 MILLWHEAT -13.58 -1.00
62 EU-DJ-TELECOM -12.35 -0.86
43 COTTON -11.58 -0.74
207 V2X -11.55 -0.27
211 WHEAT_ICE -10.96 -0.87
25 CANOLA -10.89 -0.61
210 WHEAT -10.62 -0.77
164 REDWHEAT -10.33 -0.62
147 MUMMY -10.01 -0.47
64 EU-FOOD -9.27 -0.77
132 KRWUSD_mini -8.87 -0.88
126 JPY_mini -8.57 -0.79
44 COTTON2 -8.49 -0.60
125 JPY -8.44 -0.78
34 COAL -7.62 -0.36
190 TWD -7.06 -0.30
186 SUGAR16 -6.97 -0.48
17 BUXL -6.85 -0.58
35 COAL-GEORDIE -6.25 -0.25
71 EU-REALESTATE -5.72 -0.38
198 US-STAPLES -4.93 -0.37
137 MID-DAX -4.87 -0.25
153 NZD -4.61 -0.46
52 EPRA-EUROPE -4.44 -0.30
42 CORN -4.23 -0.43
163 RAPESEED -4.22 -0.32
133 LEANHOG -4.17 -0.24
187 SUGAR_WHITE -3.51 -0.18
130 KR10 -3.39 -0.80
123 JGB-SGX-mini -2.72 -0.65
122 JGB -2.71 -0.70
179 SOYMEAL -2.31 -0.21
166 ROBUSTA -2.24 -0.08
48 DAX -2.00 -0.12
19 CAD -1.91 -0.34
196 US-PROPERTY -1.90 -0.11
24 CAD_micro -1.87 -0.33
131 KR3 -1.61 -1.28
104 GBPCHF -1.57 -0.20
30 CHINAA-CON -1.53 -0.10
103 GBP -1.46 -0.23
15 BUND -1.20 -0.26
77 EURAUD -1.09 -0.10
67 EU-INSURE -0.98 -0.06
154 OAT -0.96 -0.22
195 US-MATERIAL -0.94 -0.05
117 HOUSE-US -0.94 -0.64
7 BOBL -0.81 -0.27
197 US-REALESTATE -0.77 -0.04
73 EU-TECH -0.74 -0.04
172 SHATZ -0.47 -0.41
46 CRUDE_W_micro -0.43 -0.02
14 BTP3 -0.20 -0.17
32 CNH -0.15 -0.04
80 EURIBOR-ICE -0.12 -0.19
152 NOK -0.03 -0.00
26 CH10 0.08 0.02
28 CHF 0.11 0.01
88 FED 0.11 0.15
177 SONIA3 0.19 0.27
8 BONO 0.19 0.05
21 CAD2 0.21 0.20
202 US2 0.28 0.19
183 SPI200 0.28 0.02
20 CAD10 0.31 0.06
176 SOFR 0.36 0.37
184 STEEL 0.44 0.02
22 CAD5 0.44 0.14
33 CNH-onshore 0.79 0.24
13 BTP 0.79 0.18
204 US3 0.81 0.34
79 EURCHF 0.88 0.16
86 EUR_micro 1.00 0.12
51 DX 1.20 0.17
206 US5 1.21 0.35
169 SEK 1.24 0.11
108 GILT 1.36 0.20
102 GAS_US_mini 1.56 0.04
11 BRENT-LAST 1.57 0.06
4 AUD_micro 1.64 0.16
31 CLP 1.87 0.19
69 EU-MID 1.94 0.15
170 SGD 2.01 0.39
55 EU-AUTO 2.02 0.10
200 US10 2.19 0.42
171 SGD_mini 2.29 0.47
0 AEX 2.30 0.17
12 BRENT_W 2.34 0.08
45 CRUDE_ICE 2.38 0.07
105 GBPEUR 2.52 0.56
97 GAS-LAST 2.54 0.07
94 FTSEINDO 2.56 0.10
201 US10U 2.89 0.44
49 DJSTX-SMALL 2.90 0.20
205 US30 2.93 0.22
78 EURCAD 3.05 0.49
74 EU-TRAVEL 3.17 0.17
58 EU-CONSTRUCTION 3.28 0.19
188 SWISSLEAD 3.42 0.21
203 US20 3.47 0.33
18 CAC 3.79 0.25
178 SOYBEAN_mini 3.83 0.33
161 PLN 3.96 0.41
175 SMI-MID 4.02 0.31
47 CZK 4.12 0.46
98 GAS-PEN 4.31 0.12
61 EU-DJ-TECH 4.36 0.21
100 GASOLINE 4.49 0.18
91 FTSE250 4.51 0.37
65 EU-HEALTH 4.67 0.27
81 EURO600 4.79 0.34
194 US-INDUSTRY 4.84 0.27
167 RUBBER 4.91 0.18
134 LIVECOW 4.99 0.46
85 EUROSTX200-LARGE 5.00 0.35
84 EUROSTX-SMALL 5.03 0.35
174 SMI 5.27 0.34
82 EUROSTX 5.53 0.34
107 GICS 5.54 0.40
72 EU-RETAIL 5.68 0.38
83 EUROSTX-LARGE 5.84 0.39
214 ZAR 6.03 0.65
113 HANGTECH 6.09 0.19
199 US-UTILS 6.14 0.37
23 CADJPY 6.24 0.70
143 MSCIEAFA 6.28 0.35
66 EU-HOUSE 6.30 0.42
40 COPPER-micro 6.40 0.25
39 COPPER 6.52 0.25
112 HANGENT_mini 7.03 0.29
180 SOYOIL 7.07 0.30
111 HANGENT 7.25 0.29
10 BRE 7.25 0.66
181 SP400 7.42 0.35
121 IRS 7.44 0.85
59 EU-DIV30 7.45 0.60
145 MSCISING 7.47 0.40
106 GBPJPY 7.64 0.96
136 MIB 7.72 0.46
148 MXP 7.91 0.96
5 BBCOMM 8.50 0.69
75 EU-UTILS 8.84 0.58
90 FTSE100 9.15 0.75
29 CHFJPY 9.29 1.55
162 R1000 9.36 0.56
93 FTSECHINAH 9.50 0.40
63 EU-DJ-UTIL 9.82 0.70
114 HANG_mini 9.98 0.44
110 HANG 10.00 0.44
192 US-ENERGY 10.18 0.39
50 DOW 10.22 0.57
213 YENEUR 10.49 1.51
191 US-DISCRETE 10.91 0.46
38 COFFEE 10.99 0.36
158 OMX-SWE 11.30 0.68
3 AUDJPY 11.39 0.99
76 EUA 11.97 0.48
182 SP500_micro 12.29 0.65
193 US-HEALTH 12.35 0.65
89 FEEDCOW 13.37 1.12
120 IRON 14.22 0.84
124 JP-REALESTATE 14.41 1.61
144 MSCIEMASIA 14.72 0.81
53 ETHER-micro 14.99 0.28
54 ETHEREUM 15.01 0.28
115 HEATOIL 15.27 0.68
87 FANG 15.30 0.63
1 ALUMINIUM 15.32 0.85
157 OMX 15.35 0.99
149 NASDAQ_micro 15.43 0.71
92 FTSECHINAA 15.56 0.97
142 MSCIASIA 16.15 0.96
101 GASOLINE_ICE 16.56 0.49
168 RUSSELL 16.77 0.80
70 EU-OIL 17.10 0.89
2 ALUMINIUM_LME 17.28 1.21
9 BOVESPA 17.65 1.18
99 GASOIL 17.81 0.66
118 IBEX 17.99 1.20
116 HEATOIL-ICE 18.34 0.76
119 IBEX_mini 18.47 1.23
60 EU-DJ-OIL 18.91 1.07
41 COPPER_LME 21.20 1.27
56 EU-BANKS 22.04 1.04
109 GOLD_micro 22.57 1.16
151 NIKKEI400 22.89 1.05
189 TOPIX 23.60 1.17
57 EU-BASIC 26.41 1.19
127 KOSDAQ 27.48 1.37
95 FTSETAIWAN 31.63 1.22
150 NIKKEI 35.71 1.67
96 FTSEVIET 37.20 2.24
159 PALLAD 37.53 1.56
160 PLAT 38.44 2.07
146 MSCITAIWAN 38.98 1.35
212 WHEY 43.95 1.69
129 KOSPI_mini 50.92 3.11
128 KOSPI 50.93 3.10
173 SILVER 56.75 2.44
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
16 BUTTER -45.89 -4.03
140 MILKWET -33.40 -2.57
165 RICE -29.10 -1.63
138 MILK -22.83 -1.62
139 MILKDRY -17.29 -1.50
131 KR3 -1.61 -1.28
27 CHEESE -22.95 -1.24
68 EU-MEDIA -15.79 -1.09
135 LUMBER-new -18.26 -1.05
141 MILLWHEAT -13.58 -1.00
132 KRWUSD_mini -8.87 -0.88
211 WHEAT_ICE -10.96 -0.87
62 EU-DJ-TELECOM -12.35 -0.86
155 OATIES -17.87 -0.85
37 COCOA_LDN -36.92 -0.83
185 SUGAR11 -15.63 -0.83
