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Market monitor report produced on 16/03/2026 23:29
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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']
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Market moves for period 1B, sort by change (1B/change)
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name change vol_adjusted
45 CRUDE_ICE -5.87 -0.57
25 CANOLA -4.36 -2.26
116 HEATOIL-ICE -4.05 -0.47
99 GASOIL -3.87 -0.51
12 BRENT_W -3.36 -0.40
102 GAS_US_mini -3.22 -0.35
44 COTTON2 2.52 2.22
147 MUMMY 2.61 0.86
95 FTSETAIWAN 2.76 0.83
38 COFFEE 3.51 0.96
36 COCOA 5.30 0.66
37 COCOA_LDN 5.46 0.72
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
25 CANOLA -4.36 -2.26
179 SOYBEAN_mini -1.98 -1.47
181 SOYOIL -2.53 -1.39
163 RAPESEED -2.17 -1.34
155 OATIES -3.18 -1.34
42 CORN -1.29 -1.10
147 MUMMY 2.61 0.86
38 COFFEE 3.51 0.96
120 IRON 1.78 1.04
145 MSCISING 2.22 1.07
21 CAD2 0.14 1.14
44 COTTON2 2.52 2.22
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
174 SILVER-mini -9.05 -0.53
173 SILVER -8.90 -0.52
127 KOSDAQ -7.18 -0.98
166 ROBUSTA -6.89 -1.21
34 COAL -5.34 -0.75
94 FTSEINDO -5.27 -1.08
45 CRUDE_ICE 11.86 0.81
12 BRENT_W 12.92 1.08
101 GASOLINE_ICE 14.25 1.70
54 ETHEREUM 14.40 0.88
53 ETHER-micro 14.50 0.89
116 HEATOIL-ICE 18.01 1.58
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
179 SOYBEAN_mini -3.95 -1.92
13 BTP -1.61 -1.71
108 GILT -2.36 -1.58
14 BTP3 -0.43 -1.57
47 CZK -1.95 -1.57
169 SEK -2.56 -1.54
101 GASOLINE_ICE 14.25 1.70
11 BRENT-LAST 9.87 1.78
115 HEATOIL 9.77 1.80
70 EU-OIL 5.51 1.92
44 COTTON2 4.75 2.62
100 GASOLINE 10.54 2.71
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
94 FTSEINDO -13.82 -1.87
55 EU-AUTO -11.88 -1.64
58 EU-CONSTRUCTION -8.92 -1.61
66 EU-HOUSE -8.41 -1.77
65 EU-HEALTH -7.96 -1.87
137 MID-DAX -7.77 -1.64
11 BRENT-LAST 45.73 4.74
46 CRUDE_W_micro 45.78 4.66
115 HEATOIL 46.61 4.65
45 CRUDE_ICE 47.74 4.91
99 GASOIL 50.63 5.48
116 HEATOIL-ICE 76.66 6.37
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Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
14 BTP3 -0.94 -4.08
172 SHATZ -0.65 -3.77
13 BTP -2.67 -2.52
178 SONIA3 -0.41 -2.35
80 EURIBOR-ICE -0.33 -2.30
7 BOBL -1.19 -2.18
12 BRENT_W 42.89 4.70
11 BRENT-LAST 45.73 4.74
45 CRUDE_ICE 47.74 4.91
101 GASOLINE_ICE 40.89 5.00
99 GASOIL 50.63 5.48
116 HEATOIL-ICE 76.66 6.37
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Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
36 COCOA -43.90 -1.51
37 COCOA_LDN -43.30 -1.60
54 ETHEREUM -23.04 -0.46
53 ETHER-micro -22.85 -0.44
76 EUA -21.40 -2.35
6 BITCOIN -18.29 -0.63
46 CRUDE_W_micro 65.05 4.29
12 BRENT_W 65.78 4.45
11 BRENT-LAST 67.91 4.53
45 CRUDE_ICE 70.57 4.33
99 GASOIL 73.94 3.65
116 HEATOIL-ICE 106.58 4.16
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
77 EURAUD -8.81 -2.42
76 EUA -21.40 -2.35
94 FTSEINDO -17.26 -1.83
37 COCOA_LDN -43.30 -1.60
36 COCOA -43.90 -1.51
32 CNH -1.60 -1.34
107 GICS 35.58 4.24
46 CRUDE_W_micro 65.05 4.29
45 CRUDE_ICE 70.57 4.33
12 BRENT_W 65.78 4.45
11 BRENT-LAST 67.91 4.53
139 MILKDRY 32.11 5.31
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
36 COCOA -53.45 -1.29
37 COCOA_LDN -50.76 -1.63
53 ETHER-micro -49.42 -0.97
54 ETHEREUM -49.38 -0.95
6 BITCOIN -37.86 -1.40
156 OJ -22.73 -0.45
99 GASOIL 56.67 2.10
128 KOSPI 73.62 5.74
129 KOSPI_mini 74.17 5.76
174 SILVER-mini 81.59 5.28
116 HEATOIL-ICE 85.49 2.80
173 SILVER 86.46 5.38
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
131 KR3 -2.27 -2.83
130 KR10 -6.54 -2.30
77 EURAUD -9.05 -1.77
117 HOUSE-US -0.97 -1.65
37 COCOA_LDN -50.76 -1.63
6 BITCOIN -37.86 -1.40
70 EU-OIL 39.07 3.33
60 EU-DJ-OIL 44.91 3.61
174 SILVER-mini 81.59 5.28
173 SILVER 86.46 5.38
128 KOSPI 73.62 5.74
129 KOSPI_mini 74.17 5.76
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
36 COCOA -43.18 -1.78
37 COCOA_LDN -41.80 -1.71
54 ETHEREUM -25.36 -0.66
53 ETHER-micro -25.03 -0.63
76 EUA -21.33 -2.86
6 BITCOIN -18.17 -0.79
46 CRUDE_W_micro 62.50 4.42
45 CRUDE_ICE 64.62 4.43
115 HEATOIL 65.25 3.87
11 BRENT-LAST 65.58 4.68
99 GASOIL 70.86 3.98
116 HEATOIL-ICE 106.18 5.02
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Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
76 EUA -21.33 -2.86
77 EURAUD -7.62 -2.54
94 FTSEINDO -16.82 -2.17
68 EU-MEDIA -14.32 -1.88
36 COCOA -43.18 -1.78
37 COCOA_LDN -41.80 -1.71
12 BRENT_W 61.23 4.58
101 GASOLINE_ICE 53.99 4.60
107 GICS 33.94 4.62
11 BRENT-LAST 65.58 4.68
116 HEATOIL-ICE 106.18 5.02
139 MILKDRY 28.23 5.57
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Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
37 COCOA_LDN -56.91 -0.71
36 COCOA -50.25 -0.51
97 GAS-LAST -41.48 -0.76
16 BUTTER -38.57 -3.75
102 GAS_US_mini -37.46 -0.65
98 GAS-PEN -37.00 -0.63
213 WHEY 96.37 1.88
116 HEATOIL-ICE 120.37 2.72
174 SILVER-mini 120.76 4.32
173 SILVER 122.56 4.62
128 KOSPI 136.44 6.24
129 KOSPI_mini 138.44 6.24
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
16 BUTTER -38.57 -3.75
165 RICE -25.88 -1.20
68 EU-MEDIA -23.77 -1.17
135 LUMBER-new -25.37 -1.10
212 WHEAT_ICE -14.54 -1.04
191 TWD -5.49 -1.01
160 PLAT 95.08 3.55
174 SILVER-mini 120.76 4.32
96 FTSEVIET 51.55 4.34
173 SILVER 122.56 4.62
129 KOSPI_mini 138.44 6.24
128 KOSPI 136.44 6.24
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Market moves for period 1B, sort by name (1B/name)
==================================================
name change vol_adjusted
0 AEX 0.24 0.14
1 ALUMINIUM -0.51 -0.15
2 ALUMINIUM_LME -2.43 -1.01
3 AUDJPY 0.00 0.00
4 AUD_micro 0.00 0.00
5 BBCOMM -0.48 -0.21
6 BITCOIN -0.25 -0.04
7 BOBL 0.16 0.48
8 BONO 0.28 0.49
10 BRE 0.53 0.42
11 BRENT-LAST 0.33 0.08
12 BRENT_W -3.36 -0.40
13 BTP 0.41 0.56
14 BTP3 0.13 0.56
15 BUND 0.23 0.47
16 BUTTER -0.44 -0.11
17 BUXL 0.39 0.45
18 CAC 0.43 0.24
19 CAD -0.12 -0.22
20 CAD10 0.47 0.81
21 CAD2 0.14 1.14
22 CAD5 0.30 0.85
24 CAD_micro -0.18 -0.33
25 CANOLA -4.36 -2.26
26 CH10 0.00 0.00
27 CHEESE 1.74 0.55
28 CHF -0.06 -0.07
29 CHFJPY 0.00 0.00
30 CHINAA-CON 0.60 0.36
32 CNH -0.30 -0.88
34 COAL -1.59 -0.26
36 COCOA 5.30 0.66
37 COCOA_LDN 5.46 0.72
38 COFFEE 3.51 0.96
39 COPPER 0.26 0.08
40 COPPER-micro 0.28 0.09
41 COPPER_LME 0.66 0.25
42 CORN -1.29 -1.10
44 COTTON2 2.52 2.22
45 CRUDE_ICE -5.87 -0.57
46 CRUDE_W_micro -0.33 -0.07
48 DAX 0.26 0.12
49 DJSTX-SMALL 0.33 0.18
50 DOW -0.39 -0.27
51 DX -0.58 -0.82
52 EPRA-EUROPE 0.00 0.00
53 ETHER-micro 2.09 0.23
54 ETHEREUM 2.09 0.23
55 EU-AUTO -0.94 -0.31
56 EU-BANKS 0.19 0.05
57 EU-BASIC 0.67 0.18
58 EU-CONSTRUCTION 0.62 0.25
59 EU-DIV30 -0.23 -0.14
60 EU-DJ-OIL -0.16 -0.09
61 EU-DJ-TECH -0.61 -0.20
62 EU-DJ-TELECOM 0.76 0.39
63 EU-DJ-UTIL 0.40 0.19
64 EU-FOOD -0.05 -0.03
65 EU-HEALTH 0.24 0.14
67 EU-INSURE 1.02 0.49
68 EU-MEDIA 0.47 0.17
69 EU-MID 0.82 0.51
70 EU-OIL 0.02 0.01
71 EU-REALESTATE 0.86 0.42
72 EU-RETAIL 0.24 0.10
73 EU-TECH 0.40 0.14
74 EU-TRAVEL 1.81 0.64
75 EU-UTILS -0.30 -0.15
76 EUA -0.93 -0.21
77 EURAUD 0.02 0.03
78 EURCAD -0.03 -0.06
79 EURCHF 0.17 0.39
80 EURIBOR-ICE 0.06 0.59
81 EURO600 0.51 0.30
82 EUROSTX 0.25 0.12
83 EUROSTX-LARGE 1.33 0.66
84 EUROSTX-SMALL 0.59 0.30
85 EUROSTX200-LARGE 0.47 0.28
86 EUR_micro 0.09 0.12
87 FANG -0.29 -0.12
88 FED -0.01 -0.09
89 FEEDCOW 0.54 0.26
90 FTSE100 0.56 0.35
91 FTSE250 0.02 0.01
92 FTSECHINAA 0.70 0.48
93 FTSECHINAH 1.65 0.74
94 FTSEINDO -1.06 -0.32
95 FTSETAIWAN 2.76 0.83
96 FTSEVIET 0.31 0.09
97 GAS-LAST -2.88 -0.32
98 GAS-PEN 0.74 0.08
99 GASOIL -3.87 -0.51
100 GASOLINE -0.05 -0.02
101 GASOLINE_ICE -1.18 -0.18
102 GAS_US_mini -3.22 -0.35
103 GBP 0.16 0.22
105 GBPEUR -0.07 -0.16
106 GBPJPY 0.00 0.00
107 GICS 0.00 0.00
108 GILT 0.48 0.42
109 GOLD_micro -0.32 -0.08
110 HANG 0.88 0.38
111 HANGENT 1.13 0.47
112 HANGENT_mini 1.10 0.46
113 HANGTECH 1.76 0.56
114 HANG_mini 0.90 0.38
115 HEATOIL -1.99 -0.47
116 HEATOIL-ICE -4.05 -0.47
118 IBEX 0.64 0.26
119 IBEX_mini 0.73 0.30
120 IRON 1.78 1.04
122 JGB -0.02 -0.04
123 JGB-SGX-mini 0.12 0.31
124 JP-REALESTATE 0.78 0.56
125 JPY -0.13 -0.14
126 JPY_mini -0.08 -0.09
127 KOSDAQ -1.72 -0.30
128 KOSPI 1.20 0.21
129 KOSPI_mini 1.20 0.21
130 KR10 0.10 0.14
131 KR3 -0.02 -0.07
132 KRWUSD_mini 0.87 0.67
133 LEANHOG -0.44 -0.28
134 LIVECOW 0.26 0.14
135 LUMBER-new 0.08 0.05
136 MIB 0.58 0.26
137 MID-DAX -0.21 -0.09
138 MILK 2.04 0.66
139 MILKDRY 0.37 0.14
140 MILKWET 0.00 0.00
141 MILLWHEAT -0.81 -0.43
142 MSCIASIA 1.86 0.68
143 MSCIEAFA 0.55 0.21
144 MSCIEMASIA 0.75 0.28
145 MSCISING 2.22 1.07
146 MSCITAIWAN -1.02 -0.30
147 MUMMY 2.61 0.86
148 MXP 0.32 0.28
149 NASDAQ_micro -0.33 -0.18
150 NIKKEI 1.38 0.37
151 NIKKEI400 0.95 0.29
152 NOK 0.44 0.44
153 NZD 0.09 0.08
154 OAT 0.46 0.71
155 OATIES -3.18 -1.34
156 OJ 1.16 0.15
158 OMX-SWE 0.70 0.37
159 PALLAD 0.96 0.12
160 PLAT 0.09 0.01
161 PLN 0.00 0.00
162 R1000 -0.40 -0.32
163 RAPESEED -2.17 -1.34
164 REDWHEAT -1.63 -0.63
165 RICE -0.48 -0.19
166 ROBUSTA 0.43 0.11
167 RUBBER -0.05 -0.02
168 RUSSELL -0.81 -0.37
169 SEK 0.23 0.20
170 SGD -0.30 -0.61
171 SGD_mini -0.29 -0.56
172 SHATZ 0.09 0.64
173 SILVER -0.37 -0.03
174 SILVER-mini 0.12 0.01
175 SMI 0.62 0.36
176 SMI-MID 0.58 0.37
177 SOFR -0.01 -0.12
178 SONIA3 0.07 0.70
179 SOYBEAN_mini -1.98 -1.47
180 SOYMEAL -1.08 -0.57
181 SOYOIL -2.53 -1.39
182 SP400 -1.17 -0.63
183 SP500_micro -0.32 -0.24
184 SPI200 1.02 0.57
185 STEEL -0.58 -0.61
186 SUGAR11 -1.17 -0.51
188 SUGAR_WHITE -0.71 -0.34
190 TOPIX 0.99 0.32
191 TWD 0.61 0.70
192 US-DISCRETE -0.05 -0.03
193 US-ENERGY 0.25 0.13
194 US-HEALTH -0.22 -0.13
195 US-INDUSTRY -0.34 -0.18
196 US-MATERIAL -0.43 -0.21
197 US-PROPERTY 0.34 0.24
198 US-REALESTATE -0.48 -0.37
199 US-STAPLES -0.43 -0.27
200 US-UTILS 0.14 0.08
201 US10 -0.01 -0.03
202 US10U -0.04 -0.08
203 US2 -0.01 -0.05
204 US20 -0.08 -0.10
205 US3 -0.02 -0.10
206 US30 -0.13 -0.14
207 US5 -0.03 -0.09
208 V2X -2.43 -0.53
209 VIX -1.08 -0.27
210 VIX_mini -1.38 -0.24
211 WHEAT -1.01 -0.43
212 WHEAT_ICE -1.20 -1.04
213 WHEY 0.00 0.00
214 YENEUR 0.20 0.30
215 ZAR 0.21 0.12
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
45 CRUDE_ICE -5.87 -0.57
25 CANOLA -4.36 -2.26
116 HEATOIL-ICE -4.05 -0.47
99 GASOIL -3.87 -0.51
12 BRENT_W -3.36 -0.40
102 GAS_US_mini -3.22 -0.35
155 OATIES -3.18 -1.34
97 GAS-LAST -2.88 -0.32
181 SOYOIL -2.53 -1.39
2 ALUMINIUM_LME -2.43 -1.01
208 V2X -2.43 -0.53
163 RAPESEED -2.17 -1.34
115 HEATOIL -1.99 -0.47
179 SOYBEAN_mini -1.98 -1.47
127 KOSDAQ -1.72 -0.30
164 REDWHEAT -1.63 -0.63
34 COAL -1.59 -0.26
210 VIX_mini -1.38 -0.24
42 CORN -1.29 -1.10
212 WHEAT_ICE -1.20 -1.04
101 GASOLINE_ICE -1.18 -0.18
182 SP400 -1.17 -0.63
186 SUGAR11 -1.17 -0.51
209 VIX -1.08 -0.27
180 SOYMEAL -1.08 -0.57
94 FTSEINDO -1.06 -0.32
146 MSCITAIWAN -1.02 -0.30
211 WHEAT -1.01 -0.43
55 EU-AUTO -0.94 -0.31
76 EUA -0.93 -0.21
141 MILLWHEAT -0.81 -0.43
168 RUSSELL -0.81 -0.37
188 SUGAR_WHITE -0.71 -0.34
61 EU-DJ-TECH -0.61 -0.20
185 STEEL -0.58 -0.61
51 DX -0.58 -0.82
1 ALUMINIUM -0.51 -0.15
165 RICE -0.48 -0.19
5 BBCOMM -0.48 -0.21
198 US-REALESTATE -0.48 -0.37
16 BUTTER -0.44 -0.11
133 LEANHOG -0.44 -0.28
199 US-STAPLES -0.43 -0.27
196 US-MATERIAL -0.43 -0.21
162 R1000 -0.40 -0.32
50 DOW -0.39 -0.27
173 SILVER -0.37 -0.03
195 US-INDUSTRY -0.34 -0.18
46 CRUDE_W_micro -0.33 -0.07
149 NASDAQ_micro -0.33 -0.18
109 GOLD_micro -0.32 -0.08
183 SP500_micro -0.32 -0.24
170 SGD -0.30 -0.61
75 EU-UTILS -0.30 -0.15
32 CNH -0.30 -0.88
171 SGD_mini -0.29 -0.56
87 FANG -0.29 -0.12
6 BITCOIN -0.25 -0.04
59 EU-DIV30 -0.23 -0.14
194 US-HEALTH -0.22 -0.13
137 MID-DAX -0.21 -0.09
24 CAD_micro -0.18 -0.33
60 EU-DJ-OIL -0.16 -0.09
206 US30 -0.13 -0.14
125 JPY -0.13 -0.14
19 CAD -0.12 -0.22
204 US20 -0.08 -0.10
126 JPY_mini -0.08 -0.09
105 GBPEUR -0.07 -0.16
28 CHF -0.06 -0.07
100 GASOLINE -0.05 -0.02
167 RUBBER -0.05 -0.02
192 US-DISCRETE -0.05 -0.03
64 EU-FOOD -0.05 -0.03
202 US10U -0.04 -0.08
78 EURCAD -0.03 -0.06
207 US5 -0.03 -0.09
205 US3 -0.02 -0.10
131 KR3 -0.02 -0.07
122 JGB -0.02 -0.04
201 US10 -0.01 -0.03
177 SOFR -0.01 -0.12
203 US2 -0.01 -0.05
88 FED -0.01 -0.09
213 WHEY 0.00 0.00
140 MILKWET 0.00 0.00
3 AUDJPY 0.00 0.00
107 GICS 0.00 0.00
106 GBPJPY 0.00 0.00
4 AUD_micro 0.00 0.00
26 CH10 0.00 0.00
29 CHFJPY 0.00 0.00
161 PLN 0.00 0.00
52 EPRA-EUROPE 0.00 0.00
70 EU-OIL 0.02 0.01
91 FTSE250 0.02 0.01
77 EURAUD 0.02 0.03
80 EURIBOR-ICE 0.06 0.59
178 SONIA3 0.07 0.70
135 LUMBER-new 0.08 0.05
153 NZD 0.09 0.08
86 EUR_micro 0.09 0.12
160 PLAT 0.09 0.01
172 SHATZ 0.09 0.64
130 KR10 0.10 0.14
123 JGB-SGX-mini 0.12 0.31
174 SILVER-mini 0.12 0.01
14 BTP3 0.13 0.56
200 US-UTILS 0.14 0.08
21 CAD2 0.14 1.14
103 GBP 0.16 0.22
7 BOBL 0.16 0.48
79 EURCHF 0.17 0.39
56 EU-BANKS 0.19 0.05
214 YENEUR 0.20 0.30
215 ZAR 0.21 0.12
15 BUND 0.23 0.47
169 SEK 0.23 0.20
72 EU-RETAIL 0.24 0.10
0 AEX 0.24 0.14
65 EU-HEALTH 0.24 0.14
82 EUROSTX 0.25 0.12
193 US-ENERGY 0.25 0.13
39 COPPER 0.26 0.08
134 LIVECOW 0.26 0.14
48 DAX 0.26 0.12
8 BONO 0.28 0.49
40 COPPER-micro 0.28 0.09
22 CAD5 0.30 0.85
96 FTSEVIET 0.31 0.09
148 MXP 0.32 0.28
49 DJSTX-SMALL 0.33 0.18
11 BRENT-LAST 0.33 0.08
197 US-PROPERTY 0.34 0.24
139 MILKDRY 0.37 0.14
17 BUXL 0.39 0.45
73 EU-TECH 0.40 0.14
63 EU-DJ-UTIL 0.40 0.19
13 BTP 0.41 0.56
18 CAC 0.43 0.24
166 ROBUSTA 0.43 0.11
152 NOK 0.44 0.44
154 OAT 0.46 0.71
85 EUROSTX200-LARGE 0.47 0.28
68 EU-MEDIA 0.47 0.17
20 CAD10 0.47 0.81
108 GILT 0.48 0.42
81 EURO600 0.51 0.30
10 BRE 0.53 0.42
89 FEEDCOW 0.54 0.26
143 MSCIEAFA 0.55 0.21
90 FTSE100 0.56 0.35
136 MIB 0.58 0.26
176 SMI-MID 0.58 0.37
84 EUROSTX-SMALL 0.59 0.30
30 CHINAA-CON 0.60 0.36
191 TWD 0.61 0.70
58 EU-CONSTRUCTION 0.62 0.25
175 SMI 0.62 0.36
118 IBEX 0.64 0.26
41 COPPER_LME 0.66 0.25
57 EU-BASIC 0.67 0.18
