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Market_monitor_report
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********************************************************************************
Market monitor report produced on 10/02/2025 23:14
********************************************************************************
This report lists instruments by their percentage returns, over different periods (eg 1 day, 7 days, 1 month, 3 months, 6 months, YTD and 1 year)
The first few tables are top6/bottom 6, then subsequently we have all instruments.
The return tables are sorted by instrument name, outright percentage return (1=1%), and vol adjusted return.
Search by period/order eg 1B/name, 1M/change, YTD/vol_adjusted
+Periods: ['1B', '7D', '1M', '3M', '6M', 'YTD', '12M']
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
181 OJ -3.45 -0.95
180 OATIES -2.23 -0.68
36 COAL -1.42 -0.44
37 COAL-GEORDIE -1.36 -0.50
174 NICKEL_LME -1.27 -0.57
38 COCOA -1.01 -0.17
188 RICE 1.70 0.90
105 FTSECHINAH 1.73 0.61
170 MUMMY 1.95 0.82
116 GAS_US_mini 2.52 0.35
115 GAS_US 2.55 0.50
40 COFFEE 4.96 2.01
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
181 OJ -3.45 -0.95
180 OATIES -2.23 -0.68
174 NICKEL_LME -1.27 -0.57
37 COAL-GEORDIE -1.36 -0.50
36 COAL -1.42 -0.44
142 JGB -0.12 -0.44
102 FTSE100 0.79 0.73
242 WHEAT_ICE 1.11 0.81
170 MUMMY 1.95 0.82
188 RICE 1.70 0.90
167 MSCISING 1.17 0.98
40 COFFEE 4.96 2.01
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
38 COCOA -10.31 -1.20
39 COCOA_LDN -9.84 -1.31
181 OJ -9.75 -1.87
62 ETHEREUM -5.30 -0.41
37 COAL-GEORDIE -5.22 -1.35
61 ETHER-micro -4.70 -0.36
116 GAS_US_mini 7.79 0.66
42 COPPER-micro 8.07 2.79
41 COPPER 8.20 2.83
43 COPPER-mini 8.29 2.83
213 STEEL 8.63 3.21
40 COFFEE 12.34 3.08
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
181 OJ -9.75 -1.87
30 CHFJPY -2.37 -1.61
120 GBPJPY -2.53 -1.60
106 FTSEINDO -4.49 -1.58
18 BUTTER -3.09 -1.53
245 YENEUR -2.38 -1.48
64 EU-BANKS 5.53 2.33
42 COPPER-micro 8.07 2.79
41 COPPER 8.20 2.83
43 COPPER-mini 8.29 2.83
40 COFFEE 12.34 3.08
213 STEEL 8.63 3.21
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
239 VIX_mini -13.79 -0.65
181 OJ -13.51 -1.15
244 WHEY -13.00 -1.88
62 ETHEREUM -12.35 -0.47
61 ETHER-micro -12.21 -0.46
238 VIX -10.89 -0.56
129 HANGENT_mini 16.23 1.63
128 HANGENT 16.27 1.62
105 FTSECHINAH 16.40 1.49
189 ROBUSTA 17.19 1.26
130 HANGTECH 24.66 1.94
40 COFFEE 30.29 2.92
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
18 BUTTER -10.28 -2.46
244 WHEY -13.00 -1.88
37 COAL-GEORDIE -7.63 -1.19
181 OJ -13.51 -1.15
35 CNH-onshore -1.67 -1.12
162 MILKWET -3.37 -1.00
67 EU-CONSTRUCTION 9.52 2.11
64 EU-BANKS 11.70 2.13
54 DAX 8.18 2.21
76 EU-INSURE 8.91 2.22
71 EU-DJ-TELECOM 10.25 2.81
40 COFFEE 30.29 2.92
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
37 COAL-GEORDIE -25.09 -2.05
62 ETHEREUM -19.93 -0.63
61 ETHER-micro -19.06 -0.58
240 VNKI -17.71 -0.43
36 COAL -14.26 -0.94
214 SUGAR11 -12.18 -0.84
110 GAS-PEN 29.45 0.91
189 ROBUSTA 33.05 1.40
116 GAS_US_mini 42.68 1.36
38 COCOA 47.75 1.45
39 COCOA_LDN 52.38 1.79
40 COFFEE 66.28 3.31
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
139 INR -2.49 -3.21
37 COAL-GEORDIE -25.09 -2.05
18 BUTTER -11.67 -1.38
106 FTSEINDO -10.83 -1.27
143 JGB-SGX-mini -2.13 -1.15
142 JGB -2.13 -1.03
38 COCOA 47.75 1.45
64 EU-BANKS 16.50 1.45
101 FEEDCOW 11.12 1.58
54 DAX 12.72 1.64
39 COCOA_LDN 52.38 1.79
40 COFFEE 66.28 3.31
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
37 COAL-GEORDIE -31.30 -2.52
18 BUTTER -25.00 -2.74
239 VIX_mini -21.85 -0.20
36 COAL -17.07 -0.78
238 VIX -15.89 -0.32
106 FTSEINDO -13.09 -0.91
130 HANGTECH 38.02 1.76
189 ROBUSTA 41.52 1.35
8 BITCOIN 53.91 1.02
38 COCOA 77.34 0.88
40 COFFEE 77.71 2.73
39 COCOA_LDN 83.76 0.98
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
97 EUR_micro -8.43 -3.38
18 BUTTER -25.00 -2.74
37 COAL-GEORDIE -31.30 -2.52
139 INR -2.44 -1.47
86 EUR -6.43 -1.46
98 EUR_mini -5.30 -1.18
128 HANGENT 30.93 1.62
130 HANGTECH 38.02 1.76
198 SGX 16.08 1.87
167 MSCISING 34.38 1.87
71 EU-DJ-TELECOM 18.12 1.94
40 COFFEE 77.71 2.73
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
62 ETHEREUM -24.78 -0.96
61 ETHER-micro -24.03 -0.91
181 OJ -15.72 -1.22
37 COAL-GEORDIE -13.08 -1.90
38 COCOA -10.61 -0.47
244 WHEY -9.81 -1.05
41 COPPER 16.74 2.07
43 COPPER-mini 16.84 2.01
42 COPPER-micro 16.84 2.04
189 ROBUSTA 17.00 1.00
130 HANGTECH 19.13 1.24
40 COFFEE 32.08 2.47
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
139 INR -1.54 -2.18
37 COAL-GEORDIE -13.08 -1.90
18 BUTTER -8.10 -1.54
143 JGB-SGX-mini -1.53 -1.53
181 OJ -15.72 -1.22
142 JGB -1.27 -1.20
42 COPPER-micro 16.84 2.04
41 COPPER 16.74 2.07
64 EU-BANKS 15.15 2.24
54 DAX 10.22 2.28
71 EU-DJ-TELECOM 10.66 2.41
40 COFFEE 32.08 2.47
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
47 COTTON -34.77 -2.31
48 COTTON2 -24.76 -1.62
238 VIX -21.74 -0.71
37 COAL-GEORDIE -21.36 -0.50
239 VIX_mini -20.59 -0.71
106 FTSEINDO -20.06 -1.44
128 HANGENT 50.53 1.35
8 BITCOIN 79.59 1.89
189 ROBUSTA 130.55 3.65
40 COFFEE 134.44 3.49
38 COCOA 386.19 5.19
39 COCOA_LDN 498.34 5.44
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
47 COTTON -34.77 -2.31
48 COTTON2 -24.76 -1.62
106 FTSEINDO -20.06 -1.44
97 EUR_micro -9.43 -1.30
139 INR -2.77 -1.26
73 EU-FOOD -14.04 -1.15
126 GOLD_micro 35.14 2.87
124 GOLD 35.29 2.90
40 COFFEE 134.44 3.49
189 ROBUSTA 130.55 3.65
38 COCOA 386.19 5.19
39 COCOA_LDN 498.34 5.44
==================================================
Market moves for period 1B, sort by name (1B/name)
==================================================
name change vol_adjusted
0 AEX 0.81 0.70
1 AEX_mini 0.37 0.31
2 ALUMINIUM 0.52 0.23
3 ALUMINIUM_LME 0.47 0.24
4 AUD -0.02 -0.02
5 AUDJPY 0.00 0.00
6 AUD_micro -0.02 -0.02
7 BBCOMM 0.43 0.36
8 BITCOIN 0.23 0.05
9 BOBL 0.04 0.14
10 BONO 0.05 0.09
12 BRE 0.09 0.07
13 BRENT-LAST 0.62 0.28
14 BRENT_W 1.07 0.49
15 BTP 0.08 0.15
16 BTP3 0.03 0.17
17 BUND 0.08 0.16
18 BUTTER 0.37 0.27
19 BUXL 0.35 0.28
20 CAC 0.34 0.26
21 CAD 0.21 0.32
22 CAD10 0.07 0.10
23 CAD2 0.04 0.26
24 CAD5 0.03 0.06
25 CAD_micro 0.20 0.25
26 CANOLA 1.55 0.69
27 CH10 0.24 0.57
28 CHEESE 0.65 0.24
29 CHF -0.13 -0.18
31 CHF_micro -0.12 -0.15
32 CHINAA-CON -0.27 -0.10
34 CNH 0.10 0.16
36 COAL -1.42 -0.44
37 COAL-GEORDIE -1.36 -0.50
38 COCOA -1.01 -0.17
39 COCOA_LDN 0.03 0.00
40 COFFEE 4.96 2.01
41 COPPER 0.89 0.50
42 COPPER-micro 0.70 0.40
43 COPPER-mini 0.68 0.38
44 COPPER_LME 0.62 0.41
45 CORN 0.48 0.39
46 CORN_mini 0.33 0.19
48 COTTON2 0.91 0.56
49 CRUDE_ICE 1.27 0.48
50 CRUDE_W 0.47 0.28
51 CRUDE_W_micro 0.35 0.15
52 CRUDE_W_mini 0.63 0.25
54 DAX 0.70 0.57
55 DJSTX-SMALL 0.31 0.24
56 DOW 0.04 0.03
57 DOW_mini 0.03 0.03
58 DX 0.01 0.01
59 EPRA-EUROPE 0.00 0.00
61 ETHER-micro 1.58 0.14
62 ETHEREUM 1.12 0.10
63 EU-AUTO 0.66 0.31
64 EU-BANKS -0.39 -0.20
65 EU-BASIC 0.76 0.31
66 EU-CHEM -0.18 -0.10
67 EU-CONSTRUCTION 0.27 0.16
68 EU-DIV30 0.17 0.15
69 EU-DJ-OIL -0.19 -0.11
70 EU-DJ-TECH 0.00 0.00
71 EU-DJ-TELECOM 0.72 0.51
72 EU-DJ-UTIL -0.33 -0.24
73 EU-FOOD -0.22 -0.15
74 EU-HEALTH 0.21 0.13
75 EU-HOUSE 0.27 0.15
76 EU-INSURE 0.05 0.04
77 EU-MEDIA 0.87 0.64
78 EU-MID 0.27 0.24
79 EU-OIL 0.22 0.13
80 EU-REALESTATE 0.38 0.21
81 EU-RETAIL 0.80 0.43
82 EU-TECH 0.54 0.23
83 EU-TRAVEL 0.11 0.08
84 EU-UTILS -0.38 -0.26
85 EUA -0.53 -0.19
86 EUR -0.03 -0.04
87 EURAUD 0.10 0.17
88 EURCAD -0.07 -0.10
89 EURCHF 0.12 0.24
90 EURIBOR 0.02 0.26
91 EURIBOR-ICE 0.02 0.26
92 EURO600 0.52 0.47
93 EUROSTX 0.58 0.42
95 EUROSTX-SMALL 0.06 0.05
96 EUROSTX200-LARGE 0.00 0.00
97 EUR_micro -0.01 -0.01
98 EUR_mini -0.06 -0.07
99 FANG 1.14 0.44
100 FED -0.01 -0.08
101 FEEDCOW 0.63 0.39
102 FTSE100 0.79 0.73
103 FTSE250 0.63 0.44
104 FTSECHINAA -0.01 -0.00
105 FTSECHINAH 1.73 0.61
106 FTSEINDO -0.69 -0.32
107 FTSETAIWAN -0.10 -0.05
108 FTSEVIET -0.34 -0.30
109 GAS-LAST 0.00 0.00
111 GASOIL 0.76 0.30
112 GASOILINE 0.34 0.18
113 GASOILINE_ICE 0.01 0.01
115 GAS_US 2.55 0.50
116 GAS_US_mini 2.52 0.35
117 GBP -0.10 -0.11
121 GBP_micro -0.06 -0.06
122 GICS 0.00 0.00
123 GILT 0.30 0.33
124 GOLD 0.05 0.03
125 GOLD-mini 0.09 0.06
126 GOLD_micro 0.04 0.03
127 HANG -0.11 -0.05
128 HANGENT -0.10 -0.04
129 HANGENT_mini -0.18 -0.07
130 HANGTECH -0.17 -0.06
131 HANG_mini -0.12 -0.05
132 HEATOIL 0.41 0.18
133 HEATOIL-ICE 0.62 0.22
134 HIGHYIELD 0.04 0.09
136 IBEX 0.18 0.13
137 IBEX_mini 0.20 0.14
138 IG -0.17 -0.25
139 INR 0.04 0.16
140 IRON -0.57 -0.23
142 JGB -0.12 -0.44
143 JGB-SGX-mini -0.04 -0.14
144 JGB-mini 0.00 0.00
145 JP-REALESTATE -0.15 -0.13
146 JPY -0.24 -0.23
147 JPY_mini -0.26 -0.25
148 KOSDAQ 0.80 0.34
149 KOSPI 0.54 0.29
150 KOSPI_mini 0.57 0.30
151 KR10 -0.08 -0.16
152 KR3 -0.01 -0.06
154 KRWUSD_mini 0.29 0.28
155 LEAD_LME 0.15 0.09
156 LEANHOG -0.67 -0.31
157 LIVECOW 0.09 0.06
158 LUMBER-new 0.41 0.16
159 MIB 0.16 0.13
160 MILK 1.46 0.66
161 MILKDRY -0.19 -0.19
163 MILLWHEAT 0.86 0.46
164 MSCIASIA 0.44 0.24
165 MSCIEAFA 0.47 0.27
167 MSCISING 1.17 0.98
168 MSCITAIWAN -0.79 -0.28
170 MUMMY 1.95 0.82
171 MXP 0.10 0.07
172 NASDAQ 0.38 0.21
173 NASDAQ_micro 0.31 0.17
174 NICKEL_LME -1.27 -0.57
175 NIKKEI 0.27 0.13
176 NIKKEI400 0.06 0.04
177 NOK 0.22 0.22
178 NZD -0.22 -0.22
179 OAT 0.08 0.15
180 OATIES -2.23 -0.68
181 OJ -3.45 -0.95
183 PALLAD 0.10 0.03
184 PLAT 0.15 0.06
185 PLN 0.00 0.00
186 R1000 -0.16 -0.14
187 REDWHEAT -0.76 -0.32
188 RICE 1.70 0.90
189 ROBUSTA 1.53 0.47
190 RUBBER 0.10 0.04
192 RUSSELL 0.49 0.26
193 RUSSELL_mini 0.47 0.25
194 SARONA 0.03 0.51
195 SEK 0.14 0.13
196 SGD 0.00 0.00
199 SHATZ 0.04 0.34
200 SILVER -0.55 -0.20
201 SMI 0.37 0.34
202 SMI-MID 0.00 0.00
203 SOFR -0.03 -0.31
204 SONIA3 0.06 0.64
205 SOYBEAN -0.05 -0.03
206 SOYBEAN_mini -0.21 -0.10
207 SOYMEAL -0.47 -0.17
208 SOYOIL 0.02 0.01
209 SP400 0.18 0.12
210 SP500 0.26 0.21
211 SP500_micro 0.21 0.17
212 SPI200 0.42 0.33
213 STEEL 0.00 0.00
214 SUGAR11 0.22 0.10
216 SUGAR_WHITE 0.89 0.40
219 TOPIX -0.01 -0.01
221 TWD-mini 0.07 0.13
222 US-DISCRETE 0.33 0.17
223 US-ENERGY 0.70 0.34
224 US-HEALTH 0.46 0.32
225 US-INDUSTRY 0.48 0.33
226 US-MATERIAL 0.20 0.14
227 US-REALESTATE 0.57 0.25
228 US-STAPLES 0.50 0.37
229 US-UTILS 0.51 0.25
230 US10 -0.14 -0.26
231 US10U -0.22 -0.33
232 US2 -0.02 -0.11
233 US20 -0.27 -0.27
234 US3 -0.04 -0.19
235 US30 -0.44 -0.34
236 US5 -0.10 -0.28
237 V2X 0.00 0.00
238 VIX -0.83 -0.15
239 VIX_mini -0.23 -0.04
240 VNKI -0.63 -0.12
241 WHEAT -0.20 -0.10
242 WHEAT_ICE 1.11 0.81
243 WHEAT_mini -0.53 -0.22
245 YENEUR 0.19 0.16
246 ZAR -0.18 -0.14
247 ZINC_LME 0.14 0.06
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
181 OJ -3.45 -0.95
180 OATIES -2.23 -0.68
36 COAL -1.42 -0.44
37 COAL-GEORDIE -1.36 -0.50
174 NICKEL_LME -1.27 -0.57
38 COCOA -1.01 -0.17
238 VIX -0.83 -0.15
168 MSCITAIWAN -0.79 -0.28
187 REDWHEAT -0.76 -0.32
106 FTSEINDO -0.69 -0.32
156 LEANHOG -0.67 -0.31
240 VNKI -0.63 -0.12
140 IRON -0.57 -0.23
200 SILVER -0.55 -0.20
85 EUA -0.53 -0.19
243 WHEAT_mini -0.53 -0.22
207 SOYMEAL -0.47 -0.17
235 US30 -0.44 -0.34
64 EU-BANKS -0.39 -0.20
84 EU-UTILS -0.38 -0.26
108 FTSEVIET -0.34 -0.30
72 EU-DJ-UTIL -0.33 -0.24
233 US20 -0.27 -0.27
32 CHINAA-CON -0.27 -0.10
147 JPY_mini -0.26 -0.25
146 JPY -0.24 -0.23
239 VIX_mini -0.23 -0.04
231 US10U -0.22 -0.33
73 EU-FOOD -0.22 -0.15
178 NZD -0.22 -0.22
206 SOYBEAN_mini -0.21 -0.10
241 WHEAT -0.20 -0.10
69 EU-DJ-OIL -0.19 -0.11
161 MILKDRY -0.19 -0.19
246 ZAR -0.18 -0.14
66 EU-CHEM -0.18 -0.10
129 HANGENT_mini -0.18 -0.07
138 IG -0.17 -0.25
130 HANGTECH -0.17 -0.06
186 R1000 -0.16 -0.14
145 JP-REALESTATE -0.15 -0.13
230 US10 -0.14 -0.26
29 CHF -0.13 -0.18
142 JGB -0.12 -0.44
31 CHF_micro -0.12 -0.15
131 HANG_mini -0.12 -0.05
127 HANG -0.11 -0.05
107 FTSETAIWAN -0.10 -0.05
128 HANGENT -0.10 -0.04
117 GBP -0.10 -0.11
236 US5 -0.10 -0.28
151 KR10 -0.08 -0.16
88 EURCAD -0.07 -0.10
98 EUR_mini -0.06 -0.07
121 GBP_micro -0.06 -0.06
205 SOYBEAN -0.05 -0.03
234 US3 -0.04 -0.19
143 JGB-SGX-mini -0.04 -0.14
86 EUR -0.03 -0.04
203 SOFR -0.03 -0.31
4 AUD -0.02 -0.02
6 AUD_micro -0.02 -0.02
232 US2 -0.02 -0.11
97 EUR_micro -0.01 -0.01
152 KR3 -0.01 -0.06
219 TOPIX -0.01 -0.01
104 FTSECHINAA -0.01 -0.00
100 FED -0.01 -0.08
96 EUROSTX200-LARGE 0.00 0.00
237 V2X 0.00 0.00
109 GAS-LAST 0.00 0.00
5 AUDJPY 0.00 0.00
144 JGB-mini 0.00 0.00
196 SGD 0.00 0.00
122 GICS 0.00 0.00
202 SMI-MID 0.00 0.00
185 PLN 0.00 0.00
59 EPRA-EUROPE 0.00 0.00
213 STEEL 0.00 0.00
70 EU-DJ-TECH 0.00 0.00
58 DX 0.01 0.01
113 GASOILINE_ICE 0.01 0.01
90 EURIBOR 0.02 0.26
91 EURIBOR-ICE 0.02 0.26
208 SOYOIL 0.02 0.01
194 SARONA 0.03 0.51
39 COCOA_LDN 0.03 0.00
24 CAD5 0.03 0.06
16 BTP3 0.03 0.17
57 DOW_mini 0.03 0.03
23 CAD2 0.04 0.26
56 DOW 0.04 0.03
134 HIGHYIELD 0.04 0.09
199 SHATZ 0.04 0.34
9 BOBL 0.04 0.14
139 INR 0.04 0.16
126 GOLD_micro 0.04 0.03
76 EU-INSURE 0.05 0.04
124 GOLD 0.05 0.03
10 BONO 0.05 0.09
176 NIKKEI400 0.06 0.04
95 EUROSTX-SMALL 0.06 0.05
204 SONIA3 0.06 0.64
221 TWD-mini 0.07 0.13
22 CAD10 0.07 0.10
179 OAT 0.08 0.15
17 BUND 0.08 0.16
15 BTP 0.08 0.15
12 BRE 0.09 0.07
157 LIVECOW 0.09 0.06
125 GOLD-mini 0.09 0.06
34 CNH 0.10 0.16
183 PALLAD 0.10 0.03
190 RUBBER 0.10 0.04
87 EURAUD 0.10 0.17
171 MXP 0.10 0.07
83 EU-TRAVEL 0.11 0.08
89 EURCHF 0.12 0.24
195 SEK 0.14 0.13
247 ZINC_LME 0.14 0.06
155 LEAD_LME 0.15 0.09
184 PLAT 0.15 0.06
159 MIB 0.16 0.13
68 EU-DIV30 0.17 0.15
209 SP400 0.18 0.12
136 IBEX 0.18 0.13
245 YENEUR 0.19 0.16
137 IBEX_mini 0.20 0.14
25 CAD_micro 0.20 0.25
226 US-MATERIAL 0.20 0.14
21 CAD 0.21 0.32
211 SP500_micro 0.21 0.17
74 EU-HEALTH 0.21 0.13
79 EU-OIL 0.22 0.13
214 SUGAR11 0.22 0.10
177 NOK 0.22 0.22
8 BITCOIN 0.23 0.05
27 CH10 0.24 0.57
210 SP500 0.26 0.21
75 EU-HOUSE 0.27 0.15
78 EU-MID 0.27 0.24
67 EU-CONSTRUCTION 0.27 0.16
175 NIKKEI 0.27 0.13
154 KRWUSD_mini 0.29 0.28
123 GILT 0.30 0.33
173 NASDAQ_micro 0.31 0.17
55 DJSTX-SMALL 0.31 0.24
222 US-DISCRETE 0.33 0.17
46 CORN_mini 0.33 0.19
112 GASOILINE 0.34 0.18
20 CAC 0.34 0.26
19 BUXL 0.35 0.28
51 CRUDE_W_micro 0.35 0.15
1 AEX_mini 0.37 0.31
18 BUTTER 0.37 0.27
201 SMI 0.37 0.34
172 NASDAQ 0.38 0.21
80 EU-REALESTATE 0.38 0.21
132 HEATOIL 0.41 0.18
158 LUMBER-new 0.41 0.16
212 SPI200 0.42 0.33
7 BBCOMM 0.43 0.36
164 MSCIASIA 0.44 0.24
224 US-HEALTH 0.46 0.32
193 RUSSELL_mini 0.47 0.25
50 CRUDE_W 0.47 0.28
165 MSCIEAFA 0.47 0.27
3 ALUMINIUM_LME 0.47 0.24
45 CORN 0.48 0.39
225 US-INDUSTRY 0.48 0.33
192 RUSSELL 0.49 0.26
228 US-STAPLES 0.50 0.37
229 US-UTILS 0.51 0.25
92 EURO600 0.52 0.47
2 ALUMINIUM 0.52 0.23
82 EU-TECH 0.54 0.23
149 KOSPI 0.54 0.29
227 US-REALESTATE 0.57 0.25
150 KOSPI_mini 0.57 0.30
93 EUROSTX 0.58 0.42
13 BRENT-LAST 0.62 0.28
133 HEATOIL-ICE 0.62 0.22
44 COPPER_LME 0.62 0.41
103 FTSE250 0.63 0.44
52 CRUDE_W_mini 0.63 0.25
101 FEEDCOW 0.63 0.39
28 CHEESE 0.65 0.24
63 EU-AUTO 0.66 0.31
43 COPPER-mini 0.68 0.38
223 US-ENERGY 0.70 0.34
54 DAX 0.70 0.57
42 COPPER-micro 0.70 0.40
71 EU-DJ-TELECOM 0.72 0.51
111 GASOIL 0.76 0.30
65 EU-BASIC 0.76 0.31
102 FTSE100 0.79 0.73
81 EU-RETAIL 0.80 0.43
148 KOSDAQ 0.80 0.34
0 AEX 0.81 0.70
163 MILLWHEAT 0.86 0.46
77 EU-MEDIA 0.87 0.64
41 COPPER 0.89 0.50
216 SUGAR_WHITE 0.89 0.40
48 COTTON2 0.91 0.56
14 BRENT_W 1.07 0.49
242 WHEAT_ICE 1.11 0.81
62 ETHEREUM 1.12 0.10
99 FANG 1.14 0.44
167 MSCISING 1.17 0.98
49 CRUDE_ICE 1.27 0.48
160 MILK 1.46 0.66
189 ROBUSTA 1.53 0.47
26 CANOLA 1.55 0.69
61 ETHER-micro 1.58 0.14
188 RICE 1.70 0.90
105 FTSECHINAH 1.73 0.61
170 MUMMY 1.95 0.82
116 GAS_US_mini 2.52 0.35
115 GAS_US 2.55 0.50
40 COFFEE 4.96 2.01
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
181 OJ -3.45 -0.95
180 OATIES -2.23 -0.68
174 NICKEL_LME -1.27 -0.57
37 COAL-GEORDIE -1.36 -0.50
36 COAL -1.42 -0.44
142 JGB -0.12 -0.44
235 US30 -0.44 -0.34
231 US10U -0.22 -0.33
187 REDWHEAT -0.76 -0.32
106 FTSEINDO -0.69 -0.32
156 LEANHOG -0.67 -0.31
203 SOFR -0.03 -0.31
108 FTSEVIET -0.34 -0.30
168 MSCITAIWAN -0.79 -0.28
236 US5 -0.10 -0.28
233 US20 -0.27 -0.27
230 US10 -0.14 -0.26
84 EU-UTILS -0.38 -0.26
138 IG -0.17 -0.25
147 JPY_mini -0.26 -0.25
72 EU-DJ-UTIL -0.33 -0.24
140 IRON -0.57 -0.23
146 JPY -0.24 -0.23
178 NZD -0.22 -0.22
243 WHEAT_mini -0.53 -0.22
64 EU-BANKS -0.39 -0.20
200 SILVER -0.55 -0.20
234 US3 -0.04 -0.19
161 MILKDRY -0.19 -0.19
85 EUA -0.53 -0.19
29 CHF -0.13 -0.18
207 SOYMEAL -0.47 -0.17
38 COCOA -1.01 -0.17
151 KR10 -0.08 -0.16
31 CHF_micro -0.12 -0.15
238 VIX -0.83 -0.15
73 EU-FOOD -0.22 -0.15
143 JGB-SGX-mini -0.04 -0.14
246 ZAR -0.18 -0.14
186 R1000 -0.16 -0.14
145 JP-REALESTATE -0.15 -0.13
240 VNKI -0.63 -0.12
117 GBP -0.10 -0.11
232 US2 -0.02 -0.11
69 EU-DJ-OIL -0.19 -0.11
206 SOYBEAN_mini -0.21 -0.10
66 EU-CHEM -0.18 -0.10
32 CHINAA-CON -0.27 -0.10
88 EURCAD -0.07 -0.10
241 WHEAT -0.20 -0.10
100 FED -0.01 -0.08
129 HANGENT_mini -0.18 -0.07
98 EUR_mini -0.06 -0.07
121 GBP_micro -0.06 -0.06
152 KR3 -0.01 -0.06
130 HANGTECH -0.17 -0.06
131 HANG_mini -0.12 -0.05
127 HANG -0.11 -0.05
107 FTSETAIWAN -0.10 -0.05
86 EUR -0.03 -0.04
128 HANGENT -0.10 -0.04
239 VIX_mini -0.23 -0.04
205 SOYBEAN -0.05 -0.03
4 AUD -0.02 -0.02
6 AUD_micro -0.02 -0.02
97 EUR_micro -0.01 -0.01
219 TOPIX -0.01 -0.01
104 FTSECHINAA -0.01 -0.00
144 JGB-mini 0.00 0.00
5 AUDJPY 0.00 0.00
237 V2X 0.00 0.00
213 STEEL 0.00 0.00
96 EUROSTX200-LARGE 0.00 0.00
109 GAS-LAST 0.00 0.00
202 SMI-MID 0.00 0.00
196 SGD 0.00 0.00
70 EU-DJ-TECH 0.00 0.00
185 PLN 0.00 0.00
122 GICS 0.00 0.00
59 EPRA-EUROPE 0.00 0.00
39 COCOA_LDN 0.03 0.00
113 GASOILINE_ICE 0.01 0.01
208 SOYOIL 0.02 0.01
58 DX 0.01 0.01
183 PALLAD 0.10 0.03
57 DOW_mini 0.03 0.03
126 GOLD_micro 0.04 0.03
124 GOLD 0.05 0.03
56 DOW 0.04 0.03
76 EU-INSURE 0.05 0.04
190 RUBBER 0.10 0.04
176 NIKKEI400 0.06 0.04
8 BITCOIN 0.23 0.05
95 EUROSTX-SMALL 0.06 0.05
184 PLAT 0.15 0.06
157 LIVECOW 0.09 0.06
247 ZINC_LME 0.14 0.06
24 CAD5 0.03 0.06
125 GOLD-mini 0.09 0.06
12 BRE 0.09 0.07
171 MXP 0.10 0.07
83 EU-TRAVEL 0.11 0.08
155 LEAD_LME 0.15 0.09
134 HIGHYIELD 0.04 0.09
10 BONO 0.05 0.09
214 SUGAR11 0.22 0.10
62 ETHEREUM 1.12 0.10
22 CAD10 0.07 0.10
209 SP400 0.18 0.12
195 SEK 0.14 0.13
136 IBEX 0.18 0.13
159 MIB 0.16 0.13
221 TWD-mini 0.07 0.13
79 EU-OIL 0.22 0.13
74 EU-HEALTH 0.21 0.13
175 NIKKEI 0.27 0.13
9 BOBL 0.04 0.14
137 IBEX_mini 0.20 0.14
226 US-MATERIAL 0.20 0.14
61 ETHER-micro 1.58 0.14
179 OAT 0.08 0.15
15 BTP 0.08 0.15
51 CRUDE_W_micro 0.35 0.15
68 EU-DIV30 0.17 0.15
75 EU-HOUSE 0.27 0.15
158 LUMBER-new 0.41 0.16
17 BUND 0.08 0.16
139 INR 0.04 0.16
245 YENEUR 0.19 0.16
34 CNH 0.10 0.16
67 EU-CONSTRUCTION 0.27 0.16
87 EURAUD 0.10 0.17
211 SP500_micro 0.21 0.17
222 US-DISCRETE 0.33 0.17
16 BTP3 0.03 0.17
173 NASDAQ_micro 0.31 0.17
112 GASOILINE 0.34 0.18
132 HEATOIL 0.41 0.18
46 CORN_mini 0.33 0.19
210 SP500 0.26 0.21
80 EU-REALESTATE 0.38 0.21
172 NASDAQ 0.38 0.21
177 NOK 0.22 0.22
133 HEATOIL-ICE 0.62 0.22
82 EU-TECH 0.54 0.23
2 ALUMINIUM 0.52 0.23
3 ALUMINIUM_LME 0.47 0.24
89 EURCHF 0.12 0.24
164 MSCIASIA 0.44 0.24
28 CHEESE 0.65 0.24
78 EU-MID 0.27 0.24
55 DJSTX-SMALL 0.31 0.24
52 CRUDE_W_mini 0.63 0.25
193 RUSSELL_mini 0.47 0.25
227 US-REALESTATE 0.57 0.25
25 CAD_micro 0.20 0.25
229 US-UTILS 0.51 0.25
192 RUSSELL 0.49 0.26
23 CAD2 0.04 0.26
90 EURIBOR 0.02 0.26
91 EURIBOR-ICE 0.02 0.26
20 CAC 0.34 0.26
18 BUTTER 0.37 0.27
165 MSCIEAFA 0.47 0.27
19 BUXL 0.35 0.28
13 BRENT-LAST 0.62 0.28
154 KRWUSD_mini 0.29 0.28
50 CRUDE_W 0.47 0.28
149 KOSPI 0.54 0.29
150 KOSPI_mini 0.57 0.30
111 GASOIL 0.76 0.30
63 EU-AUTO 0.66 0.31
65 EU-BASIC 0.76 0.31
1 AEX_mini 0.37 0.31
21 CAD 0.21 0.32
224 US-HEALTH 0.46 0.32
123 GILT 0.30 0.33
212 SPI200 0.42 0.33
225 US-INDUSTRY 0.48 0.33
201 SMI 0.37 0.34
223 US-ENERGY 0.70 0.34
199 SHATZ 0.04 0.34
148 KOSDAQ 0.80 0.34
116 GAS_US_mini 2.52 0.35
7 BBCOMM 0.43 0.36
228 US-STAPLES 0.50 0.37
43 COPPER-mini 0.68 0.38
45 CORN 0.48 0.39
101 FEEDCOW 0.63 0.39
216 SUGAR_WHITE 0.89 0.40
42 COPPER-micro 0.70 0.40
44 COPPER_LME 0.62 0.41
93 EUROSTX 0.58 0.42
81 EU-RETAIL 0.80 0.43
103 FTSE250 0.63 0.44
99 FANG 1.14 0.44
163 MILLWHEAT 0.86 0.46
189 ROBUSTA 1.53 0.47
92 EURO600 0.52 0.47
49 CRUDE_ICE 1.27 0.48
14 BRENT_W 1.07 0.49
115 GAS_US 2.55 0.50
41 COPPER 0.89 0.50
71 EU-DJ-TELECOM 0.72 0.51
194 SARONA 0.03 0.51
48 COTTON2 0.91 0.56
27 CH10 0.24 0.57
54 DAX 0.70 0.57
105 FTSECHINAH 1.73 0.61
204 SONIA3 0.06 0.64
77 EU-MEDIA 0.87 0.64
160 MILK 1.46 0.66
26 CANOLA 1.55 0.69
0 AEX 0.81 0.70
102 FTSE100 0.79 0.73
242 WHEAT_ICE 1.11 0.81
170 MUMMY 1.95 0.82
188 RICE 1.70 0.90
167 MSCISING 1.17 0.98
40 COFFEE 4.96 2.01
==================================================
Market moves for period 7D, sort by name (7D/name)
==================================================
name change vol_adjusted
0 AEX 1.84 1.00
1 AEX_mini 1.27 0.68
2 ALUMINIUM 1.53 0.44
3 ALUMINIUM_LME 1.32 0.41
4 AUD 0.80 0.57
5 AUDJPY -1.06 -0.63
6 AUD_micro 0.82 0.59
7 BBCOMM 1.89 1.03
8 BITCOIN -2.79 -0.37
9 BOBL 0.22 0.47
10 BONO 0.38 0.48
11 BOVESPA -0.40 -0.13
12 BRE 0.23 0.12
13 BRENT-LAST 0.72 0.21
14 BRENT_W 0.93 0.27
15 BTP 0.57 0.66
16 BTP3 0.07 0.25
17 BUND 0.47 0.59
18 BUTTER -3.09 -1.53
19 BUXL 1.39 0.75
20 CAC 1.78 0.91
21 CAD 0.42 0.46
22 CAD10 -0.10 -0.10
23 CAD2 -0.05 -0.21
24 CAD5 -0.11 -0.18
25 CAD_micro 0.40 0.46
26 CANOLA 3.30 0.92
27 CH10 -0.06 -0.09
28 CHEESE 0.65 0.15
29 CHF -0.53 -0.49
30 CHFJPY -2.37 -1.61
31 CHF_micro -0.55 -0.49
32 CHINAA-CON 0.99 0.25
33 CLP 0.88 0.57
34 CNH 0.01 0.01
35 CNH-onshore -0.44 -0.52