130 KR10 -3.39 -0.80
156 OJ -42.21 -0.80
126 JPY_mini -8.57 -0.79
125 JPY -8.44 -0.78
64 EU-FOOD -9.27 -0.77
210 WHEAT -10.62 -0.77
43 COTTON -11.58 -0.74
122 JGB -2.71 -0.70
123 JGB-SGX-mini -2.72 -0.65
36 COCOA -34.43 -0.64
117 HOUSE-US -0.94 -0.64
164 REDWHEAT -10.33 -0.62
25 CANOLA -10.89 -0.61
6 BITCOIN -17.46 -0.61
44 COTTON2 -8.49 -0.60
17 BUXL -6.85 -0.58
209 VIX_mini -28.17 -0.50
186 SUGAR16 -6.97 -0.48
147 MUMMY -10.01 -0.47
153 NZD -4.61 -0.46
42 CORN -4.23 -0.43
172 SHATZ -0.47 -0.41
71 EU-REALESTATE -5.72 -0.38
198 US-STAPLES -4.93 -0.37
34 COAL -7.62 -0.36
208 VIX -17.25 -0.35
19 CAD -1.91 -0.34
24 CAD_micro -1.87 -0.33
163 RAPESEED -4.22 -0.32
52 EPRA-EUROPE -4.44 -0.30
190 TWD -7.06 -0.30
7 BOBL -0.81 -0.27
207 V2X -11.55 -0.27
15 BUND -1.20 -0.26
35 COAL-GEORDIE -6.25 -0.25
137 MID-DAX -4.87 -0.25
133 LEANHOG -4.17 -0.24
103 GBP -1.46 -0.23
154 OAT -0.96 -0.22
179 SOYMEAL -2.31 -0.21
104 GBPCHF -1.57 -0.20
80 EURIBOR-ICE -0.12 -0.19
187 SUGAR_WHITE -3.51 -0.18
14 BTP3 -0.20 -0.17
48 DAX -2.00 -0.12
196 US-PROPERTY -1.90 -0.11
77 EURAUD -1.09 -0.10
30 CHINAA-CON -1.53 -0.10
166 ROBUSTA -2.24 -0.08
67 EU-INSURE -0.98 -0.06
195 US-MATERIAL -0.94 -0.05
197 US-REALESTATE -0.77 -0.04
32 CNH -0.15 -0.04
73 EU-TECH -0.74 -0.04
46 CRUDE_W_micro -0.43 -0.02
152 NOK -0.03 -0.00
28 CHF 0.11 0.01
184 STEEL 0.44 0.02
26 CH10 0.08 0.02
183 SPI200 0.28 0.02
102 GAS_US_mini 1.56 0.04
8 BONO 0.19 0.05
20 CAD10 0.31 0.06
11 BRENT-LAST 1.57 0.06
97 GAS-LAST 2.54 0.07
45 CRUDE_ICE 2.38 0.07
12 BRENT_W 2.34 0.08
55 EU-AUTO 2.02 0.10
94 FTSEINDO 2.56 0.10
169 SEK 1.24 0.11
98 GAS-PEN 4.31 0.12
86 EUR_micro 1.00 0.12
22 CAD5 0.44 0.14
69 EU-MID 1.94 0.15
88 FED 0.11 0.15
4 AUD_micro 1.64 0.16
79 EURCHF 0.88 0.16
51 DX 1.20 0.17
0 AEX 2.30 0.17
74 EU-TRAVEL 3.17 0.17
167 RUBBER 4.91 0.18
100 GASOLINE 4.49 0.18
13 BTP 0.79 0.18
113 HANGTECH 6.09 0.19
202 US2 0.28 0.19
58 EU-CONSTRUCTION 3.28 0.19
31 CLP 1.87 0.19
21 CAD2 0.21 0.20
108 GILT 1.36 0.20
49 DJSTX-SMALL 2.90 0.20
188 SWISSLEAD 3.42 0.21
61 EU-DJ-TECH 4.36 0.21
205 US30 2.93 0.22
33 CNH-onshore 0.79 0.24
18 CAC 3.79 0.25
40 COPPER-micro 6.40 0.25
39 COPPER 6.52 0.25
65 EU-HEALTH 4.67 0.27
177 SONIA3 0.19 0.27
194 US-INDUSTRY 4.84 0.27
53 ETHER-micro 14.99 0.28
54 ETHEREUM 15.01 0.28
111 HANGENT 7.25 0.29
112 HANGENT_mini 7.03 0.29
180 SOYOIL 7.07 0.30
175 SMI-MID 4.02 0.31
178 SOYBEAN_mini 3.83 0.33
203 US20 3.47 0.33
81 EURO600 4.79 0.34
174 SMI 5.27 0.34
204 US3 0.81 0.34
82 EUROSTX 5.53 0.34
143 MSCIEAFA 6.28 0.35
85 EUROSTX200-LARGE 5.00 0.35
206 US5 1.21 0.35
181 SP400 7.42 0.35
84 EUROSTX-SMALL 5.03 0.35
38 COFFEE 10.99 0.36
199 US-UTILS 6.14 0.37
91 FTSE250 4.51 0.37
176 SOFR 0.36 0.37
72 EU-RETAIL 5.68 0.38
83 EUROSTX-LARGE 5.84 0.39
192 US-ENERGY 10.18 0.39
170 SGD 2.01 0.39
145 MSCISING 7.47 0.40
93 FTSECHINAH 9.50 0.40
107 GICS 5.54 0.40
161 PLN 3.96 0.41
66 EU-HOUSE 6.30 0.42
200 US10 2.19 0.42
201 US10U 2.89 0.44
114 HANG_mini 9.98 0.44
110 HANG 10.00 0.44
134 LIVECOW 4.99 0.46
47 CZK 4.12 0.46
191 US-DISCRETE 10.91 0.46
136 MIB 7.72 0.46
171 SGD_mini 2.29 0.47
76 EUA 11.97 0.48
78 EURCAD 3.05 0.49
101 GASOLINE_ICE 16.56 0.49
105 GBPEUR 2.52 0.56
162 R1000 9.36 0.56
50 DOW 10.22 0.57
75 EU-UTILS 8.84 0.58
59 EU-DIV30 7.45 0.60
87 FANG 15.30 0.63
214 ZAR 6.03 0.65
193 US-HEALTH 12.35 0.65
182 SP500_micro 12.29 0.65
99 GASOIL 17.81 0.66
10 BRE 7.25 0.66
158 OMX-SWE 11.30 0.68
115 HEATOIL 15.27 0.68
5 BBCOMM 8.50 0.69
23 CADJPY 6.24 0.70
63 EU-DJ-UTIL 9.82 0.70
149 NASDAQ_micro 15.43 0.71
90 FTSE100 9.15 0.75
116 HEATOIL-ICE 18.34 0.76
168 RUSSELL 16.77 0.80
144 MSCIEMASIA 14.72 0.81
120 IRON 14.22 0.84
1 ALUMINIUM 15.32 0.85
121 IRS 7.44 0.85
70 EU-OIL 17.10 0.89
148 MXP 7.91 0.96
142 MSCIASIA 16.15 0.96
106 GBPJPY 7.64 0.96
92 FTSECHINAA 15.56 0.97
157 OMX 15.35 0.99
3 AUDJPY 11.39 0.99
56 EU-BANKS 22.04 1.04
151 NIKKEI400 22.89 1.05
60 EU-DJ-OIL 18.91 1.07
89 FEEDCOW 13.37 1.12
109 GOLD_micro 22.57 1.16
189 TOPIX 23.60 1.17
9 BOVESPA 17.65 1.18
57 EU-BASIC 26.41 1.19
118 IBEX 17.99 1.20
2 ALUMINIUM_LME 17.28 1.21
95 FTSETAIWAN 31.63 1.22
119 IBEX_mini 18.47 1.23
41 COPPER_LME 21.20 1.27
146 MSCITAIWAN 38.98 1.35
127 KOSDAQ 27.48 1.37
213 YENEUR 10.49 1.51
29 CHFJPY 9.29 1.55
159 PALLAD 37.53 1.56
124 JP-REALESTATE 14.41 1.61
150 NIKKEI 35.71 1.67
212 WHEY 43.95 1.69
160 PLAT 38.44 2.07
96 FTSEVIET 37.20 2.24
173 SILVER 56.75 2.44
128 KOSPI 50.93 3.10
129 KOSPI_mini 50.92 3.11
====================================================
Market moves for period YTD, sort by name (YTD/name)
====================================================
name change vol_adjusted
0 AEX 8.11 0.62
1 ALUMINIUM 5.72 0.23
2 ALUMINIUM_LME 14.22 0.58
3 AUDJPY 9.33 0.65
4 AUD_micro 6.46 0.61
5 BBCOMM 12.67 1.02
6 BITCOIN -15.03 -0.28
7 BOBL -0.82 -0.25
8 BONO 0.11 0.02
9 BOVESPA 21.09 0.94
10 BRE 23.54 1.40
11 BRENT-LAST -9.29 -0.33
12 BRENT_W -9.29 -0.34
13 BTP 1.91 0.31
14 BTP3 0.45 0.26
15 BUND -2.37 -0.42
16 BUTTER -50.85 -4.27
17 BUXL -14.34 -1.01
18 CAC 10.65 0.75
19 CAD 2.72 0.44
20 CAD10 0.59 0.08
21 CAD2 0.51 0.30
22 CAD5 0.92 0.22
23 CADJPY 3.84 0.30
24 CAD_micro 2.66 0.43
25 CANOLA 2.55 0.09
26 CH10 1.54 0.38
27 CHEESE -25.57 -0.95
28 CHF 8.32 0.99
29 CHFJPY 11.59 1.06
30 CHINAA-CON 14.07 0.92
31 CLP 9.66 0.87
32 CNH -1.68 -0.32
33 CNH-onshore 3.25 0.67
34 COAL -16.49 -0.61
35 COAL-GEORDIE -27.48 -1.54
36 COCOA -42.55 -0.59
37 COCOA_LDN -51.66 -0.78
38 COFFEE 34.93 0.80
39 COPPER 26.57 1.29
40 COPPER-micro 27.66 1.25
41 COPPER_LME 32.09 1.60
42 CORN -4.13 -0.38
43 COTTON -16.74 -1.03
44 COTTON2 -13.52 -0.86
45 CRUDE_ICE -8.07 -0.25
46 CRUDE_W_micro -11.34 -0.37
47 CZK 16.93 1.74
48 DAX 17.45 1.41
49 DJSTX-SMALL 10.75 0.74
50 DOW 8.63 0.61
51 DX -7.51 -1.11
52 EPRA-EUROPE 2.25 0.12
53 ETHER-micro -18.53 -0.26
54 ETHEREUM -18.18 -0.25
55 EU-AUTO 1.40 0.06
56 EU-BANKS 75.70 3.74
57 EU-BASIC 21.06 0.76
58 EU-CONSTRUCTION 19.79 1.32
59 EU-DIV30 34.98 2.58
60 EU-DJ-OIL 32.10 1.76
61 EU-DJ-TECH 10.30 0.41
62 EU-DJ-TELECOM 4.53 0.35
63 EU-DJ-UTIL 33.19 2.34
64 EU-FOOD -1.54 -0.12
65 EU-HEALTH 3.05 0.15
66 EU-HOUSE 3.84 0.22
67 EU-INSURE 19.33 1.43
68 EU-MEDIA -15.82 -0.94
69 EU-MID 13.03 1.06
70 EU-OIL 23.65 1.27
71 EU-REALESTATE 1.05 0.05
72 EU-RETAIL 8.97 0.47
73 EU-TECH 2.86 0.13
74 EU-TRAVEL -2.05 -0.11
75 EU-UTILS 27.42 1.92
76 EUA 11.04 0.35
77 EURAUD 3.55 0.46
78 EURCAD 8.04 1.17
79 EURCHF 2.07 0.39
80 EURIBOR-ICE 0.01 0.01
81 EURO600 14.83 1.20
82 EUROSTX 17.88 1.20
83 EUROSTX-LARGE 20.58 1.50
84 EUROSTX-SMALL 15.98 1.15
85 EUROSTX200-LARGE 15.11 1.20
86 EUR_micro 10.62 1.29
87 FANG 20.29 0.79
88 FED -0.21 -0.26
89 FEEDCOW 32.08 2.51
90 FTSE100 17.40 1.72
91 FTSE250 6.41 0.53
92 FTSECHINAA 14.61 0.39
93 FTSECHINAH 30.27 0.80
94 FTSEINDO -1.06 -0.04
95 FTSETAIWAN 23.22 1.21
96 FTSEVIET 60.25 3.82
97 GAS-LAST 6.02 0.13
98 GAS-PEN 8.95 0.23
99 GASOIL 7.05 0.24
100 GASOLINE -3.71 -0.14
101 GASOLINE_ICE 5.29 0.17
102 GAS_US_mini 4.96 0.11
103 GBP 7.53 0.90
104 GBPCHF -0.97 -0.12
105 GBPEUR 3.09 0.55
106 GBPJPY 10.56 0.88
107 GICS 3.44 0.21
108 GILT 1.62 0.19
109 GOLD_micro 49.46 2.68
110 HANG 33.26 1.07
111 HANGENT 29.43 0.68
112 HANGENT_mini 28.95 0.81
113 HANGTECH 25.67 0.58
114 HANG_mini 32.82 1.06
115 HEATOIL 9.05 0.32
116 HEATOIL-ICE 15.35 0.52
117 HOUSE-US -0.17 -0.17
118 IBEX 45.55 2.99
119 IBEX_mini 45.84 3.01
120 IRON 11.78 0.34
121 IRS 11.99 1.11
122 JGB -3.98 -1.37
123 JGB-SGX-mini -4.33 -1.47
124 JP-REALESTATE 23.39 2.06
125 JPY -2.72 -0.21
126 JPY_mini -2.83 -0.22
127 KOSDAQ 37.45 1.11
128 KOSPI 81.91 3.78
129 KOSPI_mini 83.12 3.68
130 KR10 -3.33 -0.59
131 KR3 -1.56 -0.84
132 KRWUSD_mini -1.69 -0.19
133 LEANHOG 7.57 0.30
134 LIVECOW 21.44 1.78
135 LUMBER-new -19.41 -1.14
136 MIB 29.80 2.06
137 MID-DAX 12.61 0.78
138 MILK -28.79 -1.33
139 MILKDRY -23.00 -1.88
140 MILKWET -36.46 -3.77
141 MILLWHEAT -26.36 -1.67
142 MSCIASIA 25.83 2.95
143 MSCIEAFA 23.14 1.57
144 MSCIEMASIA 24.61 1.26
145 MSCISING 20.68 1.58
146 MSCITAIWAN 30.04 1.33
147 MUMMY 8.43 0.31
148 MXP 19.59 1.32
149 NASDAQ_micro 16.75 0.82
150 NIKKEI 30.20 1.27
151 NIKKEI400 24.09 1.13
152 NOK 12.35 1.05
153 NZD 2.02 0.18
154 OAT -0.43 -0.08
155 OATIES -6.22 -0.17
156 OJ -66.92 -1.67
157 OMX 25.12 1.69
158 OMX-SWE 14.32 0.94
159 PALLAD 51.54 1.22
160 PLAT 73.83 2.75
161 PLN 15.68 1.50
162 R1000 10.04 0.70
163 RAPESEED -0.79 -0.03
164 REDWHEAT -15.47 -0.82
165 RICE -33.77 -2.06
166 ROBUSTA -9.41 -0.18
167 RUBBER -14.46 -0.40
168 RUSSELL 8.18 0.34
169 SEK 15.38 1.39
170 SGD -2.91 -0.49
171 SGD_mini -2.89 -0.48
172 SHATZ -0.35 -0.26
173 SILVER 85.52 2.55
174 SMI 13.49 0.95
175 SMI-MID 14.27 1.22
176 SOFR 0.80 0.73
177 SONIA3 0.34 0.34
178 SOYBEAN_mini 6.59 0.39
179 SOYMEAL -11.73 -0.54
180 SOYOIL 26.03 0.76
181 SP400 2.47 0.13
182 SP500_micro 12.11 0.82
183 SPI200 4.63 0.34
184 STEEL 9.96 0.46
185 SUGAR11 -20.08 -0.72
186 SUGAR16 -7.48 -0.53
187 SUGAR_WHITE -9.34 -0.34
188 SWISSLEAD 11.76 0.77
189 TOPIX 25.67 1.15
190 TWD -3.82 -0.58
191 US-DISCRETE 4.86 0.20
192 US-ENERGY 4.81 0.23
193 US-HEALTH 7.81 0.56
194 US-INDUSTRY 13.63 0.78
195 US-MATERIAL 1.60 0.10
196 US-PROPERTY -0.15 -0.01
197 US-REALESTATE 0.92 0.04
198 US-STAPLES -2.77 -0.23
199 US-UTILS 11.66 0.62
200 US10 3.24 0.52
201 US10U 3.63 0.45
202 US2 0.40 0.24
203 US20 2.49 0.21
204 US3 1.34 0.50
205 US30 0.45 0.03
206 US5 2.10 0.53
207 V2X 1.59 0.04
208 VIX -0.84 -0.01
209 VIX_mini -20.90 -0.36
210 WHEAT -12.87 -0.78
211 WHEAT_ICE -19.17 -1.31
212 WHEY 18.44 0.64
213 YENEUR 13.88 1.17
214 ZAR 13.31 0.85
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
156 OJ -66.92 -1.67
37 COCOA_LDN -51.66 -0.78
16 BUTTER -50.85 -4.27
36 COCOA -42.55 -0.59
140 MILKWET -36.46 -3.77
165 RICE -33.77 -2.06
138 MILK -28.79 -1.33
35 COAL-GEORDIE -27.48 -1.54
141 MILLWHEAT -26.36 -1.67
27 CHEESE -25.57 -0.95
139 MILKDRY -23.00 -1.88