92 FTSECHINAA 0.70 0.48
158 OMX-SWE 0.70 0.37
119 IBEX_mini 0.73 0.30
98 GAS-PEN 0.74 0.08
144 MSCIEMASIA 0.75 0.28
62 EU-DJ-TELECOM 0.76 0.39
124 JP-REALESTATE 0.78 0.56
69 EU-MID 0.82 0.51
71 EU-REALESTATE 0.86 0.42
132 KRWUSD_mini 0.87 0.67
110 HANG 0.88 0.38
114 HANG_mini 0.90 0.38
151 NIKKEI400 0.95 0.29
159 PALLAD 0.96 0.12
190 TOPIX 0.99 0.32
67 EU-INSURE 1.02 0.49
184 SPI200 1.02 0.57
112 HANGENT_mini 1.10 0.46
111 HANGENT 1.13 0.47
156 OJ 1.16 0.15
128 KOSPI 1.20 0.21
129 KOSPI_mini 1.20 0.21
83 EUROSTX-LARGE 1.33 0.66
150 NIKKEI 1.38 0.37
93 FTSECHINAH 1.65 0.74
27 CHEESE 1.74 0.55
113 HANGTECH 1.76 0.56
120 IRON 1.78 1.04
74 EU-TRAVEL 1.81 0.64
142 MSCIASIA 1.86 0.68
138 MILK 2.04 0.66
53 ETHER-micro 2.09 0.23
54 ETHEREUM 2.09 0.23
145 MSCISING 2.22 1.07
44 COTTON2 2.52 2.22
147 MUMMY 2.61 0.86
95 FTSETAIWAN 2.76 0.83
38 COFFEE 3.51 0.96
36 COCOA 5.30 0.66
37 COCOA_LDN 5.46 0.72
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
25 CANOLA -4.36 -2.26
179 SOYBEAN_mini -1.98 -1.47
181 SOYOIL -2.53 -1.39
163 RAPESEED -2.17 -1.34
155 OATIES -3.18 -1.34
42 CORN -1.29 -1.10
212 WHEAT_ICE -1.20 -1.04
2 ALUMINIUM_LME -2.43 -1.01
32 CNH -0.30 -0.88
51 DX -0.58 -0.82
182 SP400 -1.17 -0.63
164 REDWHEAT -1.63 -0.63
185 STEEL -0.58 -0.61
170 SGD -0.30 -0.61
45 CRUDE_ICE -5.87 -0.57
180 SOYMEAL -1.08 -0.57
171 SGD_mini -0.29 -0.56
208 V2X -2.43 -0.53
186 SUGAR11 -1.17 -0.51
99 GASOIL -3.87 -0.51
115 HEATOIL -1.99 -0.47
116 HEATOIL-ICE -4.05 -0.47
141 MILLWHEAT -0.81 -0.43
211 WHEAT -1.01 -0.43
12 BRENT_W -3.36 -0.40
168 RUSSELL -0.81 -0.37
198 US-REALESTATE -0.48 -0.37
102 GAS_US_mini -3.22 -0.35
188 SUGAR_WHITE -0.71 -0.34
24 CAD_micro -0.18 -0.33
97 GAS-LAST -2.88 -0.32
94 FTSEINDO -1.06 -0.32
162 R1000 -0.40 -0.32
55 EU-AUTO -0.94 -0.31
146 MSCITAIWAN -1.02 -0.30
127 KOSDAQ -1.72 -0.30
133 LEANHOG -0.44 -0.28
209 VIX -1.08 -0.27
199 US-STAPLES -0.43 -0.27
50 DOW -0.39 -0.27
34 COAL -1.59 -0.26
183 SP500_micro -0.32 -0.24
210 VIX_mini -1.38 -0.24
19 CAD -0.12 -0.22
76 EUA -0.93 -0.21
196 US-MATERIAL -0.43 -0.21
5 BBCOMM -0.48 -0.21
61 EU-DJ-TECH -0.61 -0.20
165 RICE -0.48 -0.19
149 NASDAQ_micro -0.33 -0.18
101 GASOLINE_ICE -1.18 -0.18
195 US-INDUSTRY -0.34 -0.18
105 GBPEUR -0.07 -0.16
75 EU-UTILS -0.30 -0.15
1 ALUMINIUM -0.51 -0.15
206 US30 -0.13 -0.14
59 EU-DIV30 -0.23 -0.14
125 JPY -0.13 -0.14
194 US-HEALTH -0.22 -0.13
87 FANG -0.29 -0.12
177 SOFR -0.01 -0.12
16 BUTTER -0.44 -0.11
204 US20 -0.08 -0.10
205 US3 -0.02 -0.10
207 US5 -0.03 -0.09
60 EU-DJ-OIL -0.16 -0.09
126 JPY_mini -0.08 -0.09
137 MID-DAX -0.21 -0.09
88 FED -0.01 -0.09
109 GOLD_micro -0.32 -0.08
202 US10U -0.04 -0.08
46 CRUDE_W_micro -0.33 -0.07
131 KR3 -0.02 -0.07
28 CHF -0.06 -0.07
78 EURCAD -0.03 -0.06
203 US2 -0.01 -0.05
6 BITCOIN -0.25 -0.04
122 JGB -0.02 -0.04
173 SILVER -0.37 -0.03
201 US10 -0.01 -0.03
64 EU-FOOD -0.05 -0.03
192 US-DISCRETE -0.05 -0.03
167 RUBBER -0.05 -0.02
100 GASOLINE -0.05 -0.02
107 GICS 0.00 0.00
106 GBPJPY 0.00 0.00
29 CHFJPY 0.00 0.00
140 MILKWET 0.00 0.00
213 WHEY 0.00 0.00
3 AUDJPY 0.00 0.00
161 PLN 0.00 0.00
52 EPRA-EUROPE 0.00 0.00
4 AUD_micro 0.00 0.00
26 CH10 0.00 0.00
174 SILVER-mini 0.12 0.01
160 PLAT 0.09 0.01
70 EU-OIL 0.02 0.01
91 FTSE250 0.02 0.01
77 EURAUD 0.02 0.03
135 LUMBER-new 0.08 0.05
56 EU-BANKS 0.19 0.05
98 GAS-PEN 0.74 0.08
39 COPPER 0.26 0.08
200 US-UTILS 0.14 0.08
11 BRENT-LAST 0.33 0.08
153 NZD 0.09 0.08
40 COPPER-micro 0.28 0.09
96 FTSEVIET 0.31 0.09
72 EU-RETAIL 0.24 0.10
166 ROBUSTA 0.43 0.11
82 EUROSTX 0.25 0.12
86 EUR_micro 0.09 0.12
215 ZAR 0.21 0.12
48 DAX 0.26 0.12
159 PALLAD 0.96 0.12
193 US-ENERGY 0.25 0.13
130 KR10 0.10 0.14
65 EU-HEALTH 0.24 0.14
73 EU-TECH 0.40 0.14
139 MILKDRY 0.37 0.14
134 LIVECOW 0.26 0.14
0 AEX 0.24 0.14
156 OJ 1.16 0.15
68 EU-MEDIA 0.47 0.17
57 EU-BASIC 0.67 0.18
49 DJSTX-SMALL 0.33 0.18
63 EU-DJ-UTIL 0.40 0.19
169 SEK 0.23 0.20
143 MSCIEAFA 0.55 0.21
128 KOSPI 1.20 0.21
129 KOSPI_mini 1.20 0.21
103 GBP 0.16 0.22
53 ETHER-micro 2.09 0.23
54 ETHEREUM 2.09 0.23
197 US-PROPERTY 0.34 0.24
18 CAC 0.43 0.24
41 COPPER_LME 0.66 0.25
58 EU-CONSTRUCTION 0.62 0.25
118 IBEX 0.64 0.26
136 MIB 0.58 0.26
89 FEEDCOW 0.54 0.26
85 EUROSTX200-LARGE 0.47 0.28
148 MXP 0.32 0.28
144 MSCIEMASIA 0.75 0.28
151 NIKKEI400 0.95 0.29
119 IBEX_mini 0.73 0.30
84 EUROSTX-SMALL 0.59 0.30
214 YENEUR 0.20 0.30
81 EURO600 0.51 0.30
123 JGB-SGX-mini 0.12 0.31
190 TOPIX 0.99 0.32
90 FTSE100 0.56 0.35
30 CHINAA-CON 0.60 0.36
175 SMI 0.62 0.36
176 SMI-MID 0.58 0.37
158 OMX-SWE 0.70 0.37
150 NIKKEI 1.38 0.37
110 HANG 0.88 0.38
114 HANG_mini 0.90 0.38
79 EURCHF 0.17 0.39
62 EU-DJ-TELECOM 0.76 0.39
10 BRE 0.53 0.42
71 EU-REALESTATE 0.86 0.42
108 GILT 0.48 0.42
152 NOK 0.44 0.44
17 BUXL 0.39 0.45
112 HANGENT_mini 1.10 0.46
15 BUND 0.23 0.47
111 HANGENT 1.13 0.47
92 FTSECHINAA 0.70 0.48
7 BOBL 0.16 0.48
67 EU-INSURE 1.02 0.49
8 BONO 0.28 0.49
69 EU-MID 0.82 0.51
27 CHEESE 1.74 0.55
113 HANGTECH 1.76 0.56
13 BTP 0.41 0.56
124 JP-REALESTATE 0.78 0.56
14 BTP3 0.13 0.56
184 SPI200 1.02 0.57
80 EURIBOR-ICE 0.06 0.59
172 SHATZ 0.09 0.64
74 EU-TRAVEL 1.81 0.64
36 COCOA 5.30 0.66
138 MILK 2.04 0.66
83 EUROSTX-LARGE 1.33 0.66
132 KRWUSD_mini 0.87 0.67
142 MSCIASIA 1.86 0.68
178 SONIA3 0.07 0.70
191 TWD 0.61 0.70
154 OAT 0.46 0.71
37 COCOA_LDN 5.46 0.72
93 FTSECHINAH 1.65 0.74
20 CAD10 0.47 0.81
95 FTSETAIWAN 2.76 0.83
22 CAD5 0.30 0.85
147 MUMMY 2.61 0.86
38 COFFEE 3.51 0.96
120 IRON 1.78 1.04
145 MSCISING 2.22 1.07
21 CAD2 0.14 1.14
44 COTTON2 2.52 2.22
==================================================
Market moves for period 7D, sort by name (7D/name)
==================================================
name change vol_adjusted
0 AEX 0.74 0.29
1 ALUMINIUM -0.31 -0.06
2 ALUMINIUM_LME 3.36 0.87
3 AUDJPY -0.13 -0.09
4 AUD_micro -0.62 -0.39
5 BBCOMM 1.44 0.43
6 BITCOIN 5.72 0.51
7 BOBL -0.50 -1.04
8 BONO -1.10 -1.44
9 BOVESPA -3.37 -1.00
10 BRE -0.86 -0.50
11 BRENT-LAST 9.87 1.78
12 BRENT_W 12.92 1.08
13 BTP -1.61 -1.71
14 BTP3 -0.43 -1.57
15 BUND -0.82 -1.19
16 BUTTER -2.47 -0.43
17 BUXL -1.74 -1.37
18 CAC -1.53 -0.59
19 CAD -0.77 -0.86
20 CAD10 -0.51 -0.69
21 CAD2 -0.14 -0.91
22 CAD5 -0.31 -0.69
23 CADJPY 0.09 0.07
24 CAD_micro -0.81 -0.95
25 CANOLA -2.56 -1.27
26 CH10 0.27 0.52
27 CHEESE 0.53 0.11
28 CHF -1.50 -1.01
29 CHFJPY -0.36 -0.28
30 CHINAA-CON 0.30 0.12
31 CLP -3.37 -1.49
32 CNH 0.05 0.10
33 CNH-onshore 0.00 0.00
34 COAL -5.34 -0.75
35 COAL-GEORDIE 0.29 0.05
36 COCOA 1.71 0.14
37 COCOA_LDN 3.69 0.32
38 COFFEE 0.05 0.01
39 COPPER -1.48 -0.29
40 COPPER-micro -1.48 -0.28
41 COPPER_LME -1.09 -0.26
42 CORN 0.31 0.18
43 COTTON 0.84 0.43
44 COTTON2 4.75 2.62
45 CRUDE_ICE 11.86 0.81
46 CRUDE_W_micro 8.85 1.44
47 CZK -1.95 -1.57
48 DAX -0.60 -0.19
49 DJSTX-SMALL -2.15 -0.86
50 DOW -1.14 -0.52
51 DX 0.97 0.92
52 EPRA-EUROPE -1.69 -0.63
53 ETHER-micro 14.50 0.89
54 ETHEREUM 14.40 0.88
55 EU-AUTO -3.69 -0.82
56 EU-BANKS -2.28 -0.45
57 EU-BASIC -2.52 -0.46
58 EU-CONSTRUCTION -3.05 -0.85
59 EU-DIV30 -0.55 -0.22
60 EU-DJ-OIL 3.62 1.24
61 EU-DJ-TECH -1.71 -0.37
62 EU-DJ-TELECOM 2.61 0.83
63 EU-DJ-UTIL 2.17 0.67
64 EU-FOOD 0.47 0.17
65 EU-HEALTH -2.28 -0.84
66 EU-HOUSE -2.58 -0.73
67 EU-INSURE 0.66 0.21
68 EU-MEDIA -0.40 -0.09
69 EU-MID -0.34 -0.15
70 EU-OIL 5.51 1.92
71 EU-REALESTATE -1.53 -0.58
72 EU-RETAIL 0.41 0.11
73 EU-TECH -1.24 -0.29
74 EU-TRAVEL -2.16 -0.52
75 EU-UTILS 1.51 0.50
76 EUA -4.77 -0.75
77 EURAUD -0.44 -0.41
78 EURCAD -0.47 -0.54
79 EURCHF 0.46 0.69
80 EURIBOR-ICE -0.11 -0.85
81 EURO600 0.63 0.24
82 EUROSTX -0.30 -0.09
83 EUROSTX-LARGE -1.56 -0.54
84 EUROSTX-SMALL -2.97 -1.08
85 EUROSTX200-LARGE -0.81 -0.32
86 EUR_micro -1.06 -0.94
87 FANG -2.00 -0.60
88 FED -0.10 -1.08
89 FEEDCOW 0.16 0.05
90 FTSE100 0.03 0.01
91 FTSE250 -2.16 -0.96
92 FTSECHINAA 1.75 0.77
93 FTSECHINAH 1.09 0.32
94 FTSEINDO -5.27 -1.08
95 FTSETAIWAN 2.83 0.60
96 FTSEVIET 0.28 0.06
97 GAS-LAST -0.99 -0.07
98 GAS-PEN -1.31 -0.09
99 GASOIL 11.39 1.10
100 GASOLINE 10.54 2.71
101 GASOLINE_ICE 14.25 1.70
102 GAS_US_mini -1.31 -0.09
103 GBP -0.91 -0.81
104 GBPCHF 0.21 0.21
105 GBPEUR -0.18 -0.27
106 GBPJPY -0.17 -0.13
107 GICS 1.19 0.32
108 GILT -2.36 -1.58
109 GOLD_micro -3.77 -0.62
110 HANG 0.09 0.03
111 HANGENT 1.30 0.35
112 HANGENT_mini 1.15 0.31
113 HANGTECH 1.80 0.36
114 HANG_mini 0.06 0.02
115 HEATOIL 9.77 1.80
116 HEATOIL-ICE 18.01 1.58
117 HOUSE-US 0.00 0.00
118 IBEX -1.30 -0.36
119 IBEX_mini -1.18 -0.33
120 IRON 4.17 1.63
121 IRS -1.97 -1.27
122 JGB -0.61 -1.05
123 JGB-SGX-mini -0.63 -1.06
124 JP-REALESTATE 0.28 0.13
125 JPY -0.87 -0.60
126 JPY_mini -0.80 -0.56
127 KOSDAQ -7.18 -0.98
128 KOSPI 0.00 0.00
129 KOSPI_mini 0.10 0.01
130 KR10 -0.04 -0.04
131 KR3 0.02 0.05
132 KRWUSD_mini -1.29 -0.68
133 LEANHOG -3.05 -1.32
134 LIVECOW 1.28 0.46
135 LUMBER-new 2.55 0.85
136 MIB -1.20 -0.37
137 MID-DAX -1.88 -0.57
138 MILK 0.00 0.00
139 MILKDRY 6.85 1.61
140 MILKWET 4.21 0.89
141 MILLWHEAT 0.71 0.28
142 MSCIASIA 0.17 0.04
143 MSCIEAFA -1.04 -0.30
144 MSCIEMASIA 0.35 0.09
145 MSCISING 1.27 0.41
146 MSCITAIWAN 0.04 0.01
147 MUMMY 1.91 0.44
148 MXP -0.59 -0.34
149 NASDAQ_micro -1.23 -0.46
150 NIKKEI 0.26 0.05
151 NIKKEI400 0.35 0.08
152 NOK -0.86 -0.55
153 NZD -1.24 -0.81
154 OAT -1.11 -1.29
155 OATIES 3.78 1.07
156 OJ 8.06 0.61
157 OMX 0.21 0.08
158 OMX-SWE -0.73 -0.28
159 PALLAD -3.59 -0.30
160 PLAT -4.49 -0.34
161 PLN -0.75 -0.48
162 R1000 -0.66 -0.34
163 RAPESEED -1.38 -0.69
164 REDWHEAT 0.56 0.13
165 RICE 2.44 0.58
166 ROBUSTA -6.89 -1.21
167 RUBBER -0.15 -0.05
168 RUSSELL -1.93 -0.59
169 SEK -2.56 -1.54
170 SGD 0.00 0.01
171 SGD_mini 0.34 0.43
172 SHATZ -0.22 -1.22
173 SILVER -8.90 -0.52
174 SILVER-mini -9.05 -0.53
175 SMI -2.12 -0.82
176 SMI-MID -2.26 -0.99
177 SOFR -0.08 -0.64
178 SONIA3 -0.17 -1.23
179 SOYBEAN_mini -3.95 -1.92
180 SOYMEAL -2.04 -0.68
181 SOYOIL -3.62 -1.33
182 SP400 -2.23 -0.81
183 SP500_micro -1.10 -0.57
184 SPI200 -1.02 -0.39
185 STEEL -0.77 -0.53
186 SUGAR11 -0.48 -0.15
187 SUGAR16 1.82 1.38
188 SUGAR_WHITE -1.53 -0.52
189 SWISSLEAD -2.11 -0.89
190 TOPIX 0.28 0.06
191 TWD -0.83 -0.63
192 US-DISCRETE -2.14 -0.74
193 US-ENERGY 4.02 1.34
194 US-HEALTH -1.50 -0.61
195 US-INDUSTRY -2.68 -0.97
196 US-MATERIAL -1.10 -0.34
197 US-PROPERTY -0.17 -0.08
198 US-REALESTATE -0.51 -0.25
199 US-STAPLES -0.72 -0.29
200 US-UTILS 1.42 0.53
201 US10 -0.60 -0.90
202 US10U -0.81 -1.04
203 US2 -0.24 -1.25
204 US20 -1.56 -1.39
205 US3 -0.34 -1.11
206 US30 -1.81 -1.36
207 US5 -0.46 -1.02
208 V2X -0.21 -0.03
209 VIX 0.66 0.12
210 VIX_mini -0.17 -0.02
211 WHEAT 0.31 0.09
212 WHEAT_ICE 0.84 0.54
213 WHEY -0.19 -0.05
214 YENEUR -0.24 -0.22
215 ZAR -2.13 -0.86
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
174 SILVER-mini -9.05 -0.53
173 SILVER -8.90 -0.52
127 KOSDAQ -7.18 -0.98
166 ROBUSTA -6.89 -1.21
34 COAL -5.34 -0.75
94 FTSEINDO -5.27 -1.08
76 EUA -4.77 -0.75
160 PLAT -4.49 -0.34
179 SOYBEAN_mini -3.95 -1.92
109 GOLD_micro -3.77 -0.62
55 EU-AUTO -3.69 -0.82
181 SOYOIL -3.62 -1.33
159 PALLAD -3.59 -0.30
31 CLP -3.37 -1.49
9 BOVESPA -3.37 -1.00
133 LEANHOG -3.05 -1.32
58 EU-CONSTRUCTION -3.05 -0.85
84 EUROSTX-SMALL -2.97 -1.08
195 US-INDUSTRY -2.68 -0.97
66 EU-HOUSE -2.58 -0.73
169 SEK -2.56 -1.54
25 CANOLA -2.56 -1.27
57 EU-BASIC -2.52 -0.46
16 BUTTER -2.47 -0.43
108 GILT -2.36 -1.58
65 EU-HEALTH -2.28 -0.84
56 EU-BANKS -2.28 -0.45
176 SMI-MID -2.26 -0.99
182 SP400 -2.23 -0.81
74 EU-TRAVEL -2.16 -0.52
91 FTSE250 -2.16 -0.96
49 DJSTX-SMALL -2.15 -0.86
192 US-DISCRETE -2.14 -0.74
215 ZAR -2.13 -0.86
175 SMI -2.12 -0.82
189 SWISSLEAD -2.11 -0.89
180 SOYMEAL -2.04 -0.68
87 FANG -2.00 -0.60
121 IRS -1.97 -1.27
47 CZK -1.95 -1.57
168 RUSSELL -1.93 -0.59
137 MID-DAX -1.88 -0.57
206 US30 -1.81 -1.36
17 BUXL -1.74 -1.37
61 EU-DJ-TECH -1.71 -0.37
52 EPRA-EUROPE -1.69 -0.63
13 BTP -1.61 -1.71
204 US20 -1.56 -1.39
83 EUROSTX-LARGE -1.56 -0.54
188 SUGAR_WHITE -1.53 -0.52
71 EU-REALESTATE -1.53 -0.58
18 CAC -1.53 -0.59
194 US-HEALTH -1.50 -0.61
28 CHF -1.50 -1.01
39 COPPER -1.48 -0.29
40 COPPER-micro -1.48 -0.28
163 RAPESEED -1.38 -0.69
102 GAS_US_mini -1.31 -0.09
98 GAS-PEN -1.31 -0.09
118 IBEX -1.30 -0.36
132 KRWUSD_mini -1.29 -0.68
153 NZD -1.24 -0.81
73 EU-TECH -1.24 -0.29
149 NASDAQ_micro -1.23 -0.46
136 MIB -1.20 -0.37
119 IBEX_mini -1.18 -0.33
50 DOW -1.14 -0.52
154 OAT -1.11 -1.29
183 SP500_micro -1.10 -0.57
8 BONO -1.10 -1.44
196 US-MATERIAL -1.10 -0.34
41 COPPER_LME -1.09 -0.26
86 EUR_micro -1.06 -0.94
143 MSCIEAFA -1.04 -0.30
184 SPI200 -1.02 -0.39
97 GAS-LAST -0.99 -0.07
103 GBP -0.91 -0.81
125 JPY -0.87 -0.60
152 NOK -0.86 -0.55
10 BRE -0.86 -0.50
191 TWD -0.83 -0.63
15 BUND -0.82 -1.19
202 US10U -0.81 -1.04
24 CAD_micro -0.81 -0.95
85 EUROSTX200-LARGE -0.81 -0.32
126 JPY_mini -0.80 -0.56
185 STEEL -0.77 -0.53
19 CAD -0.77 -0.86
161 PLN -0.75 -0.48
158 OMX-SWE -0.73 -0.28
199 US-STAPLES -0.72 -0.29
162 R1000 -0.66 -0.34
123 JGB-SGX-mini -0.63 -1.06
4 AUD_micro -0.62 -0.39
122 JGB -0.61 -1.05
48 DAX -0.60 -0.19
201 US10 -0.60 -0.90
148 MXP -0.59 -0.34
59 EU-DIV30 -0.55 -0.22
198 US-REALESTATE -0.51 -0.25
20 CAD10 -0.51 -0.69
7 BOBL -0.50 -1.04
186 SUGAR11 -0.48 -0.15
78 EURCAD -0.47 -0.54
207 US5 -0.46 -1.02
77 EURAUD -0.44 -0.41
14 BTP3 -0.43 -1.57
68 EU-MEDIA -0.40 -0.09
29 CHFJPY -0.36 -0.28
205 US3 -0.34 -1.11
69 EU-MID -0.34 -0.15
1 ALUMINIUM -0.31 -0.06
22 CAD5 -0.31 -0.69
82 EUROSTX -0.30 -0.09
214 YENEUR -0.24 -0.22
203 US2 -0.24 -1.25
172 SHATZ -0.22 -1.22
208 V2X -0.21 -0.03
213 WHEY -0.19 -0.05
105 GBPEUR -0.18 -0.27
210 VIX_mini -0.17 -0.02
178 SONIA3 -0.17 -1.23
197 US-PROPERTY -0.17 -0.08
106 GBPJPY -0.17 -0.13
167 RUBBER -0.15 -0.05
21 CAD2 -0.14 -0.91
3 AUDJPY -0.13 -0.09
80 EURIBOR-ICE -0.11 -0.85
88 FED -0.10 -1.08
177 SOFR -0.08 -0.64
130 KR10 -0.04 -0.04
117 HOUSE-US 0.00 0.00
33 CNH-onshore 0.00 0.00
138 MILK 0.00 0.00
128 KOSPI 0.00 0.00
170 SGD 0.00 0.01
131 KR3 0.02 0.05
90 FTSE100 0.03 0.01
146 MSCITAIWAN 0.04 0.01
32 CNH 0.05 0.10
38 COFFEE 0.05 0.01
114 HANG_mini 0.06 0.02
23 CADJPY 0.09 0.07
110 HANG 0.09 0.03
129 KOSPI_mini 0.10 0.01
89 FEEDCOW 0.16 0.05
142 MSCIASIA 0.17 0.04
104 GBPCHF 0.21 0.21
157 OMX 0.21 0.08
150 NIKKEI 0.26 0.05
26 CH10 0.27 0.52
96 FTSEVIET 0.28 0.06
190 TOPIX 0.28 0.06
124 JP-REALESTATE 0.28 0.13
35 COAL-GEORDIE 0.29 0.05
30 CHINAA-CON 0.30 0.12
42 CORN 0.31 0.18
211 WHEAT 0.31 0.09
171 SGD_mini 0.34 0.43
144 MSCIEMASIA 0.35 0.09
151 NIKKEI400 0.35 0.08
72 EU-RETAIL 0.41 0.11
79 EURCHF 0.46 0.69
64 EU-FOOD 0.47 0.17
27 CHEESE 0.53 0.11
164 REDWHEAT 0.56 0.13
81 EURO600 0.63 0.24
209 VIX 0.66 0.12
67 EU-INSURE 0.66 0.21
141 MILLWHEAT 0.71 0.28
0 AEX 0.74 0.29
212 WHEAT_ICE 0.84 0.54
43 COTTON 0.84 0.43
51 DX 0.97 0.92
93 FTSECHINAH 1.09 0.32
112 HANGENT_mini 1.15 0.31
107 GICS 1.19 0.32
145 MSCISING 1.27 0.41
134 LIVECOW 1.28 0.46
111 HANGENT 1.30 0.35
200 US-UTILS 1.42 0.53
5 BBCOMM 1.44 0.43
75 EU-UTILS 1.51 0.50
36 COCOA 1.71 0.14
92 FTSECHINAA 1.75 0.77
113 HANGTECH 1.80 0.36
187 SUGAR16 1.82 1.38
147 MUMMY 1.91 0.44
63 EU-DJ-UTIL 2.17 0.67
165 RICE 2.44 0.58
135 LUMBER-new 2.55 0.85
62 EU-DJ-TELECOM 2.61 0.83
95 FTSETAIWAN 2.83 0.60
2 ALUMINIUM_LME 3.36 0.87
60 EU-DJ-OIL 3.62 1.24
37 COCOA_LDN 3.69 0.32
155 OATIES 3.78 1.07
193 US-ENERGY 4.02 1.34
120 IRON 4.17 1.63
140 MILKWET 4.21 0.89
44 COTTON2 4.75 2.62
70 EU-OIL 5.51 1.92
6 BITCOIN 5.72 0.51
139 MILKDRY 6.85 1.61
156 OJ 8.06 0.61
46 CRUDE_W_micro 8.85 1.44
115 HEATOIL 9.77 1.80
11 BRENT-LAST 9.87 1.78
100 GASOLINE 10.54 2.71
99 GASOIL 11.39 1.10
45 CRUDE_ICE 11.86 0.81
12 BRENT_W 12.92 1.08
101 GASOLINE_ICE 14.25 1.70
54 ETHEREUM 14.40 0.88
53 ETHER-micro 14.50 0.89
116 HEATOIL-ICE 18.01 1.58
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
179 SOYBEAN_mini -3.95 -1.92
13 BTP -1.61 -1.71
108 GILT -2.36 -1.58
14 BTP3 -0.43 -1.57
47 CZK -1.95 -1.57
169 SEK -2.56 -1.54
31 CLP -3.37 -1.49
8 BONO -1.10 -1.44
204 US20 -1.56 -1.39
17 BUXL -1.74 -1.37
206 US30 -1.81 -1.36
181 SOYOIL -3.62 -1.33
133 LEANHOG -3.05 -1.32
154 OAT -1.11 -1.29
121 IRS -1.97 -1.27
25 CANOLA -2.56 -1.27
203 US2 -0.24 -1.25
178 SONIA3 -0.17 -1.23
172 SHATZ -0.22 -1.22
166 ROBUSTA -6.89 -1.21
15 BUND -0.82 -1.19
205 US3 -0.34 -1.11
84 EUROSTX-SMALL -2.97 -1.08
94 FTSEINDO -5.27 -1.08
88 FED -0.10 -1.08
123 JGB-SGX-mini -0.63 -1.06
122 JGB -0.61 -1.05
7 BOBL -0.50 -1.04
202 US10U -0.81 -1.04
207 US5 -0.46 -1.02
28 CHF -1.50 -1.01
9 BOVESPA -3.37 -1.00
176 SMI-MID -2.26 -0.99
127 KOSDAQ -7.18 -0.98
195 US-INDUSTRY -2.68 -0.97
91 FTSE250 -2.16 -0.96
24 CAD_micro -0.81 -0.95
86 EUR_micro -1.06 -0.94
21 CAD2 -0.14 -0.91
201 US10 -0.60 -0.90
189 SWISSLEAD -2.11 -0.89
19 CAD -0.77 -0.86
215 ZAR -2.13 -0.86
49 DJSTX-SMALL -2.15 -0.86
80 EURIBOR-ICE -0.11 -0.85
58 EU-CONSTRUCTION -3.05 -0.85
65 EU-HEALTH -2.28 -0.84
175 SMI -2.12 -0.82
55 EU-AUTO -3.69 -0.82
103 GBP -0.91 -0.81
153 NZD -1.24 -0.81
182 SP400 -2.23 -0.81
76 EUA -4.77 -0.75
34 COAL -5.34 -0.75
192 US-DISCRETE -2.14 -0.74
66 EU-HOUSE -2.58 -0.73
20 CAD10 -0.51 -0.69
22 CAD5 -0.31 -0.69
163 RAPESEED -1.38 -0.69
132 KRWUSD_mini -1.29 -0.68
180 SOYMEAL -2.04 -0.68
177 SOFR -0.08 -0.64
191 TWD -0.83 -0.63
52 EPRA-EUROPE -1.69 -0.63
109 GOLD_micro -3.77 -0.62
194 US-HEALTH -1.50 -0.61
125 JPY -0.87 -0.60
87 FANG -2.00 -0.60
168 RUSSELL -1.93 -0.59
18 CAC -1.53 -0.59
71 EU-REALESTATE -1.53 -0.58
183 SP500_micro -1.10 -0.57
137 MID-DAX -1.88 -0.57
126 JPY_mini -0.80 -0.56
152 NOK -0.86 -0.55
78 EURCAD -0.47 -0.54
83 EUROSTX-LARGE -1.56 -0.54
185 STEEL -0.77 -0.53
174 SILVER-mini -9.05 -0.53
74 EU-TRAVEL -2.16 -0.52
188 SUGAR_WHITE -1.53 -0.52
173 SILVER -8.90 -0.52
50 DOW -1.14 -0.52
10 BRE -0.86 -0.50
161 PLN -0.75 -0.48
57 EU-BASIC -2.52 -0.46
149 NASDAQ_micro -1.23 -0.46
56 EU-BANKS -2.28 -0.45
16 BUTTER -2.47 -0.43
77 EURAUD -0.44 -0.41
4 AUD_micro -0.62 -0.39
184 SPI200 -1.02 -0.39
136 MIB -1.20 -0.37
61 EU-DJ-TECH -1.71 -0.37
118 IBEX -1.30 -0.36
162 R1000 -0.66 -0.34
160 PLAT -4.49 -0.34
148 MXP -0.59 -0.34
196 US-MATERIAL -1.10 -0.34
119 IBEX_mini -1.18 -0.33
85 EUROSTX200-LARGE -0.81 -0.32
159 PALLAD -3.59 -0.30
143 MSCIEAFA -1.04 -0.30
199 US-STAPLES -0.72 -0.29
39 COPPER -1.48 -0.29
73 EU-TECH -1.24 -0.29
40 COPPER-micro -1.48 -0.28
158 OMX-SWE -0.73 -0.28
29 CHFJPY -0.36 -0.28
105 GBPEUR -0.18 -0.27
41 COPPER_LME -1.09 -0.26
198 US-REALESTATE -0.51 -0.25
59 EU-DIV30 -0.55 -0.22
214 YENEUR -0.24 -0.22
48 DAX -0.60 -0.19
186 SUGAR11 -0.48 -0.15
69 EU-MID -0.34 -0.15
106 GBPJPY -0.17 -0.13
82 EUROSTX -0.30 -0.09
68 EU-MEDIA -0.40 -0.09
3 AUDJPY -0.13 -0.09
102 GAS_US_mini -1.31 -0.09
98 GAS-PEN -1.31 -0.09
197 US-PROPERTY -0.17 -0.08
97 GAS-LAST -0.99 -0.07
1 ALUMINIUM -0.31 -0.06
213 WHEY -0.19 -0.05
167 RUBBER -0.15 -0.05
130 KR10 -0.04 -0.04
208 V2X -0.21 -0.03
210 VIX_mini -0.17 -0.02
128 KOSPI 0.00 0.00
33 CNH-onshore 0.00 0.00
117 HOUSE-US 0.00 0.00
138 MILK 0.00 0.00
170 SGD 0.00 0.01
38 COFFEE 0.05 0.01
146 MSCITAIWAN 0.04 0.01
90 FTSE100 0.03 0.01
129 KOSPI_mini 0.10 0.01
114 HANG_mini 0.06 0.02
110 HANG 0.09 0.03
142 MSCIASIA 0.17 0.04
150 NIKKEI 0.26 0.05
89 FEEDCOW 0.16 0.05
35 COAL-GEORDIE 0.29 0.05
131 KR3 0.02 0.05
96 FTSEVIET 0.28 0.06
190 TOPIX 0.28 0.06
23 CADJPY 0.09 0.07
151 NIKKEI400 0.35 0.08
157 OMX 0.21 0.08
211 WHEAT 0.31 0.09
144 MSCIEMASIA 0.35 0.09
32 CNH 0.05 0.10
27 CHEESE 0.53 0.11
72 EU-RETAIL 0.41 0.11
30 CHINAA-CON 0.30 0.12
209 VIX 0.66 0.12
164 REDWHEAT 0.56 0.13
124 JP-REALESTATE 0.28 0.13
36 COCOA 1.71 0.14
64 EU-FOOD 0.47 0.17
42 CORN 0.31 0.18
67 EU-INSURE 0.66 0.21
104 GBPCHF 0.21 0.21
81 EURO600 0.63 0.24
141 MILLWHEAT 0.71 0.28
0 AEX 0.74 0.29
112 HANGENT_mini 1.15 0.31
37 COCOA_LDN 3.69 0.32
93 FTSECHINAH 1.09 0.32
107 GICS 1.19 0.32
111 HANGENT 1.30 0.35
113 HANGTECH 1.80 0.36
145 MSCISING 1.27 0.41
43 COTTON 0.84 0.43
5 BBCOMM 1.44 0.43
171 SGD_mini 0.34 0.43
147 MUMMY 1.91 0.44
134 LIVECOW 1.28 0.46
75 EU-UTILS 1.51 0.50
6 BITCOIN 5.72 0.51
26 CH10 0.27 0.52
200 US-UTILS 1.42 0.53
212 WHEAT_ICE 0.84 0.54
165 RICE 2.44 0.58
95 FTSETAIWAN 2.83 0.60
156 OJ 8.06 0.61
63 EU-DJ-UTIL 2.17 0.67
79 EURCHF 0.46 0.69
92 FTSECHINAA 1.75 0.77
45 CRUDE_ICE 11.86 0.81
62 EU-DJ-TELECOM 2.61 0.83
135 LUMBER-new 2.55 0.85
2 ALUMINIUM_LME 3.36 0.87
54 ETHEREUM 14.40 0.88
53 ETHER-micro 14.50 0.89
140 MILKWET 4.21 0.89
51 DX 0.97 0.92
155 OATIES 3.78 1.07
12 BRENT_W 12.92 1.08
99 GASOIL 11.39 1.10
60 EU-DJ-OIL 3.62 1.24
193 US-ENERGY 4.02 1.34
187 SUGAR16 1.82 1.38
46 CRUDE_W_micro 8.85 1.44
116 HEATOIL-ICE 18.01 1.58
139 MILKDRY 6.85 1.61
120 IRON 4.17 1.63
101 GASOLINE_ICE 14.25 1.70
11 BRENT-LAST 9.87 1.78
115 HEATOIL 9.77 1.80
70 EU-OIL 5.51 1.92
44 COTTON2 4.75 2.62
100 GASOLINE 10.54 2.71
==================================================
Market moves for period 1M, sort by name (1M/name)
==================================================
name change vol_adjusted
0 AEX 1.74 0.37
1 ALUMINIUM 11.78 1.32
2 ALUMINIUM_LME 12.44 2.01
3 AUDJPY 4.20 1.40
4 AUD_micro 0.46 0.15
5 BBCOMM 14.86 2.02
6 BITCOIN 10.35 0.44
7 BOBL -1.19 -2.18
8 BONO -2.10 -2.15
9 BOVESPA -5.72 -1.00
10 BRE 0.93 0.30
11 BRENT-LAST 45.73 4.74
12 BRENT_W 42.89 4.70
13 BTP -2.67 -2.52
14 BTP3 -0.94 -4.08
15 BUND -1.50 -1.50
16 BUTTER 0.23 0.02
17 BUXL -1.35 -0.53
18 CAC -4.48 -1.45
19 CAD -0.10 -0.05
20 CAD10 -1.39 -1.10
21 CAD2 -0.43 -1.86
22 CAD5 -0.96 -1.34
23 CADJPY 3.68 1.37
24 CAD_micro -0.16 -0.08
25 CANOLA 3.61 0.82
26 CH10 -0.65 -0.76
27 CHEESE 4.29 0.48
28 CHF -2.21 -0.69
29 CHFJPY 1.56 0.55
30 CHINAA-CON -1.04 -0.22
31 CLP -5.80 -1.72
32 CNH 0.15 0.26
33 CNH-onshore 0.11 0.04
34 COAL 14.92 2.03
35 COAL-GEORDIE 14.18 2.14
36 COCOA -5.80 -0.22
37 COCOA_LDN -1.75 -0.07
38 COFFEE 0.14 0.01
39 COPPER 2.52 0.20
40 COPPER-micro 2.60 0.20
41 COPPER_LME 1.12 0.12
42 CORN 4.12 1.18
43 COTTON 3.47 1.07
44 COTTON2 7.34 2.45
45 CRUDE_ICE 47.74 4.91
46 CRUDE_W_micro 45.78 4.66
47 CZK -4.29 -2.01
48 DAX -5.09 -1.29
49 DJSTX-SMALL -4.92 -1.39
50 DOW -4.87 -1.16
51 DX 2.92 1.44
52 EPRA-EUROPE -5.57 -1.43
53 ETHER-micro 19.70 0.53
54 ETHEREUM 19.24 0.53
55 EU-AUTO -11.88 -1.64
56 EU-BANKS -7.06 -0.91
57 EU-BASIC -3.91 -0.46
58 EU-CONSTRUCTION -8.92 -1.61
59 EU-DIV30 -2.97 -0.80
60 EU-DJ-OIL 8.07 1.31
61 EU-DJ-TECH 1.73 0.18
62 EU-DJ-TELECOM 3.22 0.57
63 EU-DJ-UTIL 1.97 0.48
64 EU-FOOD -5.06 -1.10
65 EU-HEALTH -7.96 -1.87
66 EU-HOUSE -8.41 -1.77
67 EU-INSURE -1.58 -0.34
68 EU-MEDIA -1.15 -0.14
69 EU-MID -2.59 -0.86
70 EU-OIL 12.84 1.99
71 EU-REALESTATE -4.53 -1.13
72 EU-RETAIL -5.78 -1.15
73 EU-TECH 3.14 0.35
74 EU-TRAVEL -7.07 -1.13
75 EU-UTILS 0.72 0.18
76 EUA 0.11 0.01
77 EURAUD -3.10 -1.53
78 EURCAD -2.91 -1.79
79 EURCHF -0.54 -0.42
80 EURIBOR-ICE -0.33 -2.30
81 EURO600 -3.11 -1.00
82 EUROSTX -4.10 -1.06
83 EUROSTX-LARGE -4.17 -1.16
84 EUROSTX-SMALL -6.65 -1.90
85 EUROSTX200-LARGE -3.18 -1.01
86 EUR_micro -2.76 -1.23
87 FANG 4.22 0.58
88 FED -0.25 -1.24
89 FEEDCOW -5.05 -0.91
90 FTSE100 -1.09 -0.34
91 FTSE250 -5.78 -1.90
92 FTSECHINAA 0.15 0.04
93 FTSECHINAH -3.49 -0.51
94 FTSEINDO -13.82 -1.87
95 FTSETAIWAN 1.14 0.20
96 FTSEVIET -4.85 -0.65
97 GAS-LAST 1.21 0.03
98 GAS-PEN 1.62 0.04
99 GASOIL 50.63 5.48
100 GASOLINE 33.24 4.30
101 GASOLINE_ICE 40.89 5.00
102 GAS_US_mini 1.01 0.03
103 GBP -1.38 -0.57
104 GBPCHF 0.48 0.24
105 GBPEUR -1.37 -1.04
106 GBPJPY 2.21 0.82
107 GICS 25.61 3.77
108 GILT -3.31 -1.81
109 GOLD_micro 2.75 0.20
110 HANG -2.58 -0.42
111 HANGENT -2.39 -0.36
112 HANGENT_mini -2.69 -0.41
113 HANGTECH -3.07 -0.35
114 HANG_mini -2.59 -0.42
115 HEATOIL 46.61 4.65
116 HEATOIL-ICE 76.66 6.37
117 HOUSE-US -0.16 -0.46
118 IBEX -3.97 -0.86
119 IBEX_mini -3.84 -0.85
120 IRON 10.18 1.92
121 IRS -1.52 -0.69
122 JGB -0.30 -0.29
123 JGB-SGX-mini -0.46 -0.44
124 JP-REALESTATE -1.19 -0.30
125 JPY -3.76 -1.20
126 JPY_mini -3.69 -1.19
127 KOSDAQ 1.85 0.13
128 KOSPI -1.92 -0.18
129 KOSPI_mini -1.77 -0.17
130 KR10 -1.00 -0.53
131 KR3 -0.35 -0.63
132 KRWUSD_mini -3.12 -0.96
133 LEANHOG 0.99 0.19
134 LIVECOW -3.27 -0.63
135 LUMBER-new -2.82 -0.52
136 MIB -1.97 -0.43
137 MID-DAX -7.77 -1.64
138 MILK 4.42 0.49
139 MILKDRY 12.39 1.15
140 MILKWET 12.29 1.03
141 MILLWHEAT 8.92 2.47
142 MSCIASIA -3.71 -0.85
143 MSCIEAFA -5.50 -1.23
144 MSCIEMASIA -3.25 -0.61
145 MSCISING -2.77 -0.55
146 MSCITAIWAN -1.97 -0.32
147 MUMMY 1.77 0.24
148 MXP -2.45 -0.87
149 NASDAQ_micro 0.70 0.12
150 NIKKEI -4.40 -0.47
151 NIKKEI400 -3.20 -0.49
152 NOK -1.05 -0.31
153 NZD -2.67 -0.92
154 OAT -2.01 -1.91
155 OATIES 16.37 2.07
156 OJ 14.86 0.55
157 OMX -0.41 -0.08
158 OMX-SWE -2.60 -0.67
159 PALLAD -4.07 -0.14
160 PLAT 5.73 0.17
161 PLN -4.08 -1.73
162 R1000 -3.57 -1.00
163 RAPESEED 3.97 1.06
164 REDWHEAT 12.06 1.94
165 RICE 2.81 0.43
166 ROBUSTA -6.94 -0.58
167 RUBBER 1.40 0.26
168 RUSSELL -4.57 -0.73
169 SEK -3.76 -1.18
170 SGD 1.54 1.20
171 SGD_mini 1.45 1.27
172 SHATZ -0.65 -3.77
173 SILVER 11.52 0.23
174 SILVER-mini 11.15 0.22
175 SMI -4.93 -1.48
176 SMI-MID -6.61 -1.92
177 SOFR -0.12 -0.50
178 SONIA3 -0.41 -2.35
179 SOYBEAN_mini 0.37 0.08
180 SOYMEAL -1.11 -0.20
181 SOYOIL 10.30 1.78
182 SP400 -5.07 -1.03
183 SP500_micro -1.45 -0.36
184 SPI200 -3.14 -0.91
185 STEEL 5.21 2.44
186 SUGAR11 4.58 0.61
187 SUGAR16 3.24 0.95
188 SUGAR_WHITE 3.32 0.53
189 SWISSLEAD -6.60 -2.01
190 TOPIX -3.55 -0.55
191 TWD -1.95 -0.66
192 US-DISCRETE -2.79 -0.49
193 US-ENERGY 8.17 1.18
194 US-HEALTH -4.94 -1.08
195 US-INDUSTRY -4.67 -0.96
196 US-MATERIAL -5.62 -0.94
197 US-PROPERTY -2.06 -0.48
198 US-REALESTATE -2.15 -0.53
199 US-STAPLES -5.08 -1.28
200 US-UTILS 1.13 0.20
201 US10 -1.12 -0.95
202 US10U -1.41 -1.02
203 US2 -0.56 -1.85
204 US20 -2.66 -1.18
205 US3 -0.72 -1.45
206 US30 -2.90 -1.02
207 US5 -0.89 -1.19
208 V2X 18.43 1.99
209 VIX 7.51 0.83
210 VIX_mini 6.16 0.47
211 WHEAT 9.67 1.98
212 WHEAT_ICE 4.05 1.71
213 WHEY -1.22 -0.18
214 YENEUR 1.02 0.41
215 ZAR -3.33 -0.83
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
94 FTSEINDO -13.82 -1.87
55 EU-AUTO -11.88 -1.64
58 EU-CONSTRUCTION -8.92 -1.61
66 EU-HOUSE -8.41 -1.77
65 EU-HEALTH -7.96 -1.87
137 MID-DAX -7.77 -1.64
74 EU-TRAVEL -7.07 -1.13
56 EU-BANKS -7.06 -0.91
166 ROBUSTA -6.94 -0.58
84 EUROSTX-SMALL -6.65 -1.90
176 SMI-MID -6.61 -1.92
189 SWISSLEAD -6.60 -2.01
36 COCOA -5.80 -0.22
31 CLP -5.80 -1.72
72 EU-RETAIL -5.78 -1.15
91 FTSE250 -5.78 -1.90
9 BOVESPA -5.72 -1.00
196 US-MATERIAL -5.62 -0.94
52 EPRA-EUROPE -5.57 -1.43
143 MSCIEAFA -5.50 -1.23
48 DAX -5.09 -1.29
199 US-STAPLES -5.08 -1.28
182 SP400 -5.07 -1.03
64 EU-FOOD -5.06 -1.10
89 FEEDCOW -5.05 -0.91
194 US-HEALTH -4.94 -1.08
175 SMI -4.93 -1.48
49 DJSTX-SMALL -4.92 -1.39
50 DOW -4.87 -1.16
96 FTSEVIET -4.85 -0.65
195 US-INDUSTRY -4.67 -0.96
168 RUSSELL -4.57 -0.73
71 EU-REALESTATE -4.53 -1.13
18 CAC -4.48 -1.45
150 NIKKEI -4.40 -0.47
47 CZK -4.29 -2.01
83 EUROSTX-LARGE -4.17 -1.16
82 EUROSTX -4.10 -1.06
161 PLN -4.08 -1.73
159 PALLAD -4.07 -0.14
118 IBEX -3.97 -0.86
57 EU-BASIC -3.91 -0.46
119 IBEX_mini -3.84 -0.85
125 JPY -3.76 -1.20
169 SEK -3.76 -1.18
142 MSCIASIA -3.71 -0.85
126 JPY_mini -3.69 -1.19
162 R1000 -3.57 -1.00
190 TOPIX -3.55 -0.55
93 FTSECHINAH -3.49 -0.51
215 ZAR -3.33 -0.83
108 GILT -3.31 -1.81
134 LIVECOW -3.27 -0.63
144 MSCIEMASIA -3.25 -0.61
151 NIKKEI400 -3.20 -0.49
85 EUROSTX200-LARGE -3.18 -1.01
184 SPI200 -3.14 -0.91
132 KRWUSD_mini -3.12 -0.96
81 EURO600 -3.11 -1.00
77 EURAUD -3.10 -1.53
113 HANGTECH -3.07 -0.35
59 EU-DIV30 -2.97 -0.80
78 EURCAD -2.91 -1.79
206 US30 -2.90 -1.02
135 LUMBER-new -2.82 -0.52
192 US-DISCRETE -2.79 -0.49
145 MSCISING -2.77 -0.55
86 EUR_micro -2.76 -1.23
112 HANGENT_mini -2.69 -0.41
153 NZD -2.67 -0.92
13 BTP -2.67 -2.52
204 US20 -2.66 -1.18
158 OMX-SWE -2.60 -0.67
114 HANG_mini -2.59 -0.42
69 EU-MID -2.59 -0.86
110 HANG -2.58 -0.42
148 MXP -2.45 -0.87
111 HANGENT -2.39 -0.36
28 CHF -2.21 -0.69
198 US-REALESTATE -2.15 -0.53
8 BONO -2.10 -2.15
197 US-PROPERTY -2.06 -0.48
154 OAT -2.01 -1.91
136 MIB -1.97 -0.43
146 MSCITAIWAN -1.97 -0.32
191 TWD -1.95 -0.66
128 KOSPI -1.92 -0.18
129 KOSPI_mini -1.77 -0.17
37 COCOA_LDN -1.75 -0.07
67 EU-INSURE -1.58 -0.34
121 IRS -1.52 -0.69
15 BUND -1.50 -1.50
183 SP500_micro -1.45 -0.36
202 US10U -1.41 -1.02
20 CAD10 -1.39 -1.10
103 GBP -1.38 -0.57
105 GBPEUR -1.37 -1.04
17 BUXL -1.35 -0.53
213 WHEY -1.22 -0.18
124 JP-REALESTATE -1.19 -0.30
7 BOBL -1.19 -2.18
68 EU-MEDIA -1.15 -0.14
201 US10 -1.12 -0.95
180 SOYMEAL -1.11 -0.20
90 FTSE100 -1.09 -0.34
152 NOK -1.05 -0.31
30 CHINAA-CON -1.04 -0.22
130 KR10 -1.00 -0.53
22 CAD5 -0.96 -1.34
14 BTP3 -0.94 -4.08
207 US5 -0.89 -1.19
205 US3 -0.72 -1.45
26 CH10 -0.65 -0.76
172 SHATZ -0.65 -3.77
203 US2 -0.56 -1.85
79 EURCHF -0.54 -0.42
123 JGB-SGX-mini -0.46 -0.44
21 CAD2 -0.43 -1.86
157 OMX -0.41 -0.08
178 SONIA3 -0.41 -2.35
131 KR3 -0.35 -0.63
80 EURIBOR-ICE -0.33 -2.30
122 JGB -0.30 -0.29
88 FED -0.25 -1.24
117 HOUSE-US -0.16 -0.46
24 CAD_micro -0.16 -0.08
177 SOFR -0.12 -0.50
19 CAD -0.10 -0.05
33 CNH-onshore 0.11 0.04
76 EUA 0.11 0.01
38 COFFEE 0.14 0.01
32 CNH 0.15 0.26
92 FTSECHINAA 0.15 0.04
16 BUTTER 0.23 0.02
179 SOYBEAN_mini 0.37 0.08
4 AUD_micro 0.46 0.15
104 GBPCHF 0.48 0.24
149 NASDAQ_micro 0.70 0.12
75 EU-UTILS 0.72 0.18
10 BRE 0.93 0.30
133 LEANHOG 0.99 0.19
102 GAS_US_mini 1.01 0.03
214 YENEUR 1.02 0.41
41 COPPER_LME 1.12 0.12
200 US-UTILS 1.13 0.20
95 FTSETAIWAN 1.14 0.20
97 GAS-LAST 1.21 0.03
167 RUBBER 1.40 0.26
171 SGD_mini 1.45 1.27
170 SGD 1.54 1.20
29 CHFJPY 1.56 0.55
98 GAS-PEN 1.62 0.04
61 EU-DJ-TECH 1.73 0.18
0 AEX 1.74 0.37
147 MUMMY 1.77 0.24
127 KOSDAQ 1.85 0.13
63 EU-DJ-UTIL 1.97 0.48
106 GBPJPY 2.21 0.82
39 COPPER 2.52 0.20
40 COPPER-micro 2.60 0.20
109 GOLD_micro 2.75 0.20
165 RICE 2.81 0.43
51 DX 2.92 1.44
73 EU-TECH 3.14 0.35
62 EU-DJ-TELECOM 3.22 0.57
187 SUGAR16 3.24 0.95
188 SUGAR_WHITE 3.32 0.53
43 COTTON 3.47 1.07
25 CANOLA 3.61 0.82
23 CADJPY 3.68 1.37
163 RAPESEED 3.97 1.06
212 WHEAT_ICE 4.05 1.71
42 CORN 4.12 1.18
3 AUDJPY 4.20 1.40
87 FANG 4.22 0.58
27 CHEESE 4.29 0.48
138 MILK 4.42 0.49
186 SUGAR11 4.58 0.61
185 STEEL 5.21 2.44
160 PLAT 5.73 0.17
210 VIX_mini 6.16 0.47
44 COTTON2 7.34 2.45
209 VIX 7.51 0.83
60 EU-DJ-OIL 8.07 1.31
193 US-ENERGY 8.17 1.18
141 MILLWHEAT 8.92 2.47
211 WHEAT 9.67 1.98
120 IRON 10.18 1.92
181 SOYOIL 10.30 1.78
6 BITCOIN 10.35 0.44
174 SILVER-mini 11.15 0.22
173 SILVER 11.52 0.23
1 ALUMINIUM 11.78 1.32
164 REDWHEAT 12.06 1.94
140 MILKWET 12.29 1.03
139 MILKDRY 12.39 1.15
2 ALUMINIUM_LME 12.44 2.01
70 EU-OIL 12.84 1.99
35 COAL-GEORDIE 14.18 2.14
156 OJ 14.86 0.55
5 BBCOMM 14.86 2.02
34 COAL 14.92 2.03
155 OATIES 16.37 2.07
208 V2X 18.43 1.99
54 ETHEREUM 19.24 0.53
53 ETHER-micro 19.70 0.53
107 GICS 25.61 3.77
100 GASOLINE 33.24 4.30
101 GASOLINE_ICE 40.89 5.00
12 BRENT_W 42.89 4.70
11 BRENT-LAST 45.73 4.74
46 CRUDE_W_micro 45.78 4.66
115 HEATOIL 46.61 4.65
45 CRUDE_ICE 47.74 4.91
99 GASOIL 50.63 5.48
116 HEATOIL-ICE 76.66 6.37
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
14 BTP3 -0.94 -4.08
172 SHATZ -0.65 -3.77
13 BTP -2.67 -2.52
178 SONIA3 -0.41 -2.35
80 EURIBOR-ICE -0.33 -2.30
7 BOBL -1.19 -2.18
8 BONO -2.10 -2.15
189 SWISSLEAD -6.60 -2.01
47 CZK -4.29 -2.01
176 SMI-MID -6.61 -1.92
154 OAT -2.01 -1.91
91 FTSE250 -5.78 -1.90
84 EUROSTX-SMALL -6.65 -1.90
94 FTSEINDO -13.82 -1.87
65 EU-HEALTH -7.96 -1.87
21 CAD2 -0.43 -1.86
203 US2 -0.56 -1.85
108 GILT -3.31 -1.81
78 EURCAD -2.91 -1.79
66 EU-HOUSE -8.41 -1.77
161 PLN -4.08 -1.73
31 CLP -5.80 -1.72
55 EU-AUTO -11.88 -1.64
137 MID-DAX -7.77 -1.64
58 EU-CONSTRUCTION -8.92 -1.61
77 EURAUD -3.10 -1.53
15 BUND -1.50 -1.50
175 SMI -4.93 -1.48
18 CAC -4.48 -1.45
205 US3 -0.72 -1.45
52 EPRA-EUROPE -5.57 -1.43
49 DJSTX-SMALL -4.92 -1.39
22 CAD5 -0.96 -1.34
48 DAX -5.09 -1.29
199 US-STAPLES -5.08 -1.28
88 FED -0.25 -1.24
86 EUR_micro -2.76 -1.23
143 MSCIEAFA -5.50 -1.23
125 JPY -3.76 -1.20
126 JPY_mini -3.69 -1.19
207 US5 -0.89 -1.19
169 SEK -3.76 -1.18
204 US20 -2.66 -1.18
83 EUROSTX-LARGE -4.17 -1.16
50 DOW -4.87 -1.16
72 EU-RETAIL -5.78 -1.15
71 EU-REALESTATE -4.53 -1.13
74 EU-TRAVEL -7.07 -1.13
64 EU-FOOD -5.06 -1.10
20 CAD10 -1.39 -1.10
194 US-HEALTH -4.94 -1.08
82 EUROSTX -4.10 -1.06
105 GBPEUR -1.37 -1.04
182 SP400 -5.07 -1.03
206 US30 -2.90 -1.02
202 US10U -1.41 -1.02
85 EUROSTX200-LARGE -3.18 -1.01
9 BOVESPA -5.72 -1.00
81 EURO600 -3.11 -1.00
162 R1000 -3.57 -1.00
195 US-INDUSTRY -4.67 -0.96
132 KRWUSD_mini -3.12 -0.96
201 US10 -1.12 -0.95
196 US-MATERIAL -5.62 -0.94
153 NZD -2.67 -0.92
184 SPI200 -3.14 -0.91
89 FEEDCOW -5.05 -0.91
56 EU-BANKS -7.06 -0.91
148 MXP -2.45 -0.87
118 IBEX -3.97 -0.86
69 EU-MID -2.59 -0.86
142 MSCIASIA -3.71 -0.85
119 IBEX_mini -3.84 -0.85
215 ZAR -3.33 -0.83
59 EU-DIV30 -2.97 -0.80
26 CH10 -0.65 -0.76
168 RUSSELL -4.57 -0.73
121 IRS -1.52 -0.69
28 CHF -2.21 -0.69
158 OMX-SWE -2.60 -0.67
191 TWD -1.95 -0.66
96 FTSEVIET -4.85 -0.65
131 KR3 -0.35 -0.63
134 LIVECOW -3.27 -0.63
144 MSCIEMASIA -3.25 -0.61
166 ROBUSTA -6.94 -0.58
103 GBP -1.38 -0.57
190 TOPIX -3.55 -0.55
145 MSCISING -2.77 -0.55
198 US-REALESTATE -2.15 -0.53
130 KR10 -1.00 -0.53
17 BUXL -1.35 -0.53
135 LUMBER-new -2.82 -0.52
93 FTSECHINAH -3.49 -0.51
177 SOFR -0.12 -0.50
151 NIKKEI400 -3.20 -0.49
192 US-DISCRETE -2.79 -0.49
197 US-PROPERTY -2.06 -0.48
150 NIKKEI -4.40 -0.47
57 EU-BASIC -3.91 -0.46
117 HOUSE-US -0.16 -0.46
123 JGB-SGX-mini -0.46 -0.44
136 MIB -1.97 -0.43
110 HANG -2.58 -0.42
114 HANG_mini -2.59 -0.42
79 EURCHF -0.54 -0.42
112 HANGENT_mini -2.69 -0.41
183 SP500_micro -1.45 -0.36
111 HANGENT -2.39 -0.36
113 HANGTECH -3.07 -0.35
90 FTSE100 -1.09 -0.34
67 EU-INSURE -1.58 -0.34
146 MSCITAIWAN -1.97 -0.32
152 NOK -1.05 -0.31
124 JP-REALESTATE -1.19 -0.30
122 JGB -0.30 -0.29
36 COCOA -5.80 -0.22
30 CHINAA-CON -1.04 -0.22
180 SOYMEAL -1.11 -0.20
128 KOSPI -1.92 -0.18
213 WHEY -1.22 -0.18
129 KOSPI_mini -1.77 -0.17
159 PALLAD -4.07 -0.14
68 EU-MEDIA -1.15 -0.14
24 CAD_micro -0.16 -0.08
157 OMX -0.41 -0.08
37 COCOA_LDN -1.75 -0.07
19 CAD -0.10 -0.05
76 EUA 0.11 0.01
38 COFFEE 0.14 0.01
16 BUTTER 0.23 0.02
102 GAS_US_mini 1.01 0.03
97 GAS-LAST 1.21 0.03
92 FTSECHINAA 0.15 0.04
33 CNH-onshore 0.11 0.04
98 GAS-PEN 1.62 0.04
179 SOYBEAN_mini 0.37 0.08
41 COPPER_LME 1.12 0.12
149 NASDAQ_micro 0.70 0.12
127 KOSDAQ 1.85 0.13
4 AUD_micro 0.46 0.15
160 PLAT 5.73 0.17
75 EU-UTILS 0.72 0.18
61 EU-DJ-TECH 1.73 0.18
133 LEANHOG 0.99 0.19
109 GOLD_micro 2.75 0.20
95 FTSETAIWAN 1.14 0.20
39 COPPER 2.52 0.20
200 US-UTILS 1.13 0.20
40 COPPER-micro 2.60 0.20
174 SILVER-mini 11.15 0.22
173 SILVER 11.52 0.23
147 MUMMY 1.77 0.24
104 GBPCHF 0.48 0.24
32 CNH 0.15 0.26
167 RUBBER 1.40 0.26
10 BRE 0.93 0.30
73 EU-TECH 3.14 0.35
0 AEX 1.74 0.37
214 YENEUR 1.02 0.41
165 RICE 2.81 0.43
6 BITCOIN 10.35 0.44
210 VIX_mini 6.16 0.47
27 CHEESE 4.29 0.48
63 EU-DJ-UTIL 1.97 0.48
138 MILK 4.42 0.49
188 SUGAR_WHITE 3.32 0.53
53 ETHER-micro 19.70 0.53
54 ETHEREUM 19.24 0.53
29 CHFJPY 1.56 0.55
156 OJ 14.86 0.55
62 EU-DJ-TELECOM 3.22 0.57
87 FANG 4.22 0.58
186 SUGAR11 4.58 0.61
25 CANOLA 3.61 0.82
106 GBPJPY 2.21 0.82
209 VIX 7.51 0.83
187 SUGAR16 3.24 0.95
140 MILKWET 12.29 1.03
163 RAPESEED 3.97 1.06
43 COTTON 3.47 1.07
139 MILKDRY 12.39 1.15
193 US-ENERGY 8.17 1.18
42 CORN 4.12 1.18
170 SGD 1.54 1.20
171 SGD_mini 1.45 1.27
60 EU-DJ-OIL 8.07 1.31
1 ALUMINIUM 11.78 1.32
23 CADJPY 3.68 1.37
3 AUDJPY 4.20 1.40
51 DX 2.92 1.44
212 WHEAT_ICE 4.05 1.71
181 SOYOIL 10.30 1.78
120 IRON 10.18 1.92
164 REDWHEAT 12.06 1.94
211 WHEAT 9.67 1.98
208 V2X 18.43 1.99
70 EU-OIL 12.84 1.99
2 ALUMINIUM_LME 12.44 2.01
5 BBCOMM 14.86 2.02
34 COAL 14.92 2.03
155 OATIES 16.37 2.07
35 COAL-GEORDIE 14.18 2.14
185 STEEL 5.21 2.44
44 COTTON2 7.34 2.45
141 MILLWHEAT 8.92 2.47
107 GICS 25.61 3.77
100 GASOLINE 33.24 4.30
115 HEATOIL 46.61 4.65
46 CRUDE_W_micro 45.78 4.66
12 BRENT_W 42.89 4.70
11 BRENT-LAST 45.73 4.74
45 CRUDE_ICE 47.74 4.91
101 GASOLINE_ICE 40.89 5.00
99 GASOIL 50.63 5.48
116 HEATOIL-ICE 76.66 6.37
==================================================
Market moves for period 3M, sort by name (3M/name)
==================================================
name change vol_adjusted
0 AEX 6.80 0.92
1 ALUMINIUM 14.99 1.46
2 ALUMINIUM_LME 18.21 2.13
3 AUDJPY 10.31 1.91
4 AUD_micro 6.71 1.82
5 BBCOMM 22.14 2.94
6 BITCOIN -18.29 -0.63
7 BOBL -0.45 -0.37
8 BONO -0.72 -0.32
9 BOVESPA 8.59 0.86
10 BRE 7.41 1.15
11 BRENT-LAST 67.91 4.53
12 BRENT_W 65.78 4.45
13 BTP -1.17 -0.50
14 BTP3 -0.59 -1.04
15 BUND -0.29 -0.14
16 BUTTER 1.00 0.07
17 BUXL -0.40 -0.08
18 CAC -2.74 -0.42
19 CAD 0.30 0.11
20 CAD10 0.30 0.10
21 CAD2 -0.14 -0.21
22 CAD5 -0.07 -0.04
23 CADJPY 3.50 0.79
24 CAD_micro 0.23 0.09
25 CANOLA 12.44 1.28
26 CH10 -0.24 -0.11
27 CHEESE 2.10 0.18
28 CHF 0.05 0.01
29 CHFJPY 3.13 0.80
30 CHINAA-CON 0.37 0.04
31 CLP -0.27 -0.06
32 CNH -1.60 -1.34
33 CNH-onshore 1.65 1.61
34 COAL 34.20 2.82
35 COAL-GEORDIE 29.61 2.91
36 COCOA -43.90 -1.51
37 COCOA_LDN -43.30 -1.60
38 COFFEE -12.78 -0.56
39 COPPER 6.11 0.42
40 COPPER-micro 6.52 0.44
41 COPPER_LME 10.56 0.87
42 CORN 4.29 0.69
43 COTTON 0.46 0.08
44 COTTON2 6.37 1.22
45 CRUDE_ICE 70.57 4.33
46 CRUDE_W_micro 65.05 4.29
47 CZK -3.16 -0.82
48 DAX -2.65 -0.36
49 DJSTX-SMALL 0.57 0.09
50 DOW -3.54 -0.51
51 DX 1.99 0.67
52 EPRA-EUROPE 4.21 0.66
53 ETHER-micro -22.85 -0.44
54 ETHEREUM -23.04 -0.46
55 EU-AUTO -14.52 -1.25
56 EU-BANKS -5.53 -0.51
57 EU-BASIC 17.92 1.66
58 EU-CONSTRUCTION -4.28 -0.48
59 EU-DIV30 0.55 0.09
60 EU-DJ-OIL 30.83 3.10
61 EU-DJ-TECH 6.89 0.58
62 EU-DJ-TELECOM 23.88 3.01
63 EU-DJ-UTIL 16.14 2.91
64 EU-FOOD 3.25 0.36
65 EU-HEALTH 0.92 0.12
66 EU-HOUSE -9.41 -1.22
67 EU-INSURE -3.41 -0.46
68 EU-MEDIA -12.25 -1.31
69 EU-MID 4.68 0.83
70 EU-OIL 29.42 3.31
71 EU-REALESTATE 4.56 0.69
72 EU-RETAIL -3.18 -0.33
73 EU-TECH 2.12 0.21
74 EU-TRAVEL -8.65 -0.88
75 EU-UTILS 16.39 2.88
76 EUA -21.40 -2.35
77 EURAUD -8.81 -2.42
78 EURCAD -2.91 -0.95
79 EURCHF -2.42 -1.24
80 EURIBOR-ICE -0.08 -0.26
81 EURO600 3.09 0.53
82 EUROSTX 0.09 0.01
83 EUROSTX-LARGE 1.33 0.20
84 EUROSTX-SMALL -1.59 -0.26
85 EUROSTX200-LARGE 3.00 0.52
86 EUR_micro -2.39 -0.85
87 FANG -7.87 -0.65
88 FED -0.35 -0.98
89 FEEDCOW 3.40 0.23
90 FTSE100 6.01 1.11
91 FTSE250 -1.39 -0.24
92 FTSECHINAA -0.48 -0.05
93 FTSECHINAH -1.93 -0.15
94 FTSEINDO -17.26 -1.83
95 FTSETAIWAN 19.30 1.62
96 FTSEVIET 2.86 0.20
97 GAS-LAST -9.10 -0.22
98 GAS-PEN 1.07 0.02
99 GASOIL 73.94 3.65
100 GASOLINE 46.83 3.88
101 GASOLINE_ICE 55.50 4.13
102 GAS_US_mini -1.15 -0.03
103 GBP -0.19 -0.05
104 GBPCHF -0.68 -0.23
105 GBPEUR -2.14 -0.97
106 GBPJPY 2.65 0.65
107 GICS 35.58 4.24
108 GILT -2.54 -0.64
109 GOLD_micro 13.85 1.33
110 HANG 1.82 0.16
111 HANGENT -0.32 -0.03
112 HANGENT_mini -0.30 -0.02
113 HANGTECH -6.52 -0.38
114 HANG_mini 1.49 0.13
115 HEATOIL 64.26 3.29
116 HEATOIL-ICE 106.58 4.16
117 HOUSE-US -0.33 -0.38
118 IBEX 0.57 0.08
119 IBEX_mini 0.82 0.11
120 IRON 4.12 0.50
121 IRS 3.03 0.65
122 JGB -1.24 -1.00
123 JGB-SGX-mini -1.21 -0.94
124 JP-REALESTATE -1.04 -0.16
125 JPY -3.05 -0.68
126 JPY_mini -3.02 -0.67
127 KOSDAQ 27.78 2.12
128 KOSPI 45.06 2.78
129 KOSPI_mini 45.42 2.80
130 KR10 -2.35 -0.73
131 KR3 -0.60 -0.51
132 KRWUSD_mini -1.32 -0.30
133 LEANHOG 5.93 0.58
134 LIVECOW 2.22 0.16
135 LUMBER-new -4.21 -0.39
136 MIB 0.24 0.03
137 MID-DAX -4.15 -0.47
138 MILK 3.74 0.33
139 MILKDRY 32.11 5.31
140 MILKWET 37.64 3.62
141 MILLWHEAT 9.76 1.37
142 MSCIASIA 9.37 1.06
143 MSCIEAFA 2.20 0.30
144 MSCIEMASIA 11.41 1.22
145 MSCISING 0.81 0.09
146 MSCITAIWAN 21.44 1.70
147 MUMMY 16.74 1.10
148 MXP 2.62 0.74
149 NASDAQ_micro -2.67 -0.27
150 NIKKEI 9.77 0.75
151 NIKKEI400 8.86 1.02
152 NOK 5.64 1.30
153 NZD 0.94 0.22
154 OAT -0.20 -0.09
155 OATIES 24.15 1.71
156 OJ 29.69 0.71
157 OMX 8.04 1.08
158 OMX-SWE 7.28 1.05
159 PALLAD -5.30 -0.24
160 PLAT 7.07 0.41
161 PLN -3.69 -0.95
162 R1000 2.05 0.32
163 RAPESEED 8.52 1.23
164 REDWHEAT 18.25 1.71
165 RICE 13.53 1.02
166 ROBUSTA -5.26 -0.20
167 RUBBER 11.42 1.53
168 RUSSELL -1.99 -0.17
169 SEK -1.08 -0.26
170 SGD -0.15 -0.08
171 SGD_mini -0.34 -0.19
172 SHATZ -0.45 -1.19
173 SILVER 21.54 1.17
174 SILVER-mini 20.96 1.15
175 SMI -0.45 -0.08
176 SMI-MID 0.24 0.04
177 SOFR 0.05 0.12
178 SONIA3 -0.35 -0.90
179 SOYBEAN_mini 6.77 0.73
180 SOYMEAL -0.19 -0.02
181 SOYOIL 29.18 2.57
182 SP400 -0.24 -0.03
183 SP500_micro -2.28 -0.32
184 SPI200 0.63 0.12
185 STEEL 11.00 2.02
186 SUGAR11 0.21 0.02
187 SUGAR16 -1.47 -0.27
188 SUGAR_WHITE 1.04 0.09
189 SWISSLEAD -3.41 -0.57
190 TOPIX 8.58 1.01
191 TWD -1.21 -0.24
192 US-DISCRETE -9.22 -0.89
193 US-ENERGY 30.92 3.09
194 US-HEALTH -2.83 -0.33
195 US-INDUSTRY 5.91 0.74
196 US-MATERIAL 8.68 0.92
197 US-PROPERTY 4.81 0.65
198 US-REALESTATE 3.87 0.53
199 US-STAPLES 6.33 0.94
200 US-UTILS 9.56 1.13
201 US10 -0.42 -0.19
202 US10U -0.41 -0.15
203 US2 -0.49 -0.78
204 US20 -0.22 -0.05
205 US3 -0.50 -0.50
206 US30 -0.37 -0.07
207 US5 -0.53 -0.35
208 V2X 25.85 1.45
209 VIX 7.76 0.45
210 VIX_mini 8.88 0.34
211 WHEAT 13.93 1.48
212 WHEAT_ICE 2.20 0.42
213 WHEY 8.33 0.48
214 YENEUR 0.69 0.21
215 ZAR 0.89 0.18
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
36 COCOA -43.90 -1.51
37 COCOA_LDN -43.30 -1.60
54 ETHEREUM -23.04 -0.46
53 ETHER-micro -22.85 -0.44
76 EUA -21.40 -2.35
6 BITCOIN -18.29 -0.63
94 FTSEINDO -17.26 -1.83
55 EU-AUTO -14.52 -1.25
38 COFFEE -12.78 -0.56
68 EU-MEDIA -12.25 -1.31
66 EU-HOUSE -9.41 -1.22
192 US-DISCRETE -9.22 -0.89
97 GAS-LAST -9.10 -0.22
77 EURAUD -8.81 -2.42
74 EU-TRAVEL -8.65 -0.88
87 FANG -7.87 -0.65
113 HANGTECH -6.52 -0.38
56 EU-BANKS -5.53 -0.51
159 PALLAD -5.30 -0.24
166 ROBUSTA -5.26 -0.20
58 EU-CONSTRUCTION -4.28 -0.48
135 LUMBER-new -4.21 -0.39
137 MID-DAX -4.15 -0.47
161 PLN -3.69 -0.95
50 DOW -3.54 -0.51
67 EU-INSURE -3.41 -0.46
189 SWISSLEAD -3.41 -0.57
72 EU-RETAIL -3.18 -0.33
47 CZK -3.16 -0.82
125 JPY -3.05 -0.68
126 JPY_mini -3.02 -0.67
78 EURCAD -2.91 -0.95
194 US-HEALTH -2.83 -0.33
18 CAC -2.74 -0.42
149 NASDAQ_micro -2.67 -0.27
48 DAX -2.65 -0.36
108 GILT -2.54 -0.64
79 EURCHF -2.42 -1.24
86 EUR_micro -2.39 -0.85
130 KR10 -2.35 -0.73
183 SP500_micro -2.28 -0.32
105 GBPEUR -2.14 -0.97
168 RUSSELL -1.99 -0.17
93 FTSECHINAH -1.93 -0.15
32 CNH -1.60 -1.34
84 EUROSTX-SMALL -1.59 -0.26
187 SUGAR16 -1.47 -0.27
91 FTSE250 -1.39 -0.24
132 KRWUSD_mini -1.32 -0.30
122 JGB -1.24 -1.00
191 TWD -1.21 -0.24
123 JGB-SGX-mini -1.21 -0.94
13 BTP -1.17 -0.50
102 GAS_US_mini -1.15 -0.03
169 SEK -1.08 -0.26
124 JP-REALESTATE -1.04 -0.16
8 BONO -0.72 -0.32
104 GBPCHF -0.68 -0.23
131 KR3 -0.60 -0.51
14 BTP3 -0.59 -1.04
207 US5 -0.53 -0.35
205 US3 -0.50 -0.50
203 US2 -0.49 -0.78
92 FTSECHINAA -0.48 -0.05
172 SHATZ -0.45 -1.19
175 SMI -0.45 -0.08
7 BOBL -0.45 -0.37
201 US10 -0.42 -0.19
202 US10U -0.41 -0.15
17 BUXL -0.40 -0.08
206 US30 -0.37 -0.07
178 SONIA3 -0.35 -0.90
88 FED -0.35 -0.98
171 SGD_mini -0.34 -0.19
117 HOUSE-US -0.33 -0.38
111 HANGENT -0.32 -0.03
112 HANGENT_mini -0.30 -0.02
15 BUND -0.29 -0.14
31 CLP -0.27 -0.06
26 CH10 -0.24 -0.11
182 SP400 -0.24 -0.03
204 US20 -0.22 -0.05
154 OAT -0.20 -0.09
180 SOYMEAL -0.19 -0.02
103 GBP -0.19 -0.05
170 SGD -0.15 -0.08
21 CAD2 -0.14 -0.21
80 EURIBOR-ICE -0.08 -0.26
22 CAD5 -0.07 -0.04
177 SOFR 0.05 0.12
28 CHF 0.05 0.01
82 EUROSTX 0.09 0.01
186 SUGAR11 0.21 0.02
24 CAD_micro 0.23 0.09
136 MIB 0.24 0.03
176 SMI-MID 0.24 0.04
20 CAD10 0.30 0.10
19 CAD 0.30 0.11
30 CHINAA-CON 0.37 0.04
43 COTTON 0.46 0.08
59 EU-DIV30 0.55 0.09
118 IBEX 0.57 0.08
49 DJSTX-SMALL 0.57 0.09
184 SPI200 0.63 0.12
214 YENEUR 0.69 0.21
145 MSCISING 0.81 0.09
119 IBEX_mini 0.82 0.11
215 ZAR 0.89 0.18
65 EU-HEALTH 0.92 0.12
153 NZD 0.94 0.22
16 BUTTER 1.00 0.07
188 SUGAR_WHITE 1.04 0.09
98 GAS-PEN 1.07 0.02
83 EUROSTX-LARGE 1.33 0.20
114 HANG_mini 1.49 0.13
33 CNH-onshore 1.65 1.61
110 HANG 1.82 0.16
51 DX 1.99 0.67
162 R1000 2.05 0.32
27 CHEESE 2.10 0.18
73 EU-TECH 2.12 0.21
212 WHEAT_ICE 2.20 0.42
143 MSCIEAFA 2.20 0.30
134 LIVECOW 2.22 0.16
148 MXP 2.62 0.74
106 GBPJPY 2.65 0.65
96 FTSEVIET 2.86 0.20
85 EUROSTX200-LARGE 3.00 0.52
121 IRS 3.03 0.65
81 EURO600 3.09 0.53
29 CHFJPY 3.13 0.80
64 EU-FOOD 3.25 0.36
89 FEEDCOW 3.40 0.23
23 CADJPY 3.50 0.79
138 MILK 3.74 0.33
198 US-REALESTATE 3.87 0.53
120 IRON 4.12 0.50
52 EPRA-EUROPE 4.21 0.66
42 CORN 4.29 0.69
71 EU-REALESTATE 4.56 0.69
69 EU-MID 4.68 0.83
197 US-PROPERTY 4.81 0.65
152 NOK 5.64 1.30
195 US-INDUSTRY 5.91 0.74
133 LEANHOG 5.93 0.58
90 FTSE100 6.01 1.11
39 COPPER 6.11 0.42
199 US-STAPLES 6.33 0.94
44 COTTON2 6.37 1.22
40 COPPER-micro 6.52 0.44
4 AUD_micro 6.71 1.82
179 SOYBEAN_mini 6.77 0.73
0 AEX 6.80 0.92
61 EU-DJ-TECH 6.89 0.58
160 PLAT 7.07 0.41
158 OMX-SWE 7.28 1.05
10 BRE 7.41 1.15
209 VIX 7.76 0.45
157 OMX 8.04 1.08
213 WHEY 8.33 0.48
163 RAPESEED 8.52 1.23
190 TOPIX 8.58 1.01
9 BOVESPA 8.59 0.86
196 US-MATERIAL 8.68 0.92
151 NIKKEI400 8.86 1.02
210 VIX_mini 8.88 0.34
142 MSCIASIA 9.37 1.06
200 US-UTILS 9.56 1.13
141 MILLWHEAT 9.76 1.37
150 NIKKEI 9.77 0.75
3 AUDJPY 10.31 1.91
41 COPPER_LME 10.56 0.87
185 STEEL 11.00 2.02
144 MSCIEMASIA 11.41 1.22
167 RUBBER 11.42 1.53
25 CANOLA 12.44 1.28
165 RICE 13.53 1.02
109 GOLD_micro 13.85 1.33
211 WHEAT 13.93 1.48
1 ALUMINIUM 14.99 1.46
63 EU-DJ-UTIL 16.14 2.91
75 EU-UTILS 16.39 2.88
147 MUMMY 16.74 1.10
57 EU-BASIC 17.92 1.66
2 ALUMINIUM_LME 18.21 2.13
164 REDWHEAT 18.25 1.71
95 FTSETAIWAN 19.30 1.62
174 SILVER-mini 20.96 1.15
146 MSCITAIWAN 21.44 1.70
173 SILVER 21.54 1.17
5 BBCOMM 22.14 2.94
62 EU-DJ-TELECOM 23.88 3.01
155 OATIES 24.15 1.71
208 V2X 25.85 1.45
127 KOSDAQ 27.78 2.12
181 SOYOIL 29.18 2.57
70 EU-OIL 29.42 3.31
35 COAL-GEORDIE 29.61 2.91
156 OJ 29.69 0.71
60 EU-DJ-OIL 30.83 3.10
193 US-ENERGY 30.92 3.09
139 MILKDRY 32.11 5.31
34 COAL 34.20 2.82
107 GICS 35.58 4.24
140 MILKWET 37.64 3.62
128 KOSPI 45.06 2.78
129 KOSPI_mini 45.42 2.80
100 GASOLINE 46.83 3.88
101 GASOLINE_ICE 55.50 4.13
115 HEATOIL 64.26 3.29
46 CRUDE_W_micro 65.05 4.29
12 BRENT_W 65.78 4.45
11 BRENT-LAST 67.91 4.53
45 CRUDE_ICE 70.57 4.33
99 GASOIL 73.94 3.65
116 HEATOIL-ICE 106.58 4.16
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
77 EURAUD -8.81 -2.42
76 EUA -21.40 -2.35
94 FTSEINDO -17.26 -1.83
37 COCOA_LDN -43.30 -1.60
36 COCOA -43.90 -1.51
32 CNH -1.60 -1.34
68 EU-MEDIA -12.25 -1.31
55 EU-AUTO -14.52 -1.25
79 EURCHF -2.42 -1.24
66 EU-HOUSE -9.41 -1.22
172 SHATZ -0.45 -1.19
14 BTP3 -0.59 -1.04
122 JGB -1.24 -1.00
88 FED -0.35 -0.98
105 GBPEUR -2.14 -0.97
161 PLN -3.69 -0.95
78 EURCAD -2.91 -0.95
123 JGB-SGX-mini -1.21 -0.94
178 SONIA3 -0.35 -0.90
192 US-DISCRETE -9.22 -0.89
74 EU-TRAVEL -8.65 -0.88
86 EUR_micro -2.39 -0.85
47 CZK -3.16 -0.82
203 US2 -0.49 -0.78
130 KR10 -2.35 -0.73
125 JPY -3.05 -0.68
126 JPY_mini -3.02 -0.67
87 FANG -7.87 -0.65
108 GILT -2.54 -0.64
6 BITCOIN -18.29 -0.63
189 SWISSLEAD -3.41 -0.57
38 COFFEE -12.78 -0.56
56 EU-BANKS -5.53 -0.51
131 KR3 -0.60 -0.51
50 DOW -3.54 -0.51
13 BTP -1.17 -0.50
205 US3 -0.50 -0.50
58 EU-CONSTRUCTION -4.28 -0.48
137 MID-DAX -4.15 -0.47
54 ETHEREUM -23.04 -0.46
67 EU-INSURE -3.41 -0.46
53 ETHER-micro -22.85 -0.44
18 CAC -2.74 -0.42
135 LUMBER-new -4.21 -0.39
117 HOUSE-US -0.33 -0.38
113 HANGTECH -6.52 -0.38
7 BOBL -0.45 -0.37
48 DAX -2.65 -0.36
207 US5 -0.53 -0.35
72 EU-RETAIL -3.18 -0.33
194 US-HEALTH -2.83 -0.33
183 SP500_micro -2.28 -0.32
8 BONO -0.72 -0.32
132 KRWUSD_mini -1.32 -0.30
187 SUGAR16 -1.47 -0.27
149 NASDAQ_micro -2.67 -0.27
84 EUROSTX-SMALL -1.59 -0.26
169 SEK -1.08 -0.26
80 EURIBOR-ICE -0.08 -0.26
159 PALLAD -5.30 -0.24
91 FTSE250 -1.39 -0.24
191 TWD -1.21 -0.24
104 GBPCHF -0.68 -0.23
97 GAS-LAST -9.10 -0.22
21 CAD2 -0.14 -0.21
166 ROBUSTA -5.26 -0.20
201 US10 -0.42 -0.19
171 SGD_mini -0.34 -0.19
168 RUSSELL -1.99 -0.17
124 JP-REALESTATE -1.04 -0.16
202 US10U -0.41 -0.15
93 FTSECHINAH -1.93 -0.15
15 BUND -0.29 -0.14
26 CH10 -0.24 -0.11
154 OAT -0.20 -0.09
170 SGD -0.15 -0.08
17 BUXL -0.40 -0.08
175 SMI -0.45 -0.08
206 US30 -0.37 -0.07
31 CLP -0.27 -0.06
103 GBP -0.19 -0.05
204 US20 -0.22 -0.05
92 FTSECHINAA -0.48 -0.05
22 CAD5 -0.07 -0.04
182 SP400 -0.24 -0.03
102 GAS_US_mini -1.15 -0.03
111 HANGENT -0.32 -0.03
112 HANGENT_mini -0.30 -0.02
180 SOYMEAL -0.19 -0.02
82 EUROSTX 0.09 0.01
28 CHF 0.05 0.01
186 SUGAR11 0.21 0.02
98 GAS-PEN 1.07 0.02
136 MIB 0.24 0.03
176 SMI-MID 0.24 0.04
30 CHINAA-CON 0.37 0.04
16 BUTTER 1.00 0.07
118 IBEX 0.57 0.08
43 COTTON 0.46 0.08
188 SUGAR_WHITE 1.04 0.09
24 CAD_micro 0.23 0.09
145 MSCISING 0.81 0.09
59 EU-DIV30 0.55 0.09
49 DJSTX-SMALL 0.57 0.09
20 CAD10 0.30 0.10
19 CAD 0.30 0.11
119 IBEX_mini 0.82 0.11
65 EU-HEALTH 0.92 0.12
184 SPI200 0.63 0.12
177 SOFR 0.05 0.12
114 HANG_mini 1.49 0.13
110 HANG 1.82 0.16
134 LIVECOW 2.22 0.16
215 ZAR 0.89 0.18
27 CHEESE 2.10 0.18
83 EUROSTX-LARGE 1.33 0.20
96 FTSEVIET 2.86 0.20
73 EU-TECH 2.12 0.21
214 YENEUR 0.69 0.21
153 NZD 0.94 0.22
89 FEEDCOW 3.40 0.23
143 MSCIEAFA 2.20 0.30
162 R1000 2.05 0.32
138 MILK 3.74 0.33
210 VIX_mini 8.88 0.34
64 EU-FOOD 3.25 0.36
160 PLAT 7.07 0.41
39 COPPER 6.11 0.42
212 WHEAT_ICE 2.20 0.42
40 COPPER-micro 6.52 0.44
209 VIX 7.76 0.45
213 WHEY 8.33 0.48
120 IRON 4.12 0.50
85 EUROSTX200-LARGE 3.00 0.52
198 US-REALESTATE 3.87 0.53
81 EURO600 3.09 0.53
133 LEANHOG 5.93 0.58
61 EU-DJ-TECH 6.89 0.58
121 IRS 3.03 0.65
197 US-PROPERTY 4.81 0.65
106 GBPJPY 2.65 0.65
52 EPRA-EUROPE 4.21 0.66
51 DX 1.99 0.67
42 CORN 4.29 0.69
71 EU-REALESTATE 4.56 0.69
156 OJ 29.69 0.71
179 SOYBEAN_mini 6.77 0.73
148 MXP 2.62 0.74
195 US-INDUSTRY 5.91 0.74
150 NIKKEI 9.77 0.75
23 CADJPY 3.50 0.79
29 CHFJPY 3.13 0.80
69 EU-MID 4.68 0.83
9 BOVESPA 8.59 0.86
41 COPPER_LME 10.56 0.87
0 AEX 6.80 0.92
196 US-MATERIAL 8.68 0.92
199 US-STAPLES 6.33 0.94
190 TOPIX 8.58 1.01
165 RICE 13.53 1.02
151 NIKKEI400 8.86 1.02
158 OMX-SWE 7.28 1.05
142 MSCIASIA 9.37 1.06
157 OMX 8.04 1.08
147 MUMMY 16.74 1.10
90 FTSE100 6.01 1.11
200 US-UTILS 9.56 1.13
174 SILVER-mini 20.96 1.15
10 BRE 7.41 1.15
173 SILVER 21.54 1.17
44 COTTON2 6.37 1.22
144 MSCIEMASIA 11.41 1.22
163 RAPESEED 8.52 1.23
25 CANOLA 12.44 1.28
152 NOK 5.64 1.30
109 GOLD_micro 13.85 1.33
141 MILLWHEAT 9.76 1.37
208 V2X 25.85 1.45
1 ALUMINIUM 14.99 1.46
211 WHEAT 13.93 1.48
167 RUBBER 11.42 1.53
33 CNH-onshore 1.65 1.61
95 FTSETAIWAN 19.30 1.62
57 EU-BASIC 17.92 1.66
146 MSCITAIWAN 21.44 1.70
155 OATIES 24.15 1.71
164 REDWHEAT 18.25 1.71
4 AUD_micro 6.71 1.82
3 AUDJPY 10.31 1.91
185 STEEL 11.00 2.02
127 KOSDAQ 27.78 2.12
2 ALUMINIUM_LME 18.21 2.13
181 SOYOIL 29.18 2.57
128 KOSPI 45.06 2.78
129 KOSPI_mini 45.42 2.80
34 COAL 34.20 2.82
75 EU-UTILS 16.39 2.88
63 EU-DJ-UTIL 16.14 2.91
35 COAL-GEORDIE 29.61 2.91
5 BBCOMM 22.14 2.94
62 EU-DJ-TELECOM 23.88 3.01
193 US-ENERGY 30.92 3.09
60 EU-DJ-OIL 30.83 3.10
115 HEATOIL 64.26 3.29
70 EU-OIL 29.42 3.31
140 MILKWET 37.64 3.62
99 GASOIL 73.94 3.65
100 GASOLINE 46.83 3.88
101 GASOLINE_ICE 55.50 4.13
116 HEATOIL-ICE 106.58 4.16
107 GICS 35.58 4.24
46 CRUDE_W_micro 65.05 4.29
45 CRUDE_ICE 70.57 4.33
12 BRENT_W 65.78 4.45
11 BRENT-LAST 67.91 4.53
139 MILKDRY 32.11 5.31
==================================================
Market moves for period 6M, sort by name (6M/name)
==================================================
name change vol_adjusted
0 AEX 9.74 0.53
1 ALUMINIUM 20.06 1.42
2 ALUMINIUM_LME 24.28 2.41
3 AUDJPY 17.23 2.55
4 AUD_micro 5.67 0.88
5 BBCOMM 26.74 2.85
6 BITCOIN -37.86 -1.40
7 BOBL -1.11 -0.51
8 BONO -0.86 -0.21
9 BOVESPA 15.25 1.40
10 BRE 5.66 0.72
11 BRENT-LAST 47.03 2.01
12 BRENT_W 45.20 1.85
13 BTP -0.97 -0.22
14 BTP3 -0.63 -0.61
15 BUND -1.40 -0.35
16 BUTTER -20.40 -1.18
17 BUXL -3.72 -0.37
18 CAC 0.59 0.05
19 CAD -0.21 -0.05
20 CAD10 -1.62 -0.39
21 CAD2 -0.38 -0.54
22 CAD5 -1.17 -0.54
23 CADJPY 10.13 1.62
24 CAD_micro -0.26 -0.06
25 CANOLA 3.98 0.21
26 CH10 -1.75 -0.56
27 CHEESE -0.53 -0.03
28 CHF -2.06 -0.33
29 CHFJPY 8.33 1.65
30 CHINAA-CON -6.69 -0.68
31 CLP 3.52 0.42
32 CNH -1.90 -0.89
33 CNH-onshore 2.03 1.13
34 COAL 28.83 1.55
35 COAL-GEORDIE 23.80 1.19
36 COCOA -53.45 -1.29
37 COCOA_LDN -50.76 -1.63
38 COFFEE -19.13 -0.62
39 COPPER 22.06 0.60
40 COPPER-micro 23.04 0.62
41 COPPER_LME 27.46 2.96
42 CORN 2.24 0.17
43 COTTON -8.43 -0.79
44 COTTON2 -2.44 -0.28
45 CRUDE_ICE 49.49 1.85
46 CRUDE_W_micro 45.04 1.86
47 CZK -4.32 -0.60
48 DAX -0.33 -0.03
49 DJSTX-SMALL 3.74 0.40
50 DOW 0.51 0.05
51 DX 4.04 0.71
52 EPRA-EUROPE 3.46 0.30
53 ETHER-micro -49.42 -0.97
54 ETHEREUM -49.38 -0.95
55 EU-AUTO -14.02 -0.86
56 EU-BANKS 5.47 0.34
57 EU-BASIC 40.92 2.75
58 EU-CONSTRUCTION -0.38 -0.03
59 EU-DIV30 6.47 0.69
60 EU-DJ-OIL 44.91 3.61
61 EU-DJ-TECH 14.92 0.90
62 EU-DJ-TELECOM 18.01 1.38
63 EU-DJ-UTIL 28.73 3.06
64 EU-FOOD 5.54 0.50
65 EU-HEALTH 8.49 0.64
66 EU-HOUSE -3.86 -0.38
67 EU-INSURE 2.01 0.16
68 EU-MEDIA -17.21 -1.31
69 EU-MID 7.58 0.88
70 EU-OIL 39.07 3.33
71 EU-REALESTATE 3.30 0.26
72 EU-RETAIL 5.28 0.38
73 EU-TECH 6.12 0.42
74 EU-TRAVEL -4.84 -0.33
75 EU-UTILS 29.32 2.87
76 EUA -13.53 -0.87
77 EURAUD -9.05 -1.77
78 EURCAD -3.86 -0.82
79 EURCHF -1.72 -0.50
80 EURIBOR-ICE -0.26 -0.54
81 EURO600 8.33 0.92
82 EUROSTX 6.22 0.55
83 EUROSTX-LARGE 7.04 0.68
84 EUROSTX-SMALL 3.16 0.34
85 EUROSTX200-LARGE 8.96 1.01
86 EUR_micro -3.80 -0.63
87 FANG -11.01 -0.82
88 FED -0.49 -0.65
89 FEEDCOW 3.78 0.23
90 FTSE100 10.83 1.68
91 FTSE250 1.41 0.16
92 FTSECHINAA -1.01 -0.08
93 FTSECHINAH -8.93 -0.57
94 FTSEINDO -14.44 -0.89
95 FTSETAIWAN 26.94 2.25
96 FTSEVIET 4.35 0.25
97 GAS-LAST -16.78 -0.53
98 GAS-PEN -7.00 -0.19
99 GASOIL 56.67 2.10
100 GASOLINE 33.09 1.86
101 GASOLINE_ICE 45.30 2.01
102 GAS_US_mini -7.82 -0.21
103 GBP -2.42 -0.46
104 GBPCHF -0.72 -0.15
105 GBPEUR -1.39 -0.38
106 GBPJPY 7.95 1.53
107 GICS 31.93 2.89
108 GILT -0.79 -0.14
109 GOLD_micro 32.34 2.87
110 HANG -3.55 -0.25
111 HANGENT -7.91 -0.52
112 HANGENT_mini -8.45 -0.58
113 HANGTECH -19.00 -1.02
114 HANG_mini -4.08 -0.29
115 HEATOIL 50.28 2.15
116 HEATOIL-ICE 85.49 2.80
117 HOUSE-US -0.97 -1.65
118 IBEX 12.41 1.18
119 IBEX_mini 12.93 1.24
120 IRON 4.79 0.33
121 IRS 6.38 0.79
122 JGB -3.12 -1.31
123 JGB-SGX-mini -3.14 -1.09
124 JP-REALESTATE 2.42 0.34
125 JPY -9.52 -1.34
126 JPY_mini -9.47 -1.31
127 KOSDAQ 39.25 2.43
128 KOSPI 73.62 5.74
129 KOSPI_mini 74.17 5.76
130 KR10 -6.54 -2.30
131 KR3 -2.27 -2.83
132 KRWUSD_mini -8.21 -1.19
133 LEANHOG 1.18 0.10
134 LIVECOW 1.01 0.07
135 LUMBER-new -8.50 -0.47
136 MIB 6.31 0.55
137 MID-DAX -5.22 -0.38
138 MILK -0.00 -0.00
139 MILKDRY 25.07 2.59
140 MILKWET 18.75 1.22
141 MILLWHEAT 3.76 0.26
142 MSCIASIA 8.39 0.79
143 MSCIEAFA 4.64 0.44
144 MSCIEMASIA 9.26 0.91
145 MSCISING -2.69 -0.21
146 MSCITAIWAN 33.45 2.40
147 MUMMY -0.53 -0.04
148 MXP 5.57 1.00
149 NASDAQ_micro -0.31 -0.03
150 NIKKEI 22.08 1.66
151 NIKKEI400 17.57 1.48
152 NOK 1.55 0.22
153 NZD -2.70 -0.39
154 OAT -0.29 -0.07
155 OATIES 5.07 0.31
156 OJ -22.73 -0.45
157 OMX 18.26 1.95
158 OMX-SWE 15.31 1.35
159 PALLAD 32.32 1.13
160 PLAT 47.42 1.83
161 PLN -3.56 -0.49
162 R1000 5.05 0.58
163 RAPESEED 6.49 0.45
164 REDWHEAT 11.17 0.76
165 RICE -9.36 -0.52
166 ROBUSTA -21.15 -0.59
167 RUBBER 11.16 0.74
168 RUSSELL 1.76 0.12
169 SEK -1.89 -0.25
170 SGD 1.42 0.38
171 SGD_mini 1.36 0.38
172 SHATZ -0.70 -0.96
173 SILVER 86.46 5.38
174 SILVER-mini 81.59 5.28
175 SMI 8.39 0.87
176 SMI-MID 3.67 0.40
177 SOFR -0.21 -0.33
178 SONIA3 -0.22 -0.45
179 SOYBEAN_mini 5.62 0.49
180 SOYMEAL 2.09 0.18
181 SOYOIL 18.27 0.87
182 SP400 0.63 0.05
183 SP500_micro -0.39 -0.04
184 SPI200 -2.78 -0.33
185 STEEL 19.79 1.54
186 SUGAR11 -10.34 -0.62
187 SUGAR16 -8.59 -0.57
188 SUGAR_WHITE -6.73 -0.40
189 SWISSLEAD 2.25 0.24
190 TOPIX 17.17 1.52
191 TWD -6.74 -0.68
192 US-DISCRETE -8.89 -0.65
193 US-ENERGY 28.16 1.88
194 US-HEALTH 8.50 0.68
195 US-INDUSTRY 8.53 0.83
196 US-MATERIAL 6.58 0.50
197 US-PROPERTY 0.92 0.08
198 US-REALESTATE 1.00 0.08
199 US-STAPLES 5.16 0.53
200 US-UTILS 11.29 1.00
201 US10 -1.27 -0.34
202 US10U -1.39 -0.30
203 US2 -0.75 -0.61
204 US20 -2.37 -0.32
205 US3 -0.81 -0.44
206 US30 -3.55 -0.39
207 US5 -1.08 -0.42
208 V2X 12.88 0.58
209 VIX 0.44 0.02
210 VIX_mini -3.37 -0.12
211 WHEAT 5.85 0.44
212 WHEAT_ICE -2.82 -0.31
213 WHEY 36.27 1.64
214 YENEUR 6.48 1.38
215 ZAR 5.58 0.49
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
36 COCOA -53.45 -1.29
37 COCOA_LDN -50.76 -1.63
53 ETHER-micro -49.42 -0.97
54 ETHEREUM -49.38 -0.95
6 BITCOIN -37.86 -1.40
156 OJ -22.73 -0.45
166 ROBUSTA -21.15 -0.59
16 BUTTER -20.40 -1.18
38 COFFEE -19.13 -0.62
113 HANGTECH -19.00 -1.02
68 EU-MEDIA -17.21 -1.31
97 GAS-LAST -16.78 -0.53
94 FTSEINDO -14.44 -0.89
55 EU-AUTO -14.02 -0.86
76 EUA -13.53 -0.87
87 FANG -11.01 -0.82
186 SUGAR11 -10.34 -0.62
125 JPY -9.52 -1.34
126 JPY_mini -9.47 -1.31
165 RICE -9.36 -0.52
77 EURAUD -9.05 -1.77
93 FTSECHINAH -8.93 -0.57
192 US-DISCRETE -8.89 -0.65
187 SUGAR16 -8.59 -0.57
135 LUMBER-new -8.50 -0.47
112 HANGENT_mini -8.45 -0.58
43 COTTON -8.43 -0.79
132 KRWUSD_mini -8.21 -1.19
111 HANGENT -7.91 -0.52
102 GAS_US_mini -7.82 -0.21
98 GAS-PEN -7.00 -0.19
191 TWD -6.74 -0.68
188 SUGAR_WHITE -6.73 -0.40
30 CHINAA-CON -6.69 -0.68
130 KR10 -6.54 -2.30
137 MID-DAX -5.22 -0.38
74 EU-TRAVEL -4.84 -0.33
47 CZK -4.32 -0.60
114 HANG_mini -4.08 -0.29
78 EURCAD -3.86 -0.82
66 EU-HOUSE -3.86 -0.38
86 EUR_micro -3.80 -0.63
17 BUXL -3.72 -0.37
161 PLN -3.56 -0.49
110 HANG -3.55 -0.25
206 US30 -3.55 -0.39
210 VIX_mini -3.37 -0.12
123 JGB-SGX-mini -3.14 -1.09
122 JGB -3.12 -1.31
212 WHEAT_ICE -2.82 -0.31
184 SPI200 -2.78 -0.33
153 NZD -2.70 -0.39
145 MSCISING -2.69 -0.21
44 COTTON2 -2.44 -0.28
103 GBP -2.42 -0.46
204 US20 -2.37 -0.32
131 KR3 -2.27 -2.83
28 CHF -2.06 -0.33
32 CNH -1.90 -0.89
169 SEK -1.89 -0.25
26 CH10 -1.75 -0.56
79 EURCHF -1.72 -0.50
20 CAD10 -1.62 -0.39
15 BUND -1.40 -0.35
105 GBPEUR -1.39 -0.38
202 US10U -1.39 -0.30
201 US10 -1.27 -0.34
22 CAD5 -1.17 -0.54
7 BOBL -1.11 -0.51
207 US5 -1.08 -0.42
92 FTSECHINAA -1.01 -0.08
117 HOUSE-US -0.97 -1.65
13 BTP -0.97 -0.22
8 BONO -0.86 -0.21
205 US3 -0.81 -0.44
108 GILT -0.79 -0.14
203 US2 -0.75 -0.61
104 GBPCHF -0.72 -0.15
172 SHATZ -0.70 -0.96
14 BTP3 -0.63 -0.61
147 MUMMY -0.53 -0.04
27 CHEESE -0.53 -0.03
88 FED -0.49 -0.65
183 SP500_micro -0.39 -0.04
58 EU-CONSTRUCTION -0.38 -0.03
21 CAD2 -0.38 -0.54
48 DAX -0.33 -0.03
149 NASDAQ_micro -0.31 -0.03
154 OAT -0.29 -0.07
24 CAD_micro -0.26 -0.06
80 EURIBOR-ICE -0.26 -0.54
178 SONIA3 -0.22 -0.45
19 CAD -0.21 -0.05
177 SOFR -0.21 -0.33
138 MILK -0.00 -0.00
209 VIX 0.44 0.02
50 DOW 0.51 0.05
18 CAC 0.59 0.05
182 SP400 0.63 0.05
197 US-PROPERTY 0.92 0.08
198 US-REALESTATE 1.00 0.08
134 LIVECOW 1.01 0.07
133 LEANHOG 1.18 0.10
171 SGD_mini 1.36 0.38
91 FTSE250 1.41 0.16
170 SGD 1.42 0.38
152 NOK 1.55 0.22
168 RUSSELL 1.76 0.12
67 EU-INSURE 2.01 0.16
33 CNH-onshore 2.03 1.13
180 SOYMEAL 2.09 0.18
42 CORN 2.24 0.17
189 SWISSLEAD 2.25 0.24
124 JP-REALESTATE 2.42 0.34
84 EUROSTX-SMALL 3.16 0.34
71 EU-REALESTATE 3.30 0.26
52 EPRA-EUROPE 3.46 0.30
31 CLP 3.52 0.42
176 SMI-MID 3.67 0.40
49 DJSTX-SMALL 3.74 0.40
141 MILLWHEAT 3.76 0.26
89 FEEDCOW 3.78 0.23
25 CANOLA 3.98 0.21
51 DX 4.04 0.71
96 FTSEVIET 4.35 0.25
143 MSCIEAFA 4.64 0.44
120 IRON 4.79 0.33
162 R1000 5.05 0.58
155 OATIES 5.07 0.31
199 US-STAPLES 5.16 0.53
72 EU-RETAIL 5.28 0.38
56 EU-BANKS 5.47 0.34
64 EU-FOOD 5.54 0.50
148 MXP 5.57 1.00
215 ZAR 5.58 0.49
179 SOYBEAN_mini 5.62 0.49
10 BRE 5.66 0.72
4 AUD_micro 5.67 0.88
211 WHEAT 5.85 0.44
73 EU-TECH 6.12 0.42
82 EUROSTX 6.22 0.55
136 MIB 6.31 0.55
121 IRS 6.38 0.79
59 EU-DIV30 6.47 0.69
214 YENEUR 6.48 1.38
163 RAPESEED 6.49 0.45
196 US-MATERIAL 6.58 0.50
83 EUROSTX-LARGE 7.04 0.68
69 EU-MID 7.58 0.88
106 GBPJPY 7.95 1.53
81 EURO600 8.33 0.92
29 CHFJPY 8.33 1.65
142 MSCIASIA 8.39 0.79
175 SMI 8.39 0.87
65 EU-HEALTH 8.49 0.64
194 US-HEALTH 8.50 0.68
195 US-INDUSTRY 8.53 0.83
85 EUROSTX200-LARGE 8.96 1.01
144 MSCIEMASIA 9.26 0.91
0 AEX 9.74 0.53
23 CADJPY 10.13 1.62
90 FTSE100 10.83 1.68
167 RUBBER 11.16 0.74
164 REDWHEAT 11.17 0.76
200 US-UTILS 11.29 1.00
118 IBEX 12.41 1.18
208 V2X 12.88 0.58
119 IBEX_mini 12.93 1.24
61 EU-DJ-TECH 14.92 0.90
9 BOVESPA 15.25 1.40
158 OMX-SWE 15.31 1.35
190 TOPIX 17.17 1.52
3 AUDJPY 17.23 2.55
151 NIKKEI400 17.57 1.48
62 EU-DJ-TELECOM 18.01 1.38
157 OMX 18.26 1.95
181 SOYOIL 18.27 0.87
140 MILKWET 18.75 1.22
185 STEEL 19.79 1.54
1 ALUMINIUM 20.06 1.42
39 COPPER 22.06 0.60
150 NIKKEI 22.08 1.66
40 COPPER-micro 23.04 0.62
35 COAL-GEORDIE 23.80 1.19
2 ALUMINIUM_LME 24.28 2.41
139 MILKDRY 25.07 2.59
5 BBCOMM 26.74 2.85
95 FTSETAIWAN 26.94 2.25
41 COPPER_LME 27.46 2.96
193 US-ENERGY 28.16 1.88
63 EU-DJ-UTIL 28.73 3.06
34 COAL 28.83 1.55
75 EU-UTILS 29.32 2.87
107 GICS 31.93 2.89
159 PALLAD 32.32 1.13
109 GOLD_micro 32.34 2.87
100 GASOLINE 33.09 1.86
146 MSCITAIWAN 33.45 2.40
213 WHEY 36.27 1.64
70 EU-OIL 39.07 3.33
127 KOSDAQ 39.25 2.43
57 EU-BASIC 40.92 2.75
60 EU-DJ-OIL 44.91 3.61
46 CRUDE_W_micro 45.04 1.86
12 BRENT_W 45.20 1.85
101 GASOLINE_ICE 45.30 2.01
11 BRENT-LAST 47.03 2.01
160 PLAT 47.42 1.83
45 CRUDE_ICE 49.49 1.85
115 HEATOIL 50.28 2.15
99 GASOIL 56.67 2.10
128 KOSPI 73.62 5.74
129 KOSPI_mini 74.17 5.76
174 SILVER-mini 81.59 5.28
116 HEATOIL-ICE 85.49 2.80
173 SILVER 86.46 5.38
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
131 KR3 -2.27 -2.83
130 KR10 -6.54 -2.30
77 EURAUD -9.05 -1.77
117 HOUSE-US -0.97 -1.65
37 COCOA_LDN -50.76 -1.63
6 BITCOIN -37.86 -1.40
125 JPY -9.52 -1.34
126 JPY_mini -9.47 -1.31
68 EU-MEDIA -17.21 -1.31
122 JGB -3.12 -1.31
36 COCOA -53.45 -1.29
132 KRWUSD_mini -8.21 -1.19
16 BUTTER -20.40 -1.18
123 JGB-SGX-mini -3.14 -1.09
113 HANGTECH -19.00 -1.02
53 ETHER-micro -49.42 -0.97
172 SHATZ -0.70 -0.96
54 ETHEREUM -49.38 -0.95
32 CNH -1.90 -0.89
94 FTSEINDO -14.44 -0.89
76 EUA -13.53 -0.87
55 EU-AUTO -14.02 -0.86
87 FANG -11.01 -0.82
78 EURCAD -3.86 -0.82
43 COTTON -8.43 -0.79
30 CHINAA-CON -6.69 -0.68
191 TWD -6.74 -0.68
192 US-DISCRETE -8.89 -0.65
88 FED -0.49 -0.65
86 EUR_micro -3.80 -0.63
38 COFFEE -19.13 -0.62
186 SUGAR11 -10.34 -0.62
203 US2 -0.75 -0.61
14 BTP3 -0.63 -0.61
47 CZK -4.32 -0.60
166 ROBUSTA -21.15 -0.59
112 HANGENT_mini -8.45 -0.58
93 FTSECHINAH -8.93 -0.57
187 SUGAR16 -8.59 -0.57
26 CH10 -1.75 -0.56
22 CAD5 -1.17 -0.54
21 CAD2 -0.38 -0.54
80 EURIBOR-ICE -0.26 -0.54
97 GAS-LAST -16.78 -0.53
165 RICE -9.36 -0.52
111 HANGENT -7.91 -0.52
7 BOBL -1.11 -0.51
79 EURCHF -1.72 -0.50
161 PLN -3.56 -0.49
135 LUMBER-new -8.50 -0.47
103 GBP -2.42 -0.46
156 OJ -22.73 -0.45
178 SONIA3 -0.22 -0.45
205 US3 -0.81 -0.44
207 US5 -1.08 -0.42
188 SUGAR_WHITE -6.73 -0.40
20 CAD10 -1.62 -0.39
206 US30 -3.55 -0.39
153 NZD -2.70 -0.39
137 MID-DAX -5.22 -0.38
105 GBPEUR -1.39 -0.38
66 EU-HOUSE -3.86 -0.38
17 BUXL -3.72 -0.37
15 BUND -1.40 -0.35
201 US10 -1.27 -0.34
184 SPI200 -2.78 -0.33
74 EU-TRAVEL -4.84 -0.33
177 SOFR -0.21 -0.33
28 CHF -2.06 -0.33
204 US20 -2.37 -0.32
212 WHEAT_ICE -2.82 -0.31
202 US10U -1.39 -0.30
114 HANG_mini -4.08 -0.29
44 COTTON2 -2.44 -0.28
110 HANG -3.55 -0.25
169 SEK -1.89 -0.25
13 BTP -0.97 -0.22
102 GAS_US_mini -7.82 -0.21
8 BONO -0.86 -0.21
145 MSCISING -2.69 -0.21
98 GAS-PEN -7.00 -0.19
104 GBPCHF -0.72 -0.15
108 GILT -0.79 -0.14
210 VIX_mini -3.37 -0.12
92 FTSECHINAA -1.01 -0.08
154 OAT -0.29 -0.07
24 CAD_micro -0.26 -0.06
19 CAD -0.21 -0.05
183 SP500_micro -0.39 -0.04
147 MUMMY -0.53 -0.04
27 CHEESE -0.53 -0.03
48 DAX -0.33 -0.03
149 NASDAQ_micro -0.31 -0.03
58 EU-CONSTRUCTION -0.38 -0.03
138 MILK -0.00 -0.00
209 VIX 0.44 0.02
182 SP400 0.63 0.05
50 DOW 0.51 0.05
18 CAC 0.59 0.05
134 LIVECOW 1.01 0.07
197 US-PROPERTY 0.92 0.08
198 US-REALESTATE 1.00 0.08
133 LEANHOG 1.18 0.10
168 RUSSELL 1.76 0.12
91 FTSE250 1.41 0.16
67 EU-INSURE 2.01 0.16
42 CORN 2.24 0.17
180 SOYMEAL 2.09 0.18
25 CANOLA 3.98 0.21
152 NOK 1.55 0.22
89 FEEDCOW 3.78 0.23
189 SWISSLEAD 2.25 0.24
96 FTSEVIET 4.35 0.25
141 MILLWHEAT 3.76 0.26
71 EU-REALESTATE 3.30 0.26
52 EPRA-EUROPE 3.46 0.30
155 OATIES 5.07 0.31
120 IRON 4.79 0.33
124 JP-REALESTATE 2.42 0.34
56 EU-BANKS 5.47 0.34
84 EUROSTX-SMALL 3.16 0.34
171 SGD_mini 1.36 0.38
72 EU-RETAIL 5.28 0.38
170 SGD 1.42 0.38
176 SMI-MID 3.67 0.40
49 DJSTX-SMALL 3.74 0.40
73 EU-TECH 6.12 0.42
31 CLP 3.52 0.42
143 MSCIEAFA 4.64 0.44
211 WHEAT 5.85 0.44
163 RAPESEED 6.49 0.45
215 ZAR 5.58 0.49
179 SOYBEAN_mini 5.62 0.49
196 US-MATERIAL 6.58 0.50
64 EU-FOOD 5.54 0.50
0 AEX 9.74 0.53
199 US-STAPLES 5.16 0.53
136 MIB 6.31 0.55
82 EUROSTX 6.22 0.55
162 R1000 5.05 0.58
208 V2X 12.88 0.58
39 COPPER 22.06 0.60
40 COPPER-micro 23.04 0.62
65 EU-HEALTH 8.49 0.64
83 EUROSTX-LARGE 7.04 0.68
194 US-HEALTH 8.50 0.68
59 EU-DIV30 6.47 0.69
51 DX 4.04 0.71
10 BRE 5.66 0.72
167 RUBBER 11.16 0.74
164 REDWHEAT 11.17 0.76
121 IRS 6.38 0.79
142 MSCIASIA 8.39 0.79
195 US-INDUSTRY 8.53 0.83
175 SMI 8.39 0.87
181 SOYOIL 18.27 0.87
69 EU-MID 7.58 0.88
4 AUD_micro 5.67 0.88
61 EU-DJ-TECH 14.92 0.90
144 MSCIEMASIA 9.26 0.91
81 EURO600 8.33 0.92
148 MXP 5.57 1.00
200 US-UTILS 11.29 1.00
85 EUROSTX200-LARGE 8.96 1.01
33 CNH-onshore 2.03 1.13
159 PALLAD 32.32 1.13
118 IBEX 12.41 1.18
35 COAL-GEORDIE 23.80 1.19
140 MILKWET 18.75 1.22
119 IBEX_mini 12.93 1.24
158 OMX-SWE 15.31 1.35
214 YENEUR 6.48 1.38
62 EU-DJ-TELECOM 18.01 1.38
9 BOVESPA 15.25 1.40
1 ALUMINIUM 20.06 1.42
151 NIKKEI400 17.57 1.48
190 TOPIX 17.17 1.52
106 GBPJPY 7.95 1.53
185 STEEL 19.79 1.54
34 COAL 28.83 1.55
23 CADJPY 10.13 1.62
213 WHEY 36.27 1.64
29 CHFJPY 8.33 1.65
150 NIKKEI 22.08 1.66
90 FTSE100 10.83 1.68
160 PLAT 47.42 1.83
45 CRUDE_ICE 49.49 1.85
12 BRENT_W 45.20 1.85
100 GASOLINE 33.09 1.86
46 CRUDE_W_micro 45.04 1.86
193 US-ENERGY 28.16 1.88
157 OMX 18.26 1.95
101 GASOLINE_ICE 45.30 2.01
11 BRENT-LAST 47.03 2.01
99 GASOIL 56.67 2.10
115 HEATOIL 50.28 2.15
95 FTSETAIWAN 26.94 2.25
146 MSCITAIWAN 33.45 2.40
2 ALUMINIUM_LME 24.28 2.41
127 KOSDAQ 39.25 2.43
3 AUDJPY 17.23 2.55
139 MILKDRY 25.07 2.59
57 EU-BASIC 40.92 2.75
116 HEATOIL-ICE 85.49 2.80
5 BBCOMM 26.74 2.85
75 EU-UTILS 29.32 2.87
109 GOLD_micro 32.34 2.87
107 GICS 31.93 2.89
41 COPPER_LME 27.46 2.96
63 EU-DJ-UTIL 28.73 3.06
70 EU-OIL 39.07 3.33
60 EU-DJ-OIL 44.91 3.61
174 SILVER-mini 81.59 5.28
173 SILVER 86.46 5.38
128 KOSPI 73.62 5.74
129 KOSPI_mini 74.17 5.76
====================================================
Market moves for period YTD, sort by name (YTD/name)
====================================================
name change vol_adjusted
0 AEX 5.66 0.92
1 ALUMINIUM 11.14 1.13
2 ALUMINIUM_LME 13.38 1.97
3 AUDJPY 7.82 1.70
4 AUD_micro 5.62 1.77
5 BBCOMM 20.69 2.70
6 BITCOIN -18.17 -0.79
7 BOBL -0.42 -0.40
8 BONO -0.49 -0.24
9 BOVESPA 7.14 0.83
10 BRE 5.80 0.93
11 BRENT-LAST 65.58 4.68
12 BRENT_W 61.23 4.58
13 BTP -0.74 -0.34
14 BTP3 -0.55 -1.10
15 BUND -0.12 -0.06
16 BUTTER 6.04 0.51
17 BUXL 0.11 0.02
18 CAC -2.60 -0.50
19 CAD 0.18 0.08
20 CAD10 0.25 0.10
21 CAD2 -0.14 -0.27
22 CAD5 -0.02 -0.01
23 CADJPY 2.18 0.57
24 CAD_micro 0.11 0.05
25 CANOLA 13.95 1.41
26 CH10 -0.08 -0.05
27 CHEESE 5.72 0.56
28 CHF -0.16 -0.05
29 CHFJPY 1.93 0.54
30 CHINAA-CON -3.19 -0.39
31 CLP -1.45 -0.29
32 CNH -1.01 -1.02
33 CNH-onshore 1.10 1.35
34 COAL 33.33 3.28
35 COAL-GEORDIE 29.31 3.14
36 COCOA -43.18 -1.78
37 COCOA_LDN -41.80 -1.71
38 COFFEE -11.26 -0.61
39 COPPER 1.05 0.07
40 COPPER-micro 1.36 0.09
41 COPPER_LME 2.18 0.23
42 CORN 4.69 0.89
43 COTTON -0.42 -0.09
44 COTTON2 4.46 0.99
45 CRUDE_ICE 64.62 4.43
46 CRUDE_W_micro 62.50 4.41
47 CZK -3.81 -1.24
48 DAX -4.26 -0.71
49 DJSTX-SMALL -2.10 -0.43
50 DOW -2.79 -0.49
51 DX 1.96 0.75
52 EPRA-EUROPE 1.93 0.37
53 ETHER-micro -25.03 -0.63
54 ETHEREUM -25.36 -0.66
55 EU-AUTO -14.39 -1.53
56 EU-BANKS -7.65 -0.90
57 EU-BASIC 9.77 1.20
58 EU-CONSTRUCTION -4.36 -0.57
59 EU-DIV30 -1.13 -0.24
60 EU-DJ-OIL 27.90 3.46
61 EU-DJ-TECH 3.80 0.39
62 EU-DJ-TELECOM 18.72 2.92
63 EU-DJ-UTIL 12.61 2.60
64 EU-FOOD 2.41 0.32
65 EU-HEALTH -1.74 -0.27
66 EU-HOUSE -9.97 -1.58
67 EU-INSURE -5.37 -0.91
68 EU-MEDIA -14.32 -1.88
69 EU-MID 2.20 0.49
70 EU-OIL 25.70 3.48
71 EU-REALESTATE 1.66 0.30
72 EU-RETAIL -5.24 -0.66
73 EU-TECH 0.11 0.01
74 EU-TRAVEL -10.42 -1.35
75 EU-UTILS 13.41 2.76
76 EUA -21.33 -2.86
77 EURAUD -7.62 -2.54
78 EURCAD -2.62 -1.07
79 EURCHF -2.03 -1.21
80 EURIBOR-ICE -0.09 -0.33
81 EURO600 1.45 0.31
82 EUROSTX -0.92 -0.16
83 EUROSTX-LARGE -1.04 -0.19
84 EUROSTX-SMALL -3.34 -0.68
85 EUROSTX200-LARGE 0.45 0.10
86 EUR_micro -2.19 -0.94
87 FANG -8.67 -0.87
88 FED -0.34 -1.22
89 FEEDCOW 0.12 0.01
90 FTSE100 3.61 0.75
91 FTSE250 -1.62 -0.34
92 FTSECHINAA -2.72 -0.35
93 FTSECHINAH -3.27 -0.31
94 FTSEINDO -16.82 -2.17
95 FTSETAIWAN 14.22 1.51
96 FTSEVIET -5.07 -0.39
97 GAS-LAST -3.96 -0.11
98 GAS-PEN 3.22 0.08
99 GASOIL 70.86 3.98
100 GASOLINE 46.53 4.23
101 GASOLINE_ICE 53.99 4.60
102 GAS_US_mini 2.56 0.06
103 GBP -0.96 -0.32
104 GBPCHF -1.08 -0.46
105 GBPEUR -1.21 -0.64
106 GBPJPY 1.02 0.28
107 GICS 33.94 4.62
108 GILT -2.23 -0.66
109 GOLD_micro 13.96 1.19
110 HANG -1.08 -0.12
111 HANGENT -3.54 -0.36
112 HANGENT_mini -3.52 -0.36
113 HANGTECH -10.78 -0.79
114 HANG_mini -1.32 -0.15
115 HEATOIL 65.25 3.87
116 HEATOIL-ICE 106.18 5.02
117 HOUSE-US -0.22 -0.33
118 IBEX -1.20 -0.20
119 IBEX_mini -0.84 -0.14
120 IRON 1.29 0.19
121 IRS 1.45 0.37
122 JGB -0.38 -0.29
123 JGB-SGX-mini -0.44 -0.34
124 JP-REALESTATE -3.99 -0.73
125 JPY -2.01 -0.47
126 JPY_mini -2.00 -0.47
127 KOSDAQ 27.16 2.32
128 KOSPI 34.91 2.80
129 KOSPI_mini 35.30 2.82
130 KR10 -1.81 -0.62
131 KR3 -0.64 -0.66
132 KRWUSD_mini -3.26 -0.61
133 LEANHOG 5.64 0.67
134 LIVECOW 1.02 0.10
135 LUMBER-new 0.25 0.03
136 MIB -1.28 -0.22
137 MID-DAX -6.04 -0.85
138 MILK 6.91 0.70
139 MILKDRY 28.23 5.57
140 MILKWET 36.78 4.51
141 MILLWHEAT 8.92 1.50
142 MSCIASIA 5.02 0.68
143 MSCIEAFA 0.80 0.14
144 MSCIEMASIA 3.53 0.49
145 MSCISING -1.05 -0.14
146 MSCITAIWAN 14.77 1.50
147 MUMMY 10.52 0.81
148 MXP 2.06 0.70
149 NASDAQ_micro -4.19 -0.50
150 NIKKEI 6.15 0.57
151 NIKKEI400 6.48 0.86
152 NOK 4.10 1.14
153 NZD 1.21 0.33
154 OAT -0.03 -0.01
155 OATIES 16.84 1.25
156 OJ 0.81 0.02
157 OMX 3.71 0.63
158 OMX-SWE 5.32 0.92
159 PALLAD -5.00 -0.11
160 PLAT -2.94 -0.08
161 PLN -3.61 -1.18
162 R1000 1.79 0.34
163 RAPESEED 12.82 2.04
164 REDWHEAT 17.43 1.83
165 RICE 12.57 1.03
166 ROBUSTA -8.34 -0.40
167 RUBBER 8.20 1.29
168 RUSSELL -0.24 -0.02
169 SEK -1.80 -0.54
170 SGD -0.02 -0.01
171 SGD_mini -0.12 -0.08
172 SHATZ -0.47 -1.46
173 SILVER 9.94 0.34
174 SILVER-mini 9.66 0.34
175 SMI -2.28 -0.48
176 SMI-MID -1.87 -0.37
177 SOFR 0.09 0.29
178 SONIA3 -0.31 -0.96
179 SOYBEAN_mini 9.59 1.22
180 SOYMEAL 2.83 0.31
181 SOYOIL 28.09 2.88
182 SP400 0.54 0.07
183 SP500_micro -3.32 -0.56
184 SPI200 -0.76 -0.17
185 STEEL 9.94 2.13
186 SUGAR11 -1.37 -0.12
187 SUGAR16 -1.47 -0.34
188 SUGAR_WHITE -0.10 -0.01
189 SWISSLEAD -5.20 -1.08
190 TOPIX 5.95 0.80
191 TWD -1.37 -0.33
192 US-DISCRETE -7.14 -0.81
193 US-ENERGY 28.99 3.01
194 US-HEALTH -2.94 -0.42
195 US-INDUSTRY 5.99 0.88
196 US-MATERIAL 7.65 1.02
197 US-PROPERTY 5.50 0.90
198 US-REALESTATE 4.68 0.77
199 US-STAPLES 8.78 1.55
200 US-UTILS 9.46 1.34
201 US10 -0.28 -0.15
202 US10U -0.27 -0.12
203 US2 -0.50 -0.98
204 US20 -0.14 -0.04
205 US3 -0.48 -0.59
206 US30 0.05 0.01
207 US5 -0.46 -0.36
208 V2X 31.34 2.07
209 VIX 12.25 0.84
210 VIX_mini 16.63 0.76
211 WHEAT 13.73 1.72
212 WHEAT_ICE 1.57 0.35
213 WHEY 3.75 0.29
214 YENEUR -0.18 -0.05
215 ZAR -0.50 -0.13
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
36 COCOA -43.18 -1.78
37 COCOA_LDN -41.80 -1.71
54 ETHEREUM -25.36 -0.66
53 ETHER-micro -25.03 -0.63
76 EUA -21.33 -2.86
6 BITCOIN -18.17 -0.79
94 FTSEINDO -16.82 -2.17
55 EU-AUTO -14.39 -1.53
68 EU-MEDIA -14.32 -1.88
38 COFFEE -11.26 -0.61
113 HANGTECH -10.78 -0.79
74 EU-TRAVEL -10.42 -1.35
66 EU-HOUSE -9.97 -1.58
87 FANG -8.67 -0.87
166 ROBUSTA -8.34 -0.40
56 EU-BANKS -7.65 -0.90
77 EURAUD -7.62 -2.54
192 US-DISCRETE -7.14 -0.81
137 MID-DAX -6.04 -0.85
67 EU-INSURE -5.37 -0.91
72 EU-RETAIL -5.24 -0.66
189 SWISSLEAD -5.20 -1.08
96 FTSEVIET -5.07 -0.39
159 PALLAD -5.00 -0.11
58 EU-CONSTRUCTION -4.36 -0.57
48 DAX -4.26 -0.71
149 NASDAQ_micro -4.19 -0.50
124 JP-REALESTATE -3.99 -0.73
97 GAS-LAST -3.96 -0.11
47 CZK -3.81 -1.24
161 PLN -3.61 -1.18
111 HANGENT -3.54 -0.36
112 HANGENT_mini -3.52 -0.36
84 EUROSTX-SMALL -3.34 -0.68
183 SP500_micro -3.32 -0.56
93 FTSECHINAH -3.27 -0.31
132 KRWUSD_mini -3.26 -0.61
30 CHINAA-CON -3.19 -0.39
194 US-HEALTH -2.94 -0.42
160 PLAT -2.94 -0.08
50 DOW -2.79 -0.49
92 FTSECHINAA -2.72 -0.35
78 EURCAD -2.62 -1.07
18 CAC -2.60 -0.50
175 SMI -2.28 -0.48
108 GILT -2.23 -0.66
86 EUR_micro -2.19 -0.94
49 DJSTX-SMALL -2.10 -0.43
79 EURCHF -2.03 -1.21
125 JPY -2.01 -0.47
126 JPY_mini -2.00 -0.47
176 SMI-MID -1.87 -0.37
130 KR10 -1.81 -0.62
169 SEK -1.80 -0.54
65 EU-HEALTH -1.74 -0.27
91 FTSE250 -1.62 -0.34
187 SUGAR16 -1.47 -0.34
31 CLP -1.45 -0.29
191 TWD -1.37 -0.33
186 SUGAR11 -1.37 -0.12
114 HANG_mini -1.32 -0.15
136 MIB -1.28 -0.22
105 GBPEUR -1.21 -0.64
118 IBEX -1.20 -0.20
59 EU-DIV30 -1.13 -0.24
104 GBPCHF -1.08 -0.46
110 HANG -1.08 -0.12
145 MSCISING -1.05 -0.14
83 EUROSTX-LARGE -1.04 -0.19
32 CNH -1.01 -1.02
103 GBP -0.96 -0.32
82 EUROSTX -0.92 -0.16
119 IBEX_mini -0.84 -0.14
184 SPI200 -0.76 -0.17
13 BTP -0.74 -0.34
131 KR3 -0.64 -0.66
14 BTP3 -0.55 -1.10
203 US2 -0.50 -0.98
215 ZAR -0.50 -0.13
8 BONO -0.49 -0.24
205 US3 -0.48 -0.59
172 SHATZ -0.47 -1.46
207 US5 -0.46 -0.36
123 JGB-SGX-mini -0.44 -0.34
43 COTTON -0.42 -0.09
7 BOBL -0.42 -0.40
122 JGB -0.38 -0.29
88 FED -0.34 -1.22
178 SONIA3 -0.31 -0.96
201 US10 -0.28 -0.15
202 US10U -0.27 -0.12
168 RUSSELL -0.24 -0.02
117 HOUSE-US -0.22 -0.33
214 YENEUR -0.18 -0.05
28 CHF -0.16 -0.05
21 CAD2 -0.14 -0.27
204 US20 -0.14 -0.04
15 BUND -0.12 -0.06
171 SGD_mini -0.12 -0.08
188 SUGAR_WHITE -0.10 -0.01
80 EURIBOR-ICE -0.09 -0.33
26 CH10 -0.08 -0.05
154 OAT -0.03 -0.01
170 SGD -0.02 -0.01
22 CAD5 -0.02 -0.01
206 US30 0.05 0.01
177 SOFR 0.09 0.29
73 EU-TECH 0.11 0.01
24 CAD_micro 0.11 0.05
17 BUXL 0.11 0.02
89 FEEDCOW 0.12 0.01
19 CAD 0.18 0.08
135 LUMBER-new 0.25 0.03
20 CAD10 0.25 0.10
85 EUROSTX200-LARGE 0.45 0.10
182 SP400 0.54 0.07
143 MSCIEAFA 0.80 0.14
156 OJ 0.81 0.02
106 GBPJPY 1.02 0.28
134 LIVECOW 1.02 0.10
39 COPPER 1.05 0.07
33 CNH-onshore 1.10 1.35
153 NZD 1.21 0.33
120 IRON 1.29 0.19
40 COPPER-micro 1.36 0.09
121 IRS 1.45 0.37
81 EURO600 1.45 0.31
212 WHEAT_ICE 1.57 0.35
71 EU-REALESTATE 1.66 0.30
162 R1000 1.79 0.34
29 CHFJPY 1.93 0.54
52 EPRA-EUROPE 1.93 0.37
51 DX 1.96 0.75
148 MXP 2.06 0.70
23 CADJPY 2.18 0.57
41 COPPER_LME 2.18 0.23
69 EU-MID 2.20 0.49
64 EU-FOOD 2.41 0.32
102 GAS_US_mini 2.56 0.06
180 SOYMEAL 2.83 0.31
98 GAS-PEN 3.22 0.08
144 MSCIEMASIA 3.53 0.49
90 FTSE100 3.61 0.75
157 OMX 3.71 0.63
213 WHEY 3.75 0.29
61 EU-DJ-TECH 3.80 0.39
152 NOK 4.10 1.14
44 COTTON2 4.46 0.99
198 US-REALESTATE 4.68 0.77
42 CORN 4.69 0.89
142 MSCIASIA 5.02 0.68
158 OMX-SWE 5.32 0.92
197 US-PROPERTY 5.50 0.90
4 AUD_micro 5.62 1.77
133 LEANHOG 5.64 0.67
0 AEX 5.66 0.92
27 CHEESE 5.72 0.56
10 BRE 5.80 0.93
190 TOPIX 5.95 0.80
195 US-INDUSTRY 5.99 0.88
16 BUTTER 6.04 0.51
150 NIKKEI 6.15 0.57
151 NIKKEI400 6.48 0.86
138 MILK 6.91 0.70
9 BOVESPA 7.14 0.83
196 US-MATERIAL 7.65 1.02
3 AUDJPY 7.82 1.70
167 RUBBER 8.20 1.29
199 US-STAPLES 8.78 1.55
141 MILLWHEAT 8.92 1.50
200 US-UTILS 9.46 1.34
179 SOYBEAN_mini 9.59 1.22
174 SILVER-mini 9.66 0.34
57 EU-BASIC 9.77 1.20
185 STEEL 9.94 2.13
173 SILVER 9.94 0.34
147 MUMMY 10.52 0.81
1 ALUMINIUM 11.14 1.13
209 VIX 12.25 0.84
165 RICE 12.57 1.03
63 EU-DJ-UTIL 12.61 2.60
163 RAPESEED 12.82 2.04
2 ALUMINIUM_LME 13.38 1.97
75 EU-UTILS 13.41 2.76
211 WHEAT 13.73 1.72
25 CANOLA 13.95 1.41
109 GOLD_micro 13.96 1.19
95 FTSETAIWAN 14.22 1.51
146 MSCITAIWAN 14.77 1.50
210 VIX_mini 16.63 0.76
155 OATIES 16.84 1.25
164 REDWHEAT 17.43 1.83
62 EU-DJ-TELECOM 18.72 2.92
5 BBCOMM 20.69 2.70
70 EU-OIL 25.70 3.48
127 KOSDAQ 27.16 2.32
60 EU-DJ-OIL 27.90 3.46
181 SOYOIL 28.09 2.88
139 MILKDRY 28.23 5.57
193 US-ENERGY 28.99 3.01
35 COAL-GEORDIE 29.31 3.14
208 V2X 31.34 2.07
34 COAL 33.33 3.28
107 GICS 33.94 4.62
128 KOSPI 34.91 2.80
129 KOSPI_mini 35.30 2.82
140 MILKWET 36.78 4.51
100 GASOLINE 46.53 4.23
101 GASOLINE_ICE 53.99 4.60
12 BRENT_W 61.23 4.58
46 CRUDE_W_micro 62.50 4.41
45 CRUDE_ICE 64.62 4.43
115 HEATOIL 65.25 3.87
11 BRENT-LAST 65.58 4.68
99 GASOIL 70.86 3.98
116 HEATOIL-ICE 106.18 5.02
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
76 EUA -21.33 -2.86
77 EURAUD -7.62 -2.54
94 FTSEINDO -16.82 -2.17
68 EU-MEDIA -14.32 -1.88
36 COCOA -43.18 -1.78
37 COCOA_LDN -41.80 -1.71
66 EU-HOUSE -9.97 -1.58
55 EU-AUTO -14.39 -1.53
172 SHATZ -0.47 -1.46
74 EU-TRAVEL -10.42 -1.35
47 CZK -3.81 -1.24
88 FED -0.34 -1.22
79 EURCHF -2.03 -1.21
161 PLN -3.61 -1.18
14 BTP3 -0.55 -1.10
189 SWISSLEAD -5.20 -1.08
78 EURCAD -2.62 -1.07
32 CNH -1.01 -1.02
203 US2 -0.50 -0.98
178 SONIA3 -0.31 -0.96
86 EUR_micro -2.19 -0.94
67 EU-INSURE -5.37 -0.91
56 EU-BANKS -7.65 -0.90
87 FANG -8.67 -0.87
137 MID-DAX -6.04 -0.85
192 US-DISCRETE -7.14 -0.81
113 HANGTECH -10.78 -0.79
6 BITCOIN -18.17 -0.79
124 JP-REALESTATE -3.99 -0.73
48 DAX -4.26 -0.71
84 EUROSTX-SMALL -3.34 -0.68
54 ETHEREUM -25.36 -0.66
108 GILT -2.23 -0.66
72 EU-RETAIL -5.24 -0.66
131 KR3 -0.64 -0.66
105 GBPEUR -1.21 -0.64
53 ETHER-micro -25.03 -0.63
130 KR10 -1.81 -0.62
132 KRWUSD_mini -3.26 -0.61
38 COFFEE -11.26 -0.61
205 US3 -0.48 -0.59
58 EU-CONSTRUCTION -4.36 -0.57
183 SP500_micro -3.32 -0.56
169 SEK -1.80 -0.54
149 NASDAQ_micro -4.19 -0.50
18 CAC -2.60 -0.50
50 DOW -2.79 -0.49
175 SMI -2.28 -0.48
125 JPY -2.01 -0.47
126 JPY_mini -2.00 -0.47
104 GBPCHF -1.08 -0.46
49 DJSTX-SMALL -2.10 -0.43
194 US-HEALTH -2.94 -0.42
7 BOBL -0.42 -0.40
166 ROBUSTA -8.34 -0.40
30 CHINAA-CON -3.19 -0.39
96 FTSEVIET -5.07 -0.39
176 SMI-MID -1.87 -0.37
207 US5 -0.46 -0.36
111 HANGENT -3.54 -0.36
112 HANGENT_mini -3.52 -0.36
92 FTSECHINAA -2.72 -0.35
187 SUGAR16 -1.47 -0.34
91 FTSE250 -1.62 -0.34
13 BTP -0.74 -0.34
123 JGB-SGX-mini -0.44 -0.34
80 EURIBOR-ICE -0.09 -0.33
191 TWD -1.37 -0.33
117 HOUSE-US -0.22 -0.33
103 GBP -0.96 -0.32
93 FTSECHINAH -3.27 -0.31
122 JGB -0.38 -0.29
31 CLP -1.45 -0.29
21 CAD2 -0.14 -0.27
65 EU-HEALTH -1.74 -0.27
59 EU-DIV30 -1.13 -0.24
8 BONO -0.49 -0.24
136 MIB -1.28 -0.22
118 IBEX -1.20 -0.20
83 EUROSTX-LARGE -1.04 -0.19
184 SPI200 -0.76 -0.17
82 EUROSTX -0.92 -0.16
201 US10 -0.28 -0.15
114 HANG_mini -1.32 -0.15
145 MSCISING -1.05 -0.14
119 IBEX_mini -0.84 -0.14
215 ZAR -0.50 -0.13
202 US10U -0.27 -0.12
110 HANG -1.08 -0.12
186 SUGAR11 -1.37 -0.12
159 PALLAD -5.00 -0.11
97 GAS-LAST -3.96 -0.11
43 COTTON -0.42 -0.09
171 SGD_mini -0.12 -0.08
160 PLAT -2.94 -0.08
15 BUND -0.12 -0.06
214 YENEUR -0.18 -0.05
28 CHF -0.16 -0.05
26 CH10 -0.08 -0.05
204 US20 -0.14 -0.04
168 RUSSELL -0.24 -0.02
170 SGD -0.02 -0.01
154 OAT -0.03 -0.01
22 CAD5 -0.02 -0.01
188 SUGAR_WHITE -0.10 -0.01
89 FEEDCOW 0.12 0.01
206 US30 0.05 0.01
73 EU-TECH 0.11 0.01
156 OJ 0.81 0.02
17 BUXL 0.11 0.02
135 LUMBER-new 0.25 0.03
24 CAD_micro 0.11 0.05
102 GAS_US_mini 2.56 0.06
39 COPPER 1.05 0.07
182 SP400 0.54 0.07
19 CAD 0.18 0.08
98 GAS-PEN 3.22 0.08
40 COPPER-micro 1.36 0.09
85 EUROSTX200-LARGE 0.45 0.10
134 LIVECOW 1.02 0.10
20 CAD10 0.25 0.10
143 MSCIEAFA 0.80 0.14
120 IRON 1.29 0.19
41 COPPER_LME 2.18 0.23
106 GBPJPY 1.02 0.28
213 WHEY 3.75 0.29
177 SOFR 0.09 0.29
71 EU-REALESTATE 1.66 0.30
81 EURO600 1.45 0.31
180 SOYMEAL 2.83 0.31
64 EU-FOOD 2.41 0.32
153 NZD 1.21 0.33
174 SILVER-mini 9.66 0.34
162 R1000 1.79 0.34
173 SILVER 9.94 0.34
212 WHEAT_ICE 1.57 0.35
52 EPRA-EUROPE 1.93 0.37
121 IRS 1.45 0.37
61 EU-DJ-TECH 3.80 0.39
69 EU-MID 2.20 0.49
144 MSCIEMASIA 3.53 0.49
16 BUTTER 6.04 0.51
29 CHFJPY 1.93 0.54
27 CHEESE 5.72 0.56
23 CADJPY 2.18 0.57
150 NIKKEI 6.15 0.57
157 OMX 3.71 0.63
133 LEANHOG 5.64 0.67
142 MSCIASIA 5.02 0.68
148 MXP 2.06 0.70
138 MILK 6.91 0.70
51 DX 1.96 0.75
90 FTSE100 3.61 0.75
210 VIX_mini 16.63 0.76
198 US-REALESTATE 4.68 0.77
190 TOPIX 5.95 0.80
147 MUMMY 10.52 0.81
9 BOVESPA 7.14 0.83
209 VIX 12.25 0.84
151 NIKKEI400 6.48 0.86
195 US-INDUSTRY 5.99 0.88
42 CORN 4.69 0.89
197 US-PROPERTY 5.50 0.90
0 AEX 5.66 0.92
158 OMX-SWE 5.32 0.92
10 BRE 5.80 0.93
44 COTTON2 4.46 0.99
196 US-MATERIAL 7.65 1.02
165 RICE 12.57 1.03
1 ALUMINIUM 11.14 1.13
152 NOK 4.10 1.14
109 GOLD_micro 13.96 1.19
57 EU-BASIC 9.77 1.20
179 SOYBEAN_mini 9.59 1.22
155 OATIES 16.84 1.25
167 RUBBER 8.20 1.29
200 US-UTILS 9.46 1.34
33 CNH-onshore 1.10 1.35
25 CANOLA 13.95 1.41
146 MSCITAIWAN 14.77 1.50
141 MILLWHEAT 8.92 1.50
95 FTSETAIWAN 14.22 1.51
199 US-STAPLES 8.78 1.55
3 AUDJPY 7.82 1.70
211 WHEAT 13.73 1.72
4 AUD_micro 5.62 1.77
164 REDWHEAT 17.43 1.83
2 ALUMINIUM_LME 13.38 1.97
163 RAPESEED 12.82 2.04
208 V2X 31.34 2.07
185 STEEL 9.94 2.13
127 KOSDAQ 27.16 2.32
63 EU-DJ-UTIL 12.61 2.60
5 BBCOMM 20.69 2.70
75 EU-UTILS 13.41 2.76
128 KOSPI 34.91 2.80
129 KOSPI_mini 35.30 2.82
181 SOYOIL 28.09 2.88
62 EU-DJ-TELECOM 18.72 2.92
193 US-ENERGY 28.99 3.01
35 COAL-GEORDIE 29.31 3.14
34 COAL 33.33 3.28
60 EU-DJ-OIL 27.90 3.46
70 EU-OIL 25.70 3.48
115 HEATOIL 65.25 3.87
99 GASOIL 70.86 3.98
100 GASOLINE 46.53 4.23
46 CRUDE_W_micro 62.50 4.41
45 CRUDE_ICE 64.62 4.43
140 MILKWET 36.78 4.51
12 BRENT_W 61.23 4.58
101 GASOLINE_ICE 53.99 4.60
107 GICS 33.94 4.62
11 BRENT-LAST 65.58 4.68
116 HEATOIL-ICE 106.18 5.02
139 MILKDRY 28.23 5.57
====================================================
Market moves for period 12M, sort by name (12M/name)
====================================================
name change vol_adjusted
0 AEX 11.82 0.86
1 ALUMINIUM 14.21 0.72
2 ALUMINIUM_LME 25.82 1.40
3 AUDJPY 23.35 1.73
4 AUD_micro 10.79 1.02
5 BBCOMM 26.16 2.12
6 BITCOIN -18.09 -0.30
7 BOBL 0.09 0.02
8 BONO 2.20 0.23
9 BOVESPA 16.03 0.98
10 BRE 19.36 1.32
11 BRENT-LAST 49.80 1.63
12 BRENT_W 45.84 1.47
13 BTP 3.78 0.38
14 BTP3 0.00 0.00
15 BUND 0.69 0.06
16 BUTTER -38.57 -3.75
17 BUXL -4.22 -0.18
18 CAC -0.78 -0.05
19 CAD 2.84 0.40
20 CAD10 -1.72 -0.19
21 CAD2 -0.29 -0.17
22 CAD5 -0.94 -0.19
23 CADJPY 13.72 1.06
24 CAD_micro 2.82 0.36
25 CANOLA 23.00 0.61
26 CH10 4.29 0.62
27 CHEESE -9.43 -0.37
28 CHF 7.02 0.90
29 CHFJPY 18.73 1.94
30 CHINAA-CON 3.17 0.18
31 CLP 0.09 0.01
32 CNH -2.42 -0.39
33 CNH-onshore 3.58 0.67
34 COAL 27.84 0.65
35 COAL-GEORDIE 14.09 0.43
36 COCOA -50.25 -0.51
37 COCOA_LDN -56.91 -0.71
38 COFFEE -8.68 -0.16
39 COPPER 11.59 0.43
40 COPPER-micro 12.82 0.46
41 COPPER_LME 31.61 1.83
42 CORN -2.64 -0.20
43 COTTON -13.62 -0.72
44 COTTON2 -5.40 -0.29
45 CRUDE_ICE 52.51 1.49
46 CRUDE_W_micro 45.73 1.39
47 CZK 6.18 0.47
48 DAX -0.40 -0.02
49 DJSTX-SMALL 7.93 0.46
50 DOW 9.05 0.59
51 DX -2.29 -0.22
52 EPRA-EUROPE 7.79 0.35
53 ETHER-micro 10.94 0.09
54 ETHEREUM 10.95 0.09
55 EU-AUTO -20.37 -0.58
56 EU-BANKS 31.66 0.98
57 EU-BASIC 37.56 1.22
58 EU-CONSTRUCTION 2.80 0.10
59 EU-DIV30 17.56 1.16
60 EU-DJ-OIL 59.72 2.79
61 EU-DJ-TECH 13.90 0.42
62 EU-DJ-TELECOM 11.90 0.60
63 EU-DJ-UTIL 43.05 2.84
64 EU-FOOD -5.13 -0.26
65 EU-HEALTH -1.47 -0.07
66 EU-HOUSE -7.76 -0.41
67 EU-INSURE 5.37 0.32
68 EU-MEDIA -23.77 -1.17
69 EU-MID 12.16 0.78
70 EU-OIL 47.21 2.24
71 EU-REALESTATE 5.94 0.26
72 EU-RETAIL 13.35 0.51
73 EU-TECH 1.57 0.05
74 EU-TRAVEL -0.39 -0.02
75 EU-UTILS 41.55 2.49
76 EUA -5.56 -0.15
77 EURAUD -6.41 -0.86
78 EURCAD 0.19 0.02
79 EURCHF -3.74 -0.41
80 EURIBOR-ICE 0.09 0.06
81 EURO600 9.96 0.61
82 EUROSTX 6.45 0.31
83 EUROSTX-LARGE 9.35 0.47
84 EUROSTX-SMALL 6.65 0.36
85 EUROSTX200-LARGE 9.67 0.61
86 EUR_micro 3.24 0.30
87 FANG 16.32 0.45
88 FED -0.53 -0.67
89 FEEDCOW 28.73 1.82
90 FTSE100 17.47 1.43
91 FTSE250 9.34 0.59
92 FTSECHINAA 10.72 0.47
93 FTSECHINAH 0.65 0.02
94 FTSEINDO -8.72 -0.17
95 FTSETAIWAN 49.41 2.29
96 FTSEVIET 51.55 4.34
97 GAS-LAST -41.48 -0.76
98 GAS-PEN -37.00 -0.63
99 GASOIL 78.93 2.11
100 GASOLINE 38.74 1.46
101 GASOLINE_ICE 58.32 1.69
102 GAS_US_mini -37.46 -0.65
103 GBP 2.67 0.30
104 GBPCHF -4.81 -0.61
105 GBPEUR 0.68 0.12
106 GBPJPY 14.41 1.20
107 GICS 34.36 2.31
108 GILT -1.21 -0.11
109 GOLD_micro 57.17 3.47
110 HANG 7.29 0.25
111 HANGENT -1.21 -0.04
112 HANGENT_mini -1.67 -0.05
113 HANGTECH -14.61 -0.31
114 HANG_mini 6.66 0.23
115 HEATOIL 71.23 2.32
116 HEATOIL-ICE 120.37 2.72
117 HOUSE-US -0.81 -0.29
118 IBEX 32.78 1.74
119 IBEX_mini 33.54 1.78
120 IRON 14.16 0.53
121 IRS 15.08 1.49
122 JGB -3.22 -0.92
123 JGB-SGX-mini -3.13 -0.81
124 JP-REALESTATE 21.31 1.59
125 JPY -9.87 -0.97
126 JPY_mini -9.94 -0.98
127 KOSDAQ 59.28 1.98
128 KOSPI 136.44 6.24
129 KOSPI_mini 138.44 6.24
130 KR10 -6.15 -1.00
131 KR3 -1.95 -1.01
132 KRWUSD_mini -4.52 -0.42
133 LEANHOG 15.95 0.52
134 LIVECOW 21.32 1.24
135 LUMBER-new -25.37 -1.10
136 MIB 16.47 0.83
137 MID-DAX -4.85 -0.14
138 MILK -14.02 -0.69
139 MILKDRY 12.80 1.15
140 MILKWET -4.30 -0.39
141 MILLWHEAT -14.41 -0.87
142 MSCIASIA 27.28 1.22
143 MSCIEAFA 15.86 0.87
144 MSCIEMASIA 28.14 1.28
145 MSCISING 15.98 0.79
146 MSCITAIWAN 64.47 2.15
147 MUMMY 18.41 0.71
148 MXP 17.72 1.34
149 NASDAQ_micro 19.11 0.78
150 NIKKEI 47.08 2.30
151 NIKKEI400 36.19 2.21
152 NOK 9.44 0.77
153 NZD -0.09 -0.01
154 OAT 1.68 0.17
155 OATIES -3.18 -0.08
156 OJ -13.15 -0.16
157 OMX 22.74 1.15
158 OMX-SWE 13.43 0.64
159 PALLAD 54.88 1.49
160 PLAT 95.08 3.55
161 PLN 3.97 0.27
162 R1000 13.53 0.89
163 RAPESEED 9.07 0.40
164 REDWHEAT -8.90 -0.35
165 RICE -25.88 -1.20
166 ROBUSTA -30.89 -0.77
167 RUBBER -0.91 -0.03
168 RUSSELL 17.69 0.82
169 SEK 5.93 0.39
170 SGD -1.47 -0.21
171 SGD_mini -1.62 -0.24
172 SHATZ -0.55 -0.28
173 SILVER 122.56 4.62
174 SILVER-mini 120.76 4.32
175 SMI 1.98 0.12
176 SMI-MID 9.14 0.64
177 SOFR 0.51 0.40
178 SONIA3 0.08 0.07
179 SOYBEAN_mini 9.14 0.48
180 SOYMEAL -8.62 -0.38
181 SOYOIL 46.19 1.50
182 SP400 10.43 0.56
183 SP500_micro 13.72 0.81
184 SPI200 9.20 0.53
185 STEEL 16.93 0.76
186 SUGAR11 -26.32 -0.96
187 SUGAR16 -12.87 -0.87
188 SUGAR_WHITE -16.36 -0.61
189 SWISSLEAD -1.91 -0.11
190 TOPIX 36.66 2.15
191 TWD -5.49 -1.01
192 US-DISCRETE 9.40 0.34
193 US-ENERGY 25.41 1.06
194 US-HEALTH -0.14 -0.01
195 US-INDUSTRY 20.72 1.11
196 US-MATERIAL 11.41 0.59
197 US-PROPERTY 1.48 0.07
198 US-REALESTATE 0.27 0.01
199 US-STAPLES 3.11 0.17
200 US-UTILS 17.20 0.84
201 US10 1.23 0.19
202 US10U 1.02 0.13
203 US2 -0.28 -0.17
204 US20 -0.79 -0.07
205 US3 0.32 0.11
206 US30 -3.50 -0.23
207 US5 0.64 0.15
208 V2X 11.57 0.26
209 VIX -3.38 -0.07
210 VIX_mini -19.12 -0.46
211 WHEAT -7.94 -0.38
212 WHEAT_ICE -14.54 -1.04
213 WHEY 96.37 1.88
214 YENEUR 14.96 1.14
215 ZAR 11.92 0.87
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
37 COCOA_LDN -56.91 -0.71
36 COCOA -50.25 -0.51
97 GAS-LAST -41.48 -0.76
16 BUTTER -38.57 -3.75
102 GAS_US_mini -37.46 -0.65
98 GAS-PEN -37.00 -0.63
166 ROBUSTA -30.89 -0.77
186 SUGAR11 -26.32 -0.96
165 RICE -25.88 -1.20
135 LUMBER-new -25.37 -1.10
68 EU-MEDIA -23.77 -1.17
55 EU-AUTO -20.37 -0.58
210 VIX_mini -19.12 -0.46
6 BITCOIN -18.09 -0.30
188 SUGAR_WHITE -16.36 -0.61
113 HANGTECH -14.61 -0.31
212 WHEAT_ICE -14.54 -1.04
141 MILLWHEAT -14.41 -0.87
138 MILK -14.02 -0.69
43 COTTON -13.62 -0.72
156 OJ -13.15 -0.16
187 SUGAR16 -12.87 -0.87
126 JPY_mini -9.94 -0.98
125 JPY -9.87 -0.97
27 CHEESE -9.43 -0.37
164 REDWHEAT -8.90 -0.35
94 FTSEINDO -8.72 -0.17
38 COFFEE -8.68 -0.16
180 SOYMEAL -8.62 -0.38
211 WHEAT -7.94 -0.38
66 EU-HOUSE -7.76 -0.41
77 EURAUD -6.41 -0.86
130 KR10 -6.15 -1.00
76 EUA -5.56 -0.15
191 TWD -5.49 -1.01
44 COTTON2 -5.40 -0.29
64 EU-FOOD -5.13 -0.26
137 MID-DAX -4.85 -0.14
104 GBPCHF -4.81 -0.61
132 KRWUSD_mini -4.52 -0.42
140 MILKWET -4.30 -0.39
17 BUXL -4.22 -0.18
79 EURCHF -3.74 -0.41
206 US30 -3.50 -0.23
209 VIX -3.38 -0.07
122 JGB -3.22 -0.92
155 OATIES -3.18 -0.08
123 JGB-SGX-mini -3.13 -0.81
42 CORN -2.64 -0.20
32 CNH -2.42 -0.39
51 DX -2.29 -0.22
131 KR3 -1.95 -1.01
189 SWISSLEAD -1.91 -0.11
20 CAD10 -1.72 -0.19
112 HANGENT_mini -1.67 -0.05
171 SGD_mini -1.62 -0.24
65 EU-HEALTH -1.47 -0.07
170 SGD -1.47 -0.21
111 HANGENT -1.21 -0.04
108 GILT -1.21 -0.11
22 CAD5 -0.94 -0.19
167 RUBBER -0.91 -0.03
117 HOUSE-US -0.81 -0.29
204 US20 -0.79 -0.07
18 CAC -0.78 -0.05
172 SHATZ -0.55 -0.28
88 FED -0.53 -0.67
48 DAX -0.40 -0.02
74 EU-TRAVEL -0.39 -0.02
21 CAD2 -0.29 -0.17
203 US2 -0.28 -0.17
194 US-HEALTH -0.14 -0.01
153 NZD -0.09 -0.01
14 BTP3 0.00 0.00
178 SONIA3 0.08 0.07
31 CLP 0.09 0.01
80 EURIBOR-ICE 0.09 0.06
7 BOBL 0.09 0.02
78 EURCAD 0.19 0.02
198 US-REALESTATE 0.27 0.01
205 US3 0.32 0.11
177 SOFR 0.51 0.40
207 US5 0.64 0.15
93 FTSECHINAH 0.65 0.02
105 GBPEUR 0.68 0.12
15 BUND 0.69 0.06
202 US10U 1.02 0.13
201 US10 1.23 0.19
197 US-PROPERTY 1.48 0.07
73 EU-TECH 1.57 0.05
154 OAT 1.68 0.17
175 SMI 1.98 0.12
8 BONO 2.20 0.23
103 GBP 2.67 0.30
58 EU-CONSTRUCTION 2.80 0.10
24 CAD_micro 2.82 0.36
19 CAD 2.84 0.40
199 US-STAPLES 3.11 0.17
30 CHINAA-CON 3.17 0.18
86 EUR_micro 3.24 0.30
33 CNH-onshore 3.58 0.67
13 BTP 3.78 0.38
161 PLN 3.97 0.27
26 CH10 4.29 0.62
67 EU-INSURE 5.37 0.32
169 SEK 5.93 0.39
71 EU-REALESTATE 5.94 0.26
47 CZK 6.18 0.47
82 EUROSTX 6.45 0.31
84 EUROSTX-SMALL 6.65 0.36
114 HANG_mini 6.66 0.23
28 CHF 7.02 0.90
110 HANG 7.29 0.25
52 EPRA-EUROPE 7.79 0.35
49 DJSTX-SMALL 7.93 0.46
50 DOW 9.05 0.59
163 RAPESEED 9.07 0.40
179 SOYBEAN_mini 9.14 0.48
176 SMI-MID 9.14 0.64
184 SPI200 9.20 0.53
91 FTSE250 9.34 0.59
83 EUROSTX-LARGE 9.35 0.47
192 US-DISCRETE 9.40 0.34
152 NOK 9.44 0.77
85 EUROSTX200-LARGE 9.67 0.61
81 EURO600 9.96 0.61
182 SP400 10.43 0.56
92 FTSECHINAA 10.72 0.47
4 AUD_micro 10.79 1.02
53 ETHER-micro 10.94 0.09
54 ETHEREUM 10.95 0.09
196 US-MATERIAL 11.41 0.59
208 V2X 11.57 0.26
39 COPPER 11.59 0.43
0 AEX 11.82 0.86
62 EU-DJ-TELECOM 11.90 0.60
215 ZAR 11.92 0.87
69 EU-MID 12.16 0.78
139 MILKDRY 12.80 1.15
40 COPPER-micro 12.82 0.46
72 EU-RETAIL 13.35 0.51
158 OMX-SWE 13.43 0.64
162 R1000 13.53 0.89
23 CADJPY 13.72 1.06
183 SP500_micro 13.72 0.81
61 EU-DJ-TECH 13.90 0.42
35 COAL-GEORDIE 14.09 0.43
120 IRON 14.16 0.53
1 ALUMINIUM 14.21 0.72
106 GBPJPY 14.41 1.20
214 YENEUR 14.96 1.14
121 IRS 15.08 1.49
143 MSCIEAFA 15.86 0.87
133 LEANHOG 15.95 0.52
145 MSCISING 15.98 0.79
9 BOVESPA 16.03 0.98
87 FANG 16.32 0.45
136 MIB 16.47 0.83
185 STEEL 16.93 0.76
200 US-UTILS 17.20 0.84
90 FTSE100 17.47 1.43
59 EU-DIV30 17.56 1.16
168 RUSSELL 17.69 0.82
148 MXP 17.72 1.34
147 MUMMY 18.41 0.71
29 CHFJPY 18.73 1.94
149 NASDAQ_micro 19.11 0.78
10 BRE 19.36 1.32
195 US-INDUSTRY 20.72 1.11
124 JP-REALESTATE 21.31 1.59
134 LIVECOW 21.32 1.24
157 OMX 22.74 1.15
25 CANOLA 23.00 0.61
3 AUDJPY 23.35 1.73
193 US-ENERGY 25.41 1.06
2 ALUMINIUM_LME 25.82 1.40
5 BBCOMM 26.16 2.12
142 MSCIASIA 27.28 1.22
34 COAL 27.84 0.65
144 MSCIEMASIA 28.14 1.28
89 FEEDCOW 28.73 1.82
41 COPPER_LME 31.61 1.83
56 EU-BANKS 31.66 0.98
118 IBEX 32.78 1.74
119 IBEX_mini 33.54 1.78
107 GICS 34.36 2.31
151 NIKKEI400 36.19 2.21
190 TOPIX 36.66 2.15
57 EU-BASIC 37.56 1.22
100 GASOLINE 38.74 1.46
75 EU-UTILS 41.55 2.49
63 EU-DJ-UTIL 43.05 2.84
46 CRUDE_W_micro 45.73 1.39
12 BRENT_W 45.84 1.47
181 SOYOIL 46.19 1.50
150 NIKKEI 47.08 2.30
70 EU-OIL 47.21 2.24
95 FTSETAIWAN 49.41 2.29
11 BRENT-LAST 49.80 1.63
96 FTSEVIET 51.55 4.34
45 CRUDE_ICE 52.51 1.49
159 PALLAD 54.88 1.49
109 GOLD_micro 57.17 3.47
101 GASOLINE_ICE 58.32 1.69
127 KOSDAQ 59.28 1.98
60 EU-DJ-OIL 59.72 2.79
146 MSCITAIWAN 64.47 2.15
115 HEATOIL 71.23 2.32
99 GASOIL 78.93 2.11
160 PLAT 95.08 3.55
213 WHEY 96.37 1.88
116 HEATOIL-ICE 120.37 2.72
174 SILVER-mini 120.76 4.32
173 SILVER 122.56 4.62
128 KOSPI 136.44 6.24
129 KOSPI_mini 138.44 6.24
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
16 BUTTER -38.57 -3.75
165 RICE -25.88 -1.20
68 EU-MEDIA -23.77 -1.17
135 LUMBER-new -25.37 -1.10
212 WHEAT_ICE -14.54 -1.04
191 TWD -5.49 -1.01
131 KR3 -1.95 -1.01
130 KR10 -6.15 -1.00
126 JPY_mini -9.94 -0.98
125 JPY -9.87 -0.97
186 SUGAR11 -26.32 -0.96
122 JGB -3.16 -0.90
141 MILLWHEAT -14.41 -0.87
187 SUGAR16 -12.87 -0.87
77 EURAUD -6.41 -0.86
123 JGB-SGX-mini -3.13 -0.81
166 ROBUSTA -30.89 -0.77
97 GAS-LAST -41.48 -0.76
43 COTTON -13.62 -0.72
37 COCOA_LDN -56.91 -0.71
138 MILK -14.02 -0.69
88 FED -0.53 -0.67
102 GAS_US_mini -37.46 -0.65
98 GAS-PEN -37.00 -0.63
188 SUGAR_WHITE -16.36 -0.61
104 GBPCHF -4.81 -0.61
55 EU-AUTO -20.37 -0.58
36 COCOA -50.25 -0.51
210 VIX_mini -19.12 -0.46
132 KRWUSD_mini -4.52 -0.42
79 EURCHF -3.74 -0.41
66 EU-HOUSE -7.76 -0.41
140 MILKWET -4.30 -0.39
32 CNH -2.42 -0.39
180 SOYMEAL -8.62 -0.38
211 WHEAT -7.94 -0.38
27 CHEESE -9.43 -0.37
164 REDWHEAT -8.90 -0.35
113 HANGTECH -14.61 -0.31
6 BITCOIN -18.09 -0.30
44 COTTON2 -5.40 -0.29
117 HOUSE-US -0.81 -0.29
172 SHATZ -0.55 -0.28
64 EU-FOOD -5.13 -0.26
171 SGD_mini -1.62 -0.24
206 US30 -3.50 -0.23
51 DX -2.29 -0.22
170 SGD -1.47 -0.21
42 CORN -2.64 -0.20
20 CAD10 -1.72 -0.19
22 CAD5 -0.94 -0.19
17 BUXL -4.22 -0.18
203 US2 -0.28 -0.17
21 CAD2 -0.29 -0.17
94 FTSEINDO -8.72 -0.17
156 OJ -13.15 -0.16
38 COFFEE -8.68 -0.16
76 EUA -5.56 -0.15
137 MID-DAX -4.85 -0.14
189 SWISSLEAD -1.91 -0.11
108 GILT -1.21 -0.11
155 OATIES -3.18 -0.08
65 EU-HEALTH -1.47 -0.07
209 VIX -3.38 -0.07
204 US20 -0.79 -0.07
112 HANGENT_mini -1.67 -0.05
18 CAC -0.78 -0.05
111 HANGENT -1.21 -0.04
167 RUBBER -0.91 -0.03
48 DAX -0.40 -0.02
74 EU-TRAVEL -0.39 -0.02
194 US-HEALTH -0.14 -0.01
153 NZD -0.09 -0.01
14 BTP3 0.00 0.00
31 CLP 0.09 0.01
198 US-REALESTATE 0.27 0.01
7 BOBL 0.09 0.02
93 FTSECHINAH 0.65 0.02
78 EURCAD 0.19 0.02
73 EU-TECH 1.57 0.05
80 EURIBOR-ICE 0.09 0.06
15 BUND 0.69 0.06
178 SONIA3 0.08 0.07
197 US-PROPERTY 1.48 0.07
54 ETHEREUM 10.95 0.09
53 ETHER-micro 10.94 0.09
58 EU-CONSTRUCTION 2.80 0.10
205 US3 0.32 0.11
105 GBPEUR 0.68 0.12
175 SMI 1.98 0.12
202 US10U 1.02 0.13
207 US5 0.64 0.15
154 OAT 1.68 0.17
199 US-STAPLES 3.11 0.17
30 CHINAA-CON 3.17 0.18
201 US10 1.23 0.19
114 HANG_mini 6.66 0.23
8 BONO 2.20 0.23
110 HANG 7.29 0.25
208 V2X 11.57 0.26
71 EU-REALESTATE 5.94 0.26
161 PLN 3.97 0.27
86 EUR_micro 3.24 0.30
103 GBP 2.67 0.30
82 EUROSTX 6.45 0.31
67 EU-INSURE 5.37 0.32
192 US-DISCRETE 9.40 0.34
52 EPRA-EUROPE 7.79 0.35
84 EUROSTX-SMALL 6.65 0.36
24 CAD_micro 2.82 0.36
13 BTP 3.78 0.38
169 SEK 5.93 0.39
19 CAD 2.84 0.40
177 SOFR 0.51 0.40
163 RAPESEED 9.07 0.40
61 EU-DJ-TECH 13.90 0.42
39 COPPER 11.59 0.43
35 COAL-GEORDIE 14.09 0.43
87 FANG 16.32 0.45
49 DJSTX-SMALL 7.93 0.46
40 COPPER-micro 12.82 0.46
47 CZK 6.18 0.47
83 EUROSTX-LARGE 9.35 0.47
92 FTSECHINAA 10.72 0.47
179 SOYBEAN_mini 9.14 0.48
72 EU-RETAIL 13.35 0.51
133 LEANHOG 15.95 0.52
120 IRON 14.16 0.53
184 SPI200 9.20 0.53
182 SP400 10.43 0.56
91 FTSE250 9.34 0.59
196 US-MATERIAL 11.41 0.59
50 DOW 9.05 0.59
62 EU-DJ-TELECOM 11.90 0.60
85 EUROSTX200-LARGE 9.67 0.61
25 CANOLA 23.00 0.61
81 EURO600 9.96 0.61
26 CH10 4.29 0.62
158 OMX-SWE 13.43 0.64
176 SMI-MID 9.14 0.64
34 COAL 27.84 0.65
33 CNH-onshore 3.58 0.67
147 MUMMY 18.41 0.71
1 ALUMINIUM 14.21 0.72
185 STEEL 16.93 0.76
152 NOK 9.44 0.77
69 EU-MID 12.16 0.78
149 NASDAQ_micro 19.11 0.78
145 MSCISING 15.98 0.79
183 SP500_micro 13.72 0.81
168 RUSSELL 17.69 0.82
136 MIB 16.47 0.83
200 US-UTILS 17.20 0.84
0 AEX 11.82 0.86
143 MSCIEAFA 15.86 0.87
215 ZAR 11.92 0.87
162 R1000 13.53 0.89
28 CHF 7.02 0.90
56 EU-BANKS 31.66 0.98
9 BOVESPA 16.03 0.98
4 AUD_micro 10.79 1.02
193 US-ENERGY 25.41 1.06
23 CADJPY 13.72 1.06
195 US-INDUSTRY 20.72 1.11
214 YENEUR 14.96 1.14
157 OMX 22.74 1.15
139 MILKDRY 12.80 1.15
59 EU-DIV30 17.56 1.16
106 GBPJPY 14.41 1.20
142 MSCIASIA 27.28 1.22
57 EU-BASIC 37.56 1.22
134 LIVECOW 21.32 1.24
144 MSCIEMASIA 28.14 1.28
10 BRE 19.36 1.32
148 MXP 17.72 1.34
46 CRUDE_W_micro 45.73 1.39
2 ALUMINIUM_LME 25.82 1.40
90 FTSE100 17.47 1.43
100 GASOLINE 38.74 1.46
12 BRENT_W 45.84 1.47
159 PALLAD 54.88 1.49
45 CRUDE_ICE 52.51 1.49
121 IRS 15.08 1.49
181 SOYOIL 46.19 1.50
124 JP-REALESTATE 21.31 1.59
11 BRENT-LAST 49.80 1.63
101 GASOLINE_ICE 58.32 1.69
3 AUDJPY 23.35 1.73
118 IBEX 32.78 1.74
119 IBEX_mini 33.54 1.78
89 FEEDCOW 28.73 1.82
41 COPPER_LME 31.61 1.83
213 WHEY 96.37 1.88
29 CHFJPY 18.73 1.94
127 KOSDAQ 59.73 1.99
99 GASOIL 78.93 2.11
5 BBCOMM 26.16 2.12
190 TOPIX 36.14 2.13
146 MSCITAIWAN 64.47 2.15
151 NIKKEI400 35.63 2.18
70 EU-OIL 47.21 2.24
95 FTSETAIWAN 49.41 2.29
150 NIKKEI 47.06 2.30
107 GICS 34.36 2.31
115 HEATOIL 71.23 2.32
75 EU-UTILS 41.55 2.49
116 HEATOIL-ICE 120.37 2.72
60 EU-DJ-OIL 59.72 2.79
63 EU-DJ-UTIL 43.05 2.84
109 GOLD_micro 57.17 3.47
160 PLAT 95.08 3.55
174 SILVER-mini 120.76 4.32
96 FTSEVIET 51.55 4.34
173 SILVER 122.56 4.62
129 KOSPI_mini 136.38 6.20
128 KOSPI 134.39 6.20
********************************************************************************
END OF REPORT
********************************************************************************