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Market monitor report produced on 27/10/2023 22:41
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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
54 ROBUSTA_fsb -2.06 -1.43
55 RUSSELL_fsb -1.76 -1.54
21 DOW_fsb -1.69 -2.74
51 PALLAD_fsb -1.53 -0.84
26 EUROSTX_fsb -1.52 -1.87
29 FTSE100_fsb -1.40 -1.94
5 BRENT_W_fsb 1.64 0.83
62 SOYOIL_fsb 1.67 0.72
41 LEANHOG_fsb 1.77 0.87
61 SOYMEAL_fsb 2.41 1.55
71 V2X_fsb 5.11 1.47
72 VIX_fsb 5.22 1.20
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
21 DOW_fsb -1.69 -2.74
29 FTSE100_fsb -1.40 -1.94
26 EUROSTX_fsb -1.52 -1.87
1 ASX_fsb -1.34 -1.78
63 SP500_fsb -1.29 -1.59
40 JPY_fsb -0.57 -1.58
11 CAD_fsb 0.43 1.33
42 LIVECOW_fsb 1.24 1.37
35 GOLD_fsb 1.06 1.47
71 V2X_fsb 5.11 1.47
61 SOYMEAL_fsb 2.41 1.55
28 FED_fsb 0.01 1.79
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Market moves for period 7D, sort by change (7D/change)
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name change vol_adjusted
37 HEATOIL_fsb -4.19 -0.67
30 GASOIL_fsb -3.94 -0.62
19 CRUDE_W_fsb -3.27 -0.60
54 ROBUSTA_fsb -3.26 -0.95
44 NASDAQ_fsb -3.17 -1.15
63 SP500_fsb -3.11 -1.54
18 COTTON2_fsb 3.40 0.97
14 COCOA_fsb 3.57 1.10
61 SOYMEAL_fsb 4.27 1.10
47 OATIES_fsb 4.43 0.66
41 LEANHOG_fsb 5.27 0.92
32 GAS_US_fsb 6.81 0.97
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
21 DOW_fsb -2.66 -1.66
63 SP500_fsb -3.11 -1.54
44 NASDAQ_fsb -3.17 -1.15
29 FTSE100_fsb -2.03 -1.07
55 RUSSELL_fsb -3.10 -1.02
54 ROBUSTA_fsb -3.26 -0.95
18 COTTON2_fsb 3.40 0.97
32 GAS_US_fsb 6.81 0.97
4 BOBL_fsb 0.68 1.03
61 SOYMEAL_fsb 4.27 1.10
14 COCOA_fsb 3.57 1.10
11 CAD_fsb 1.24 1.44
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Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
62 SOYOIL_fsb -10.52 -0.96
31 GASOLINE_fsb -9.72 -1.07
47 OATIES_fsb -9.17 -0.65
55 RUSSELL_fsb -8.62 -1.73
30 GASOIL_fsb -8.33 -0.79
19 CRUDE_W_fsb -8.18 -1.20
72 VIX_fsb 9.47 0.57
14 COCOA_fsb 11.71 1.62
49 OJ_fsb 13.25 1.38
61 SOYMEAL_fsb 13.40 1.72
13 COCOA_LDN_fsb 14.43 2.18
71 V2X_fsb 18.03 1.15
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
55 RUSSELL_fsb -8.62 -1.73
58 SMI_fsb -5.80 -1.69
21 DOW_fsb -4.13 -1.35
29 FTSE100_fsb -4.95 -1.34
19 CRUDE_W_fsb -8.18 -1.20
20 DAX_fsb -4.64 -1.18
49 OJ_fsb 13.25 1.38
14 COCOA_fsb 11.71 1.62
61 SOYMEAL_fsb 13.40 1.72
11 CAD_fsb 2.82 1.77
13 COCOA_LDN_fsb 14.43 2.18
35 GOLD_fsb 6.36 2.24
======================================================
Market moves for period 3M, sort by change (3M/change)
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name change vol_adjusted
74 WHEAT_fsb -21.56 -0.71
55 RUSSELL_fsb -17.20 -1.77
62 SOYOIL_fsb -16.91 -0.75
68 US30U_fsb -15.36 -2.03
17 CORN_fsb -12.14 -0.48
23 EUA_fsb -12.12 -0.71
64 SUGAR11_fsb 11.31 0.73
5 BRENT_W_fsb 11.72 0.72
30 GASOIL_fsb 12.16 0.68
71 V2X_fsb 23.08 0.77
13 COCOA_LDN_fsb 24.89 1.95
49 OJ_fsb 30.49 1.82
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
63 SP500_fsb -10.59 -2.03
68 US30U_fsb -15.36 -2.03
69 US30_fsb -11.64 -1.81
55 RUSSELL_fsb -17.20 -1.77
20 DAX_fsb -11.40 -1.76
21 DOW_fsb -9.31 -1.71
12 CHF_fsb 4.75 0.93
22 DX_fsb 5.13 1.28
11 CAD_fsb 5.03 1.40
40 JPY_fsb 9.33 1.62
49 OJ_fsb 30.49 1.82
13 COCOA_LDN_fsb 24.89 1.95
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Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
72 VIX_fsb -29.69 -0.82
51 PALLAD_fsb -25.00 -0.76
68 US30U_fsb -20.48 -1.64
52 PLAT_fsb -17.82 -0.84
69 US30_fsb -16.22 -1.61
15 COFFEE_fsb -13.67 -0.53
62 SOYOIL_fsb 30.18 0.92
14 COCOA_fsb 30.94 1.94
37 HEATOIL_fsb 37.03 0.95
30 GASOIL_fsb 49.45 1.22
49 OJ_fsb 56.55 1.81
13 COCOA_LDN_fsb 68.58 4.96
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
68 US30U_fsb -20.48 -1.64
69 US30_fsb -16.22 -1.61
66 US10_fsb -8.28 -1.28
70 US5_fsb -5.39 -1.03
58 SMI_fsb -10.26 -1.02
20 DAX_fsb -9.72 -1.01
42 LIVECOW_fsb 7.82 1.15
30 GASOIL_fsb 49.45 1.22
40 JPY_fsb 15.22 1.65
49 OJ_fsb 56.55 1.81
14 COCOA_fsb 30.94 1.94
13 COCOA_LDN_fsb 68.58 4.96
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Market moves for period YTD, sort by change (YTD/change)
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name change vol_adjusted
72 VIX_fsb -46.55 -1.31
51 PALLAD_fsb -38.18 -0.77
32 GAS_US_fsb -33.28 -0.30
74 WHEAT_fsb -32.72 -1.06
73 WHEAT_ICE_fsb -28.82 -1.32
71 V2X_fsb -23.67 -0.61
65 SUGAR_WHITE_fsb 47.80 1.88
64 SUGAR11_fsb 49.97 1.99
14 COCOA_fsb 50.29 2.22
54 ROBUSTA_fsb 73.65 2.51
13 COCOA_LDN_fsb 80.00 3.85
49 OJ_fsb 125.75 3.08
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Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
73 WHEAT_ICE_fsb -28.82 -1.32
72 VIX_fsb -46.55 -1.31
67 US2_fsb -2.51 -1.08
74 WHEAT_fsb -32.72 -1.06
69 US30_fsb -13.50 -0.92
66 US10_fsb -6.84 -0.89
65 SUGAR_WHITE_fsb 47.80 1.88
64 SUGAR11_fsb 49.97 1.99
14 COCOA_fsb 50.29 2.22
54 ROBUSTA_fsb 73.65 2.51
49 OJ_fsb 125.75 3.08
13 COCOA_LDN_fsb 80.00 3.85
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Market moves for period 12M, sort by change (12M/change)
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name change vol_adjusted
72 VIX_fsb -55.12 -1.21
32 GAS_US_fsb -53.48 -0.68
51 PALLAD_fsb -42.61 -0.75
71 V2X_fsb -38.81 -0.77
74 WHEAT_fsb -37.47 -0.87
73 WHEAT_ICE_fsb -35.54 -1.31
65 SUGAR_WHITE_fsb 67.84 2.32