209 VIX_mini -20.90 -0.36
185 SUGAR11 -20.08 -0.72
135 LUMBER-new -19.41 -1.14
211 WHEAT_ICE -19.17 -1.31
53 ETHER-micro -18.53 -0.26
54 ETHEREUM -18.18 -0.25
43 COTTON -16.74 -1.03
34 COAL -16.49 -0.61
68 EU-MEDIA -15.82 -0.94
164 REDWHEAT -15.47 -0.82
6 BITCOIN -15.03 -0.28
167 RUBBER -14.46 -0.40
17 BUXL -14.34 -1.01
44 COTTON2 -13.52 -0.86
210 WHEAT -12.87 -0.78
179 SOYMEAL -11.73 -0.54
46 CRUDE_W_micro -11.34 -0.37
166 ROBUSTA -9.41 -0.18
187 SUGAR_WHITE -9.34 -0.34
12 BRENT_W -9.29 -0.34
11 BRENT-LAST -9.29 -0.33
45 CRUDE_ICE -8.07 -0.25
51 DX -7.51 -1.11
186 SUGAR16 -7.48 -0.53
155 OATIES -6.22 -0.17
123 JGB-SGX-mini -4.33 -1.47
42 CORN -4.13 -0.38
122 JGB -3.98 -1.37
190 TWD -3.82 -0.58
100 GASOLINE -3.71 -0.14
130 KR10 -3.33 -0.59
170 SGD -2.91 -0.49
171 SGD_mini -2.89 -0.48
126 JPY_mini -2.83 -0.22
198 US-STAPLES -2.77 -0.23
125 JPY -2.72 -0.21
15 BUND -2.37 -0.42
74 EU-TRAVEL -2.05 -0.11
132 KRWUSD_mini -1.69 -0.19
32 CNH -1.68 -0.32
131 KR3 -1.56 -0.84
64 EU-FOOD -1.54 -0.12
94 FTSEINDO -1.06 -0.04
104 GBPCHF -0.97 -0.12
208 VIX -0.84 -0.01
7 BOBL -0.82 -0.25
163 RAPESEED -0.79 -0.03
154 OAT -0.43 -0.08
172 SHATZ -0.35 -0.26
88 FED -0.21 -0.26
117 HOUSE-US -0.17 -0.17
196 US-PROPERTY -0.15 -0.01
80 EURIBOR-ICE 0.01 0.01
8 BONO 0.11 0.02
177 SONIA3 0.34 0.34
202 US2 0.40 0.24
14 BTP3 0.45 0.26
205 US30 0.45 0.03
21 CAD2 0.51 0.30
20 CAD10 0.59 0.08
176 SOFR 0.80 0.73
197 US-REALESTATE 0.92 0.04
22 CAD5 0.92 0.22
71 EU-REALESTATE 1.05 0.05
204 US3 1.34 0.50
55 EU-AUTO 1.40 0.06
26 CH10 1.54 0.38
207 V2X 1.59 0.04
195 US-MATERIAL 1.60 0.10
108 GILT 1.62 0.19
13 BTP 1.91 0.31
153 NZD 2.02 0.18
79 EURCHF 2.07 0.39
206 US5 2.10 0.53
52 EPRA-EUROPE 2.25 0.12
181 SP400 2.47 0.13
203 US20 2.49 0.21
25 CANOLA 2.55 0.09
24 CAD_micro 2.66 0.43
19 CAD 2.72 0.44
73 EU-TECH 2.86 0.13
65 EU-HEALTH 3.05 0.15
105 GBPEUR 3.09 0.55
200 US10 3.24 0.52
33 CNH-onshore 3.25 0.67
107 GICS 3.44 0.21
77 EURAUD 3.55 0.46
201 US10U 3.63 0.45
66 EU-HOUSE 3.84 0.22
23 CADJPY 3.84 0.30
62 EU-DJ-TELECOM 4.53 0.35
183 SPI200 4.63 0.34
192 US-ENERGY 4.81 0.23
191 US-DISCRETE 4.86 0.20
102 GAS_US_mini 4.96 0.11
101 GASOLINE_ICE 5.29 0.17
1 ALUMINIUM 5.72 0.23
97 GAS-LAST 6.02 0.13
91 FTSE250 6.41 0.53
4 AUD_micro 6.46 0.61
178 SOYBEAN_mini 6.59 0.39
99 GASOIL 7.05 0.24
103 GBP 7.53 0.90
133 LEANHOG 7.57 0.30
193 US-HEALTH 7.81 0.56
78 EURCAD 8.04 1.17
0 AEX 8.11 0.62
168 RUSSELL 8.18 0.34
28 CHF 8.32 0.99
147 MUMMY 8.43 0.31
50 DOW 8.63 0.61
98 GAS-PEN 8.95 0.23
72 EU-RETAIL 8.97 0.47
115 HEATOIL 9.05 0.32
3 AUDJPY 9.33 0.65
31 CLP 9.66 0.87
184 STEEL 9.96 0.46
162 R1000 10.04 0.70
61 EU-DJ-TECH 10.30 0.41
106 GBPJPY 10.56 0.88
86 EUR_micro 10.62 1.29
18 CAC 10.65 0.75
49 DJSTX-SMALL 10.75 0.74
76 EUA 11.04 0.35
29 CHFJPY 11.59 1.06
199 US-UTILS 11.66 0.62
188 SWISSLEAD 11.76 0.77
120 IRON 11.78 0.34
121 IRS 11.99 1.11
182 SP500_micro 12.11 0.82
152 NOK 12.35 1.05
137 MID-DAX 12.61 0.78
5 BBCOMM 12.67 1.02
69 EU-MID 13.03 1.06
214 ZAR 13.31 0.85
174 SMI 13.49 0.95
194 US-INDUSTRY 13.63 0.78
213 YENEUR 13.88 1.17
30 CHINAA-CON 14.07 0.92
2 ALUMINIUM_LME 14.22 0.58
175 SMI-MID 14.27 1.22
158 OMX-SWE 14.32 0.94
92 FTSECHINAA 14.61 0.39
81 EURO600 14.83 1.20
85 EUROSTX200-LARGE 15.11 1.20
116 HEATOIL-ICE 15.35 0.52
169 SEK 15.38 1.39
161 PLN 15.68 1.50
84 EUROSTX-SMALL 15.98 1.15
149 NASDAQ_micro 16.75 0.82
47 CZK 16.93 1.74
90 FTSE100 17.40 1.72
48 DAX 17.45 1.41
82 EUROSTX 17.88 1.20
212 WHEY 18.44 0.64
67 EU-INSURE 19.33 1.43
148 MXP 19.59 1.32
58 EU-CONSTRUCTION 19.79 1.32
87 FANG 20.29 0.79
83 EUROSTX-LARGE 20.58 1.50
145 MSCISING 20.68 1.58
57 EU-BASIC 21.06 0.76
9 BOVESPA 21.09 0.94
134 LIVECOW 21.44 1.78
143 MSCIEAFA 23.14 1.57
95 FTSETAIWAN 23.22 1.21
124 JP-REALESTATE 23.39 2.06
10 BRE 23.54 1.40
70 EU-OIL 23.65 1.27
151 NIKKEI400 24.09 1.13
144 MSCIEMASIA 24.61 1.26
157 OMX 25.12 1.69
189 TOPIX 25.67 1.15
113 HANGTECH 25.67 0.58
142 MSCIASIA 25.83 2.95
180 SOYOIL 26.03 0.76
39 COPPER 26.57 1.29
75 EU-UTILS 27.42 1.92
40 COPPER-micro 27.66 1.25
112 HANGENT_mini 28.95 0.81
111 HANGENT 29.43 0.68
136 MIB 29.80 2.06
146 MSCITAIWAN 30.04 1.33
150 NIKKEI 30.20 1.27
93 FTSECHINAH 30.27 0.80
89 FEEDCOW 32.08 2.51
41 COPPER_LME 32.09 1.60
60 EU-DJ-OIL 32.10 1.76
114 HANG_mini 32.82 1.06
63 EU-DJ-UTIL 33.19 2.34
110 HANG 33.26 1.07
38 COFFEE 34.93 0.80
59 EU-DIV30 34.98 2.58
127 KOSDAQ 37.45 1.11
118 IBEX 45.55 2.99
119 IBEX_mini 45.84 3.01
109 GOLD_micro 49.46 2.68
159 PALLAD 51.54 1.22
96 FTSEVIET 60.25 3.82
160 PLAT 73.83 2.75
56 EU-BANKS 75.70 3.74
128 KOSPI 81.91 3.78
129 KOSPI_mini 83.12 3.68
173 SILVER 85.52 2.55
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
16 BUTTER -50.85 -4.27
140 MILKWET -36.46 -3.77
165 RICE -33.77 -2.06
139 MILKDRY -23.00 -1.88
141 MILLWHEAT -26.36 -1.67
156 OJ -66.92 -1.67
35 COAL-GEORDIE -27.48 -1.54
123 JGB-SGX-mini -4.33 -1.47
122 JGB -3.98 -1.37
138 MILK -28.79 -1.33
211 WHEAT_ICE -19.17 -1.31
135 LUMBER-new -19.41 -1.14
51 DX -7.51 -1.11
43 COTTON -16.74 -1.03
17 BUXL -14.34 -1.01
27 CHEESE -25.57 -0.95
68 EU-MEDIA -15.82 -0.94
44 COTTON2 -13.52 -0.86
131 KR3 -1.56 -0.84
164 REDWHEAT -15.47 -0.82
210 WHEAT -12.87 -0.78
37 COCOA_LDN -51.66 -0.78
185 SUGAR11 -20.08 -0.72
34 COAL -16.49 -0.61
130 KR10 -3.33 -0.59
36 COCOA -42.55 -0.59
190 TWD -3.82 -0.58
179 SOYMEAL -11.73 -0.54
186 SUGAR16 -7.48 -0.53
170 SGD -2.91 -0.49
171 SGD_mini -2.89 -0.48
15 BUND -2.37 -0.42
167 RUBBER -14.46 -0.40
42 CORN -4.13 -0.38
46 CRUDE_W_micro -11.34 -0.37
209 VIX_mini -20.90 -0.36
187 SUGAR_WHITE -9.34 -0.34
12 BRENT_W -9.29 -0.34
11 BRENT-LAST -9.29 -0.33
32 CNH -1.68 -0.32
6 BITCOIN -15.03 -0.28
172 SHATZ -0.35 -0.26
53 ETHER-micro -18.53 -0.26
88 FED -0.21 -0.26
45 CRUDE_ICE -8.07 -0.25
54 ETHEREUM -18.18 -0.25
7 BOBL -0.82 -0.25
198 US-STAPLES -2.77 -0.23
126 JPY_mini -2.83 -0.22
125 JPY -2.72 -0.21
132 KRWUSD_mini -1.69 -0.19
166 ROBUSTA -9.41 -0.18
155 OATIES -6.22 -0.17
117 HOUSE-US -0.17 -0.17
100 GASOLINE -3.71 -0.14
104 GBPCHF -0.97 -0.12
64 EU-FOOD -1.54 -0.12
74 EU-TRAVEL -2.05 -0.11
154 OAT -0.43 -0.08
94 FTSEINDO -1.06 -0.04
163 RAPESEED -0.79 -0.03
208 VIX -0.84 -0.01
196 US-PROPERTY -0.15 -0.01
80 EURIBOR-ICE 0.01 0.01
8 BONO 0.11 0.02
205 US30 0.45 0.03
197 US-REALESTATE 0.92 0.04
207 V2X 1.59 0.04
71 EU-REALESTATE 1.05 0.05
55 EU-AUTO 1.40 0.06
20 CAD10 0.59 0.08
25 CANOLA 2.55 0.09
195 US-MATERIAL 1.60 0.10
102 GAS_US_mini 4.96 0.11
52 EPRA-EUROPE 2.25 0.12
73 EU-TECH 2.86 0.13
181 SP400 2.47 0.13
97 GAS-LAST 6.02 0.13
65 EU-HEALTH 3.05 0.15
101 GASOLINE_ICE 5.29 0.17
153 NZD 2.02 0.18
108 GILT 1.62 0.19
191 US-DISCRETE 4.86 0.20
107 GICS 3.44 0.21
203 US20 2.49 0.21
22 CAD5 0.92 0.22
66 EU-HOUSE 3.84 0.22
1 ALUMINIUM 5.72 0.23
98 GAS-PEN 8.95 0.23
192 US-ENERGY 4.81 0.23
99 GASOIL 7.05 0.24
202 US2 0.40 0.24
14 BTP3 0.45 0.26
23 CADJPY 3.84 0.30
21 CAD2 0.51 0.30
133 LEANHOG 7.57 0.30
147 MUMMY 8.43 0.31
13 BTP 1.91 0.31
115 HEATOIL 9.05 0.32
183 SPI200 4.63 0.34
177 SONIA3 0.34 0.34
168 RUSSELL 8.18 0.34
120 IRON 11.78 0.34
62 EU-DJ-TELECOM 4.53 0.35
76 EUA 11.04 0.35
26 CH10 1.54 0.38
92 FTSECHINAA 14.61 0.39
178 SOYBEAN_mini 6.59 0.39
79 EURCHF 2.07 0.39
61 EU-DJ-TECH 10.30 0.41
24 CAD_micro 2.66 0.43
19 CAD 2.72 0.44
201 US10U 3.63 0.45
184 STEEL 9.96 0.46
77 EURAUD 3.55 0.46
72 EU-RETAIL 8.97 0.47
204 US3 1.34 0.50
116 HEATOIL-ICE 15.35 0.52
200 US10 3.24 0.52
91 FTSE250 6.41 0.53
206 US5 2.10 0.53
105 GBPEUR 3.09 0.55
193 US-HEALTH 7.81 0.56
113 HANGTECH 25.67 0.58
2 ALUMINIUM_LME 14.22 0.58
50 DOW 8.63 0.61
4 AUD_micro 6.46 0.61
0 AEX 8.11 0.62
199 US-UTILS 11.66 0.62
212 WHEY 18.44 0.64
3 AUDJPY 9.33 0.65
33 CNH-onshore 3.25 0.67
111 HANGENT 29.43 0.68
162 R1000 10.04 0.70
176 SOFR 0.80 0.73
49 DJSTX-SMALL 10.75 0.74
18 CAC 10.65 0.75
180 SOYOIL 26.03 0.76
57 EU-BASIC 21.06 0.76
188 SWISSLEAD 11.76 0.77
194 US-INDUSTRY 13.63 0.78
137 MID-DAX 12.61 0.78
87 FANG 20.29 0.79
38 COFFEE 34.93 0.80
93 FTSECHINAH 30.27 0.80
112 HANGENT_mini 28.95 0.81
182 SP500_micro 12.11 0.82
149 NASDAQ_micro 16.75 0.82
214 ZAR 13.31 0.85
31 CLP 9.66 0.87
106 GBPJPY 10.56 0.88
103 GBP 7.53 0.90
30 CHINAA-CON 14.07 0.92
158 OMX-SWE 14.32 0.94
9 BOVESPA 21.09 0.94
174 SMI 13.49 0.95
28 CHF 8.32 0.99
5 BBCOMM 12.67 1.02
152 NOK 12.35 1.05
114 HANG_mini 32.82 1.06
29 CHFJPY 11.59 1.06
69 EU-MID 13.03 1.06
110 HANG 33.26 1.07
121 IRS 11.99 1.11
127 KOSDAQ 37.45 1.11
151 NIKKEI400 24.09 1.13
189 TOPIX 25.67 1.15
84 EUROSTX-SMALL 15.98 1.15
78 EURCAD 8.04 1.17
213 YENEUR 13.88 1.17
81 EURO600 14.83 1.20
82 EUROSTX 17.88 1.20
85 EUROSTX200-LARGE 15.11 1.20
95 FTSETAIWAN 23.22 1.21
159 PALLAD 51.54 1.22
175 SMI-MID 14.27 1.22
40 COPPER-micro 27.66 1.25
144 MSCIEMASIA 24.61 1.26
70 EU-OIL 23.65 1.27
150 NIKKEI 30.20 1.27
86 EUR_micro 10.62 1.29
39 COPPER 26.57 1.29
148 MXP 19.59 1.32
58 EU-CONSTRUCTION 19.79 1.32
146 MSCITAIWAN 30.04 1.33
169 SEK 15.38 1.39
10 BRE 23.54 1.40
48 DAX 17.45 1.41
67 EU-INSURE 19.33 1.43
83 EUROSTX-LARGE 20.58 1.50
161 PLN 15.68 1.50
143 MSCIEAFA 23.14 1.57
145 MSCISING 20.68 1.58
41 COPPER_LME 32.09 1.60
157 OMX 25.12 1.69
90 FTSE100 17.40 1.72
47 CZK 16.93 1.74
60 EU-DJ-OIL 32.10 1.76
134 LIVECOW 21.44 1.78
75 EU-UTILS 27.42 1.92
136 MIB 29.80 2.06
124 JP-REALESTATE 23.39 2.06
63 EU-DJ-UTIL 33.19 2.34
89 FEEDCOW 32.08 2.51
173 SILVER 85.52 2.55
59 EU-DIV30 34.98 2.58
109 GOLD_micro 49.46 2.68
160 PLAT 73.83 2.75
142 MSCIASIA 25.83 2.95
118 IBEX 45.55 2.99
119 IBEX_mini 45.84 3.01
129 KOSPI_mini 83.12 3.68
56 EU-BANKS 75.70 3.74
128 KOSPI 81.91 3.78
96 FTSEVIET 60.25 3.82
====================================================
Market moves for period 12M, sort by name (12M/name)
====================================================
name change vol_adjusted
0 AEX 5.79 0.38
1 ALUMINIUM 3.98 0.14
2 ALUMINIUM_LME 9.24 0.31
3 AUDJPY 11.75 0.79
4 AUD_micro 3.15 0.28
5 BBCOMM 15.35 1.06
6 BITCOIN -17.87 -0.37
7 BOBL -1.86 -0.50
8 BONO -2.59 -0.44
9 BOVESPA 18.36 0.77
10 BRE 20.36 1.22
11 BRENT-LAST -1.80 -0.05
12 BRENT_W -4.48 -0.12
13 BTP -0.63 -0.10
14 BTP3 0.21 0.11
15 BUND -4.88 -0.83
16 BUTTER -49.82 -3.47
17 BUXL -20.14 -1.39
18 CAC 10.98 0.67
19 CAD 0.52 0.09
20 CAD10 -0.60 -0.08
21 CAD2 0.64 0.37
22 CAD5 0.56 0.13
23 CADJPY 7.56 0.54
24 CAD_micro 0.44 0.08
25 CANOLA 5.64 0.17
26 CH10 0.89 0.19
27 CHEESE -17.94 -0.56
28 CHF 4.29 0.49
29 CHFJPY 12.95 1.23
30 CHINAA-CON 8.85 0.61
31 CLP 6.55 0.48
32 CNH -0.46 -0.07
33 CNH-onshore 2.52 0.40
34 COAL -15.14 -0.47
35 COAL-GEORDIE -30.78 -1.49
36 COCOA -32.38 -0.57
37 COCOA_LDN -43.40 -0.86
38 COFFEE 38.76 0.80
39 COPPER 22.14 0.88
40 COPPER-micro 22.10 0.81
41 COPPER_LME 27.79 1.15
42 CORN -2.06 -0.17
43 COTTON -18.37 -0.97
44 COTTON2 -16.00 -0.90
45 CRUDE_ICE -1.27 -0.03
46 CRUDE_W_micro -2.59 -0.06
47 CZK 12.84 1.24
48 DAX 14.41 0.98
49 DJSTX-SMALL 8.15 0.48
50 DOW 3.47 0.26
51 DX -5.12 -0.67
52 EPRA-EUROPE -2.21 -0.11
53 ETHER-micro -29.24 -0.52
54 ETHEREUM -28.74 -0.48
55 EU-AUTO 0.15 0.01
56 EU-BANKS 74.64 3.39
57 EU-BASIC 14.82 0.50
58 EU-CONSTRUCTION 15.45 0.92
59 EU-DIV30 32.64 2.14
60 EU-DJ-OIL 29.39 1.36
61 EU-DJ-TECH 9.42 0.30
62 EU-DJ-TELECOM -0.38 -0.03
63 EU-DJ-UTIL 28.90 1.71
64 EU-FOOD -3.66 -0.24
65 EU-HEALTH -1.76 -0.10
66 EU-HOUSE 3.29 0.16
67 EU-INSURE 15.90 1.08
68 EU-MEDIA -17.60 -0.91
69 EU-MID 10.14 0.72
70 EU-OIL 22.94 1.09
71 EU-REALESTATE -4.28 -0.19
72 EU-RETAIL 1.69 0.08
73 EU-TECH 1.47 0.05
74 EU-TRAVEL -4.64 -0.27
75 EU-UTILS 23.58 1.36
76 EUA 17.33 0.55
77 EURAUD 4.97 0.59
78 EURCAD 8.18 1.15
79 EURCHF 3.33 0.61
80 EURIBOR-ICE -0.19 -0.21
81 EURO600 11.79 0.85
82 EUROSTX 15.67 0.89
83 EUROSTX-LARGE 17.72 1.09
84 EUROSTX-SMALL 12.97 0.80
85 EUROSTX200-LARGE 11.87 0.86
86 EUR_micro 7.67 0.86
87 FANG 20.89 0.92
88 FED -0.31 -0.32
89 FEEDCOW 37.27 2.67
90 FTSE100 14.46 1.29
91 FTSE250 3.94 0.28
92 FTSECHINAA 16.24 0.36
93 FTSECHINAH 32.02 0.71
94 FTSEINDO -6.58 -0.26
95 FTSETAIWAN 21.53 0.92
96 FTSEVIET 55.94 3.53
97 GAS-LAST 23.70 0.45
98 GAS-PEN 22.58 0.54
99 GASOIL 14.62 0.42
100 GASOLINE 3.98 0.11
101 GASOLINE_ICE 10.37 0.25
102 GAS_US_mini 23.45 0.45
103 GBP 4.49 0.51
104 GBPCHF 0.25 0.03
105 GBPEUR 3.21 0.54
106 GBPJPY 13.14 0.93
107 GICS 8.86 0.41
108 GILT -2.06 -0.22
109 GOLD_micro 49.65 2.50
110 HANG 33.69 0.88
111 HANGENT 31.07 0.67
112 HANGENT_mini 30.69 0.70
113 HANGTECH 25.73 0.48
114 HANG_mini 33.25 0.87
115 HEATOIL 20.54 0.53
116 HEATOIL-ICE 25.71 0.68
117 HOUSE-US -0.39 -0.50
118 IBEX 39.26 2.52
119 IBEX_mini 39.56 2.53
120 IRON 8.34 0.21
121 IRS 9.37 0.82
122 JGB -4.57 -1.40
123 JGB-SGX-mini -4.48 -1.37
124 JP-REALESTATE 24.49 2.07
125 JPY -7.44 -0.54
126 JPY_mini -7.70 -0.56
127 KOSDAQ 36.07 0.95
128 KOSPI 77.58 3.30
129 KOSPI_mini 78.37 3.27
130 KR10 -5.30 -0.90
131 KR3 -1.80 -0.94
132 KRWUSD_mini -4.94 -0.51
133 LEANHOG 1.88 0.08
134 LIVECOW 25.47 2.48
135 LUMBER-new -22.36 -1.28
136 MIB 27.85 1.88
137 MID-DAX 5.69 0.35
138 MILK -24.95 -1.00
139 MILKDRY -24.70 -1.75
140 MILKWET -37.17 -4.22
141 MILLWHEAT -23.77 -1.29
142 MSCIEAFA 17.72 1.14
143 MSCIEMASIA 20.51 0.95
144 MSCISING 18.32 1.29
145 MSCITAIWAN 28.73 1.10
146 MUMMY 9.70 0.28
147 MXP 16.95 1.02
148 NASDAQ_micro 14.24 0.82
149 NIKKEI 30.13 1.10
150 NIKKEI400 23.82 0.97
151 NOK 9.88 0.82
152 NZD -2.25 -0.20
153 OAT -3.07 -0.50
154 OATIES -13.51 -0.36
155 OJ -65.68 -1.69
156 OMX 22.93 1.32
157 OMX-SWE 8.26 0.51
158 PALLAD 44.33 0.92
159 PLAT 69.48 2.42
160 PLN 12.38 1.03
161 R1000 4.13 0.34
162 RAPESEED -3.23 -0.12
163 REDWHEAT -14.53 -0.66
164 RICE -38.13 -2.40
165 ROBUSTA -8.54 -0.13
166 RUBBER -19.39 -0.52
167 RUSSELL 1.36 0.06
168 SEK 13.05 1.14
169 SGD -1.10 -0.16
170 SGD_mini -1.08 -0.16
171 SHATZ -0.63 -0.40
172 SILVER 75.86 2.17
173 SMI 12.23 0.80
174 SMI-MID 13.61 0.96
175 SOFR 0.37 0.33
176 SONIA3 0.14 0.13
177 SOYBEAN_mini 7.96 0.46
178 SOYMEAL -4.35 -0.23
179 SOYOIL 17.36 0.45
180 SP400 -3.62 -0.21
181 SP500_micro 8.52 0.70
182 SPI200 0.89 0.07
183 STEEL 9.18 0.35
184 SUGAR11 -27.84 -0.97
185 SUGAR16 -10.21 -0.63
186 SUGAR_WHITE -16.50 -0.59
187 SWISSLEAD 9.21 0.54
188 TOPIX 25.71 0.98
189 TWD -5.13 -0.61
190 US-DISCRETE -0.08 -0.00
191 US-ENERGY 0.16 0.01
192 US-HEALTH 2.95 0.22
193 US-INDUSTRY 6.48 0.38
194 US-MATERIAL -6.82 -0.46
195 US-PROPERTY -7.09 -0.39
196 US-REALESTATE -6.39 -0.34
197 US-STAPLES -7.22 -0.59
198 US-UTILS 7.16 0.35
199 US10 0.85 0.13
200 US10U 0.22 0.03
201 US2 0.04 0.02
202 US20 -2.94 -0.24
203 US3 0.65 0.23
204 US30 -7.03 -0.39
205 US5 0.79 0.19
206 V2X 2.96 0.06
207 VIX 4.08 0.08
208 VIX_mini -17.11 -0.39
209 WHEAT -13.13 -0.70
210 WHEAT_ICE -16.63 -1.11
211 WHEY 12.62 0.60
212 YENEUR 16.69 1.35
213 ZAR 9.12 0.61
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
155 OJ -65.68 -1.69
16 BUTTER -49.82 -3.47
37 COCOA_LDN -43.40 -0.86
164 RICE -38.13 -2.40
140 MILKWET -37.17 -4.22
36 COCOA -32.38 -0.57
35 COAL-GEORDIE -30.78 -1.49
53 ETHER-micro -29.24 -0.52
54 ETHEREUM -28.74 -0.48
184 SUGAR11 -27.84 -0.97
138 MILK -24.95 -1.00
139 MILKDRY -24.70 -1.75
141 MILLWHEAT -23.77 -1.29
135 LUMBER-new -22.36 -1.28
17 BUXL -20.14 -1.39
166 RUBBER -19.39 -0.52
43 COTTON -18.37 -0.97
27 CHEESE -17.94 -0.56
6 BITCOIN -17.87 -0.37
68 EU-MEDIA -17.60 -0.91
208 VIX_mini -17.11 -0.39
210 WHEAT_ICE -16.63 -1.11
186 SUGAR_WHITE -16.50 -0.59
44 COTTON2 -16.00 -0.90
34 COAL -15.14 -0.47
163 REDWHEAT -14.53 -0.66
154 OATIES -13.51 -0.36
209 WHEAT -13.13 -0.70
185 SUGAR16 -10.21 -0.63
165 ROBUSTA -8.54 -0.13
126 JPY_mini -7.70 -0.56
125 JPY -7.44 -0.54
197 US-STAPLES -7.22 -0.59
195 US-PROPERTY -7.09 -0.39
204 US30 -7.03 -0.39
194 US-MATERIAL -6.82 -0.46
94 FTSEINDO -6.58 -0.26
196 US-REALESTATE -6.39 -0.34
130 KR10 -5.30 -0.90
189 TWD -5.13 -0.61
51 DX -5.12 -0.67
132 KRWUSD_mini -4.94 -0.51
15 BUND -4.88 -0.83
74 EU-TRAVEL -4.64 -0.27
122 JGB -4.57 -1.40
123 JGB-SGX-mini -4.48 -1.37
12 BRENT_W -4.48 -0.12
178 SOYMEAL -4.35 -0.23
71 EU-REALESTATE -4.28 -0.19
64 EU-FOOD -3.66 -0.24
180 SP400 -3.62 -0.21
162 RAPESEED -3.23 -0.12
153 OAT -3.07 -0.50
202 US20 -2.94 -0.24
8 BONO -2.59 -0.44
46 CRUDE_W_micro -2.59 -0.06
152 NZD -2.25 -0.20
52 EPRA-EUROPE -2.21 -0.11
108 GILT -2.06 -0.22
42 CORN -2.06 -0.17
7 BOBL -1.86 -0.50
11 BRENT-LAST -1.80 -0.05
131 KR3 -1.80 -0.94
65 EU-HEALTH -1.76 -0.10
45 CRUDE_ICE -1.27 -0.03
169 SGD -1.10 -0.16
170 SGD_mini -1.08 -0.16
13 BTP -0.63 -0.10
171 SHATZ -0.63 -0.40
20 CAD10 -0.60 -0.08
32 CNH -0.46 -0.07
117 HOUSE-US -0.39 -0.50
62 EU-DJ-TELECOM -0.38 -0.03
88 FED -0.31 -0.32
80 EURIBOR-ICE -0.19 -0.21
190 US-DISCRETE -0.08 -0.00
201 US2 0.04 0.02
176 SONIA3 0.14 0.13
55 EU-AUTO 0.15 0.01
191 US-ENERGY 0.16 0.01
14 BTP3 0.21 0.11
200 US10U 0.22 0.03
104 GBPCHF 0.25 0.03
175 SOFR 0.37 0.33
24 CAD_micro 0.44 0.08
19 CAD 0.52 0.09
22 CAD5 0.56 0.13
21 CAD2 0.64 0.37
203 US3 0.65 0.23
205 US5 0.79 0.19
199 US10 0.85 0.13
26 CH10 0.89 0.19
182 SPI200 0.89 0.07
167 RUSSELL 1.36 0.06
73 EU-TECH 1.47 0.05
72 EU-RETAIL 1.69 0.08
133 LEANHOG 1.88 0.08
33 CNH-onshore 2.52 0.40
192 US-HEALTH 2.95 0.22
206 V2X 2.96 0.06
4 AUD_micro 3.15 0.28
105 GBPEUR 3.21 0.54
66 EU-HOUSE 3.29 0.16
79 EURCHF 3.33 0.61
50 DOW 3.47 0.26
91 FTSE250 3.94 0.28
1 ALUMINIUM 3.98 0.14
100 GASOLINE 3.98 0.11
207 VIX 4.08 0.08
161 R1000 4.13 0.34
28 CHF 4.29 0.49
103 GBP 4.49 0.51
77 EURAUD 4.97 0.59
25 CANOLA 5.64 0.17
137 MID-DAX 5.69 0.35
0 AEX 5.79 0.38
193 US-INDUSTRY 6.48 0.38
31 CLP 6.55 0.48
198 US-UTILS 7.16 0.35
23 CADJPY 7.56 0.54
86 EUR_micro 7.67 0.86
177 SOYBEAN_mini 7.96 0.46
49 DJSTX-SMALL 8.15 0.48
78 EURCAD 8.18 1.15
157 OMX-SWE 8.26 0.51
120 IRON 8.34 0.21
181 SP500_micro 8.52 0.70
30 CHINAA-CON 8.85 0.61
107 GICS 8.86 0.41
213 ZAR 9.12 0.61
183 STEEL 9.18 0.35
187 SWISSLEAD 9.21 0.54
2 ALUMINIUM_LME 9.24 0.31
121 IRS 9.37 0.82
61 EU-DJ-TECH 9.42 0.30
146 MUMMY 9.70 0.28
151 NOK 9.88 0.82
69 EU-MID 10.14 0.72
101 GASOLINE_ICE 10.37 0.25
18 CAC 10.98 0.67
3 AUDJPY 11.75 0.79
81 EURO600 11.79 0.85
85 EUROSTX200-LARGE 11.87 0.86
173 SMI 12.23 0.80
160 PLN 12.38 1.03
211 WHEY 12.62 0.60
47 CZK 12.84 1.24
29 CHFJPY 12.95 1.23
84 EUROSTX-SMALL 12.97 0.80
168 SEK 13.05 1.14
106 GBPJPY 13.14 0.93
174 SMI-MID 13.61 0.96
148 NASDAQ_micro 14.24 0.82
48 DAX 14.41 0.98
90 FTSE100 14.46 1.29
99 GASOIL 14.62 0.42
57 EU-BASIC 14.82 0.50
5 BBCOMM 15.35 1.06
58 EU-CONSTRUCTION 15.45 0.92
82 EUROSTX 15.67 0.89
67 EU-INSURE 15.90 1.08
92 FTSECHINAA 16.24 0.36
212 YENEUR 16.69 1.35
147 MXP 16.95 1.02
76 EUA 17.33 0.55
179 SOYOIL 17.36 0.45
142 MSCIEAFA 17.72 1.14
83 EUROSTX-LARGE 17.72 1.09
144 MSCISING 18.32 1.29
9 BOVESPA 18.36 0.77
10 BRE 20.36 1.22
143 MSCIEMASIA 20.51 0.95
115 HEATOIL 20.54 0.53
87 FANG 20.89 0.92
95 FTSETAIWAN 21.53 0.92
40 COPPER-micro 22.10 0.81
39 COPPER 22.14 0.88
98 GAS-PEN 22.58 0.54
156 OMX 22.93 1.32
70 EU-OIL 22.94 1.09
102 GAS_US_mini 23.45 0.45
75 EU-UTILS 23.58 1.36
97 GAS-LAST 23.70 0.45
150 NIKKEI400 23.82 0.97
124 JP-REALESTATE 24.49 2.07
134 LIVECOW 25.47 2.48
116 HEATOIL-ICE 25.71 0.68
188 TOPIX 25.71 0.98
113 HANGTECH 25.73 0.48
41 COPPER_LME 27.79 1.15
136 MIB 27.85 1.88
145 MSCITAIWAN 28.73 1.10
63 EU-DJ-UTIL 28.90 1.71
60 EU-DJ-OIL 29.39 1.36
149 NIKKEI 30.13 1.10
112 HANGENT_mini 30.69 0.70
111 HANGENT 31.07 0.67
93 FTSECHINAH 32.02 0.71
59 EU-DIV30 32.64 2.14
114 HANG_mini 33.25 0.87
110 HANG 33.69 0.88
127 KOSDAQ 36.07 0.95
89 FEEDCOW 37.27 2.67
38 COFFEE 38.76 0.80
118 IBEX 39.26 2.52
119 IBEX_mini 39.56 2.53
158 PALLAD 44.33 0.92
109 GOLD_micro 49.65 2.50
96 FTSEVIET 55.94 3.53
159 PLAT 69.48 2.42
56 EU-BANKS 74.64 3.39
172 SILVER 75.86 2.17
128 KOSPI 77.58 3.30
129 KOSPI_mini 78.37 3.27
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
140 MILKWET -37.17 -4.22
16 BUTTER -49.82 -3.47
164 RICE -38.13 -2.40
139 MILKDRY -24.70 -1.75
155 OJ -65.68 -1.69
35 COAL-GEORDIE -30.78 -1.49
122 JGB -4.57 -1.40
17 BUXL -20.14 -1.39
123 JGB-SGX-mini -4.48 -1.37
141 MILLWHEAT -23.77 -1.29
135 LUMBER-new -22.36 -1.28
210 WHEAT_ICE -16.63 -1.11
138 MILK -24.95 -1.00
43 COTTON -18.37 -0.97
184 SUGAR11 -27.84 -0.97
131 KR3 -1.80 -0.94
68 EU-MEDIA -17.60 -0.91
130 KR10 -5.30 -0.90
44 COTTON2 -16.00 -0.90
37 COCOA_LDN -43.40 -0.86
15 BUND -4.88 -0.83
209 WHEAT -13.13 -0.70
51 DX -5.12 -0.67
163 REDWHEAT -14.53 -0.66
185 SUGAR16 -10.21 -0.63
189 TWD -5.13 -0.61
197 US-STAPLES -7.22 -0.59
186 SUGAR_WHITE -16.50 -0.59
36 COCOA -32.38 -0.57
126 JPY_mini -7.70 -0.56
27 CHEESE -17.94 -0.56
125 JPY -7.44 -0.54
166 RUBBER -19.39 -0.52
53 ETHER-micro -29.24 -0.52
132 KRWUSD_mini -4.94 -0.51
7 BOBL -1.86 -0.50
117 HOUSE-US -0.39 -0.50
153 OAT -3.07 -0.50
54 ETHEREUM -28.74 -0.48
34 COAL -15.14 -0.47
194 US-MATERIAL -6.82 -0.46
8 BONO -2.59 -0.44
171 SHATZ -0.63 -0.40
208 VIX_mini -17.11 -0.39
204 US30 -7.03 -0.39
195 US-PROPERTY -7.09 -0.39
6 BITCOIN -17.87 -0.37
154 OATIES -13.51 -0.36
196 US-REALESTATE -6.39 -0.34
88 FED -0.31 -0.32
74 EU-TRAVEL -4.64 -0.27
94 FTSEINDO -6.58 -0.26
64 EU-FOOD -3.66 -0.24
202 US20 -2.94 -0.24
178 SOYMEAL -4.35 -0.23
108 GILT -2.06 -0.22
80 EURIBOR-ICE -0.19 -0.21
180 SP400 -3.62 -0.21
152 NZD -2.25 -0.20
71 EU-REALESTATE -4.28 -0.19
42 CORN -2.06 -0.17
169 SGD -1.10 -0.16
170 SGD_mini -1.08 -0.16
165 ROBUSTA -8.54 -0.13
162 RAPESEED -3.23 -0.12
12 BRENT_W -4.48 -0.12
52 EPRA-EUROPE -2.21 -0.11
65 EU-HEALTH -1.76 -0.10
13 BTP -0.63 -0.10
20 CAD10 -0.60 -0.08
32 CNH -0.46 -0.07
46 CRUDE_W_micro -2.59 -0.06
11 BRENT-LAST -1.80 -0.05
45 CRUDE_ICE -1.27 -0.03
62 EU-DJ-TELECOM -0.38 -0.03
190 US-DISCRETE -0.08 -0.00
55 EU-AUTO 0.15 0.01
191 US-ENERGY 0.16 0.01
201 US2 0.04 0.02
200 US10U 0.22 0.03
104 GBPCHF 0.25 0.03
73 EU-TECH 1.47 0.05
167 RUSSELL 1.36 0.06
206 V2X 2.96 0.06
182 SPI200 0.89 0.07
24 CAD_micro 0.44 0.08
72 EU-RETAIL 1.69 0.08
207 VIX 4.08 0.08
133 LEANHOG 1.88 0.08
19 CAD 0.52 0.09
100 GASOLINE 3.98 0.11
14 BTP3 0.21 0.11
22 CAD5 0.56 0.13
176 SONIA3 0.14 0.13
199 US10 0.85 0.13
1 ALUMINIUM 3.98 0.14
66 EU-HOUSE 3.29 0.16
25 CANOLA 5.64 0.17
205 US5 0.79 0.19
26 CH10 0.89 0.19
120 IRON 8.34 0.21
192 US-HEALTH 2.95 0.22
203 US3 0.65 0.23
101 GASOLINE_ICE 10.37 0.25
50 DOW 3.47 0.26
91 FTSE250 3.94 0.28
146 MUMMY 9.70 0.28
4 AUD_micro 3.15 0.28
61 EU-DJ-TECH 9.42 0.30
2 ALUMINIUM_LME 9.24 0.31
175 SOFR 0.37 0.33
161 R1000 4.13 0.34
137 MID-DAX 5.69 0.35
198 US-UTILS 7.16 0.35
183 STEEL 9.18 0.35
92 FTSECHINAA 16.24 0.36
21 CAD2 0.64 0.37
0 AEX 5.79 0.38
193 US-INDUSTRY 6.48 0.38
33 CNH-onshore 2.52 0.40
107 GICS 8.86 0.41
99 GASOIL 14.62 0.42
179 SOYOIL 17.36 0.45
97 GAS-LAST 23.70 0.45
102 GAS_US_mini 23.45 0.45
177 SOYBEAN_mini 7.96 0.46
31 CLP 6.55 0.48
113 HANGTECH 25.73 0.48
49 DJSTX-SMALL 8.15 0.48
28 CHF 4.29 0.49
57 EU-BASIC 14.82 0.50
103 GBP 4.49 0.51
157 OMX-SWE 8.26 0.51
115 HEATOIL 20.54 0.53
98 GAS-PEN 22.58 0.54
23 CADJPY 7.56 0.54
187 SWISSLEAD 9.21 0.54
105 GBPEUR 3.21 0.54
76 EUA 17.33 0.55
77 EURAUD 4.97 0.59
211 WHEY 12.62 0.60
79 EURCHF 3.33 0.61
213 ZAR 9.12 0.61
30 CHINAA-CON 8.85 0.61
18 CAC 10.98 0.67
111 HANGENT 31.07 0.67
116 HEATOIL-ICE 25.71 0.68
181 SP500_micro 8.52 0.70
112 HANGENT_mini 30.69 0.70
93 FTSECHINAH 32.02 0.71
69 EU-MID 10.14 0.72
9 BOVESPA 18.36 0.77
3 AUDJPY 11.75 0.79
38 COFFEE 38.76 0.80
173 SMI 12.23 0.80
84 EUROSTX-SMALL 12.97 0.80
40 COPPER-micro 22.10 0.81
121 IRS 9.37 0.82
148 NASDAQ_micro 14.24 0.82
151 NOK 9.88 0.82
81 EURO600 11.79 0.85
86 EUR_micro 7.67 0.86
85 EUROSTX200-LARGE 11.87 0.86
114 HANG_mini 33.25 0.87
39 COPPER 22.14 0.88
110 HANG 33.69 0.88
82 EUROSTX 15.67 0.89
87 FANG 20.89 0.92
95 FTSETAIWAN 21.53 0.92
58 EU-CONSTRUCTION 15.45 0.92
158 PALLAD 44.33 0.92
106 GBPJPY 13.14 0.93
127 KOSDAQ 36.07 0.95
143 MSCIEMASIA 20.51 0.95
174 SMI-MID 13.61 0.96
150 NIKKEI400 23.82 0.97
188 TOPIX 25.71 0.98
48 DAX 14.41 0.98
147 MXP 16.95 1.02
160 PLN 12.38 1.03
5 BBCOMM 15.35 1.06
67 EU-INSURE 15.90 1.08
83 EUROSTX-LARGE 17.72 1.09
70 EU-OIL 22.94 1.09
149 NIKKEI 30.13 1.10
145 MSCITAIWAN 28.73 1.10
142 MSCIEAFA 17.72 1.14
168 SEK 13.05 1.14
41 COPPER_LME 27.79 1.15
78 EURCAD 8.18 1.15
10 BRE 20.36 1.22
29 CHFJPY 12.95 1.23
47 CZK 12.84 1.24
90 FTSE100 14.46 1.29
144 MSCISING 18.32 1.29
156 OMX 22.93 1.32
212 YENEUR 16.69 1.35
60 EU-DJ-OIL 29.39 1.36
75 EU-UTILS 23.58 1.36
63 EU-DJ-UTIL 28.90 1.71
136 MIB 27.85 1.88
124 JP-REALESTATE 24.49 2.07
59 EU-DIV30 32.64 2.14
172 SILVER 75.86 2.17
159 PLAT 69.48 2.42
134 LIVECOW 25.47 2.48
109 GOLD_micro 49.65 2.50
118 IBEX 39.26 2.52
119 IBEX_mini 39.56 2.53
89 FEEDCOW 37.27 2.67
129 KOSPI_mini 78.37 3.27
128 KOSPI 77.58 3.30
56 EU-BANKS 74.64 3.39
96 FTSEVIET 55.94 3.53
********************************************************************************
END OF REPORT
********************************************************************************