14 COCOA_fsb 69.97 2.55
54 ROBUSTA_fsb 70.65 1.74
64 SUGAR11_fsb 70.96 2.84
13 COCOA_LDN_fsb 111.57 3.96
49 OJ_fsb 121.93 2.70
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
73 WHEAT_ICE_fsb -35.54 -1.31
72 VIX_fsb -55.12 -1.21
67 US2_fsb -2.82 -0.97
74 WHEAT_fsb -37.47 -0.87
71 V2X_fsb -38.81 -0.77
51 PALLAD_fsb -42.61 -0.75
54 ROBUSTA_fsb 70.65 1.74
65 SUGAR_WHITE_fsb 67.84 2.32
14 COCOA_fsb 69.97 2.55
49 OJ_fsb 121.93 2.70
64 SUGAR11_fsb 70.96 2.84
13 COCOA_LDN_fsb 111.57 3.96
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Market moves for period 1B, sort by name (1B/name)
==================================================
name change vol_adjusted
0 AEX_fsb -0.32 -0.41
1 ASX_fsb -1.34 -1.78
2 AUDJPY_fsb 0.13 0.20
3 AUD_fsb 0.03 0.05
4 BOBL_fsb 0.16 0.65
5 BRENT_W_fsb 1.64 0.83
6 BTP3_fsb 0.06 0.44
7 BTP_fsb 0.27 0.49
8 BUND_fsb 0.16 0.34
9 BUXL_fsb -0.27 -0.20
10 CAC_fsb -0.51 -0.61
11 CAD_fsb 0.43 1.33
12 CHF_fsb 0.26 0.66
13 COCOA_LDN_fsb 0.98 0.85
14 COCOA_fsb 0.76 0.64
15 COFFEE_fsb -0.96 -0.54
16 COPPER_fsb 1.17 1.08
17 CORN_fsb 0.63 0.38
18 COTTON2_fsb 0.08 0.06
19 CRUDE_W_fsb 1.48 0.67
20 DAX_fsb -0.81 -1.01
21 DOW_fsb -1.69 -2.74
22 DX_fsb -0.08 -0.21
23 EUA_fsb -0.96 -0.58
24 EURGBP_fsb 0.19 0.78
25 EURIBOR-ICE_fsb 0.01 0.00
26 EUROSTX_fsb -1.52 -1.87
27 EUR_fsb 0.03 0.07
28 FED_fsb 0.01 1.79
29 FTSE100_fsb -1.40 -1.94
30 GASOIL_fsb -0.42 -0.18
31 GASOLINE_fsb 1.59 0.76
32 GAS_US_fsb -1.25 -0.53
33 GBP_fsb -0.17 -0.38
34 GILT_fsb 0.24 0.29
35 GOLD_fsb 1.06 1.47
36 HANG_fsb -0.29 -0.20
37 HEATOIL_fsb -0.62 -0.26
40 JPY_fsb -0.57 -1.58
41 LEANHOG_fsb 1.77 0.87
42 LIVECOW_fsb 1.24 1.37
44 NASDAQ_fsb -0.57 -0.49
45 NIKKEI_fsb -0.76 -0.61
46 NZD_fsb -0.27 -0.45
47 OATIES_fsb 1.20 0.51
48 OAT_fsb 0.24 0.47
49 OJ_fsb 1.47 0.98
51 PALLAD_fsb -1.53 -0.84
52 PLAT_fsb -0.45 -0.31
53 RICE_fsb -0.40 -0.37
54 ROBUSTA_fsb -2.06 -1.43
55 RUSSELL_fsb -1.76 -1.54
56 SHATZ_fsb 0.09 1.07
57 SILVER_fsb 0.89 0.57
58 SMI_fsb -0.87 -1.12
60 SOYBEAN_fsb 1.09 0.90
61 SOYMEAL_fsb 2.41 1.55
62 SOYOIL_fsb 1.67 0.72
63 SP500_fsb -1.29 -1.59
64 SUGAR11_fsb 0.92 0.60
65 SUGAR_WHITE_fsb 1.10 0.87
66 US10_fsb 0.12 0.28
67 US2_fsb 0.05 0.47
68 US30U_fsb -0.41 -0.33
69 US30_fsb -0.17 -0.18
70 US5_fsb 0.14 0.53
71 V2X_fsb 5.11 1.47
72 VIX_fsb 5.22 1.20
73 WHEAT_ICE_fsb 0.15 0.12
74 WHEAT_fsb -0.30 -0.13
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
54 ROBUSTA_fsb -2.06 -1.43
55 RUSSELL_fsb -1.76 -1.54
21 DOW_fsb -1.69 -2.74
51 PALLAD_fsb -1.53 -0.84
26 EUROSTX_fsb -1.52 -1.87
29 FTSE100_fsb -1.40 -1.94
1 ASX_fsb -1.34 -1.78
63 SP500_fsb -1.29 -1.59
32 GAS_US_fsb -1.25 -0.53
23 EUA_fsb -0.96 -0.58
15 COFFEE_fsb -0.96 -0.54
58 SMI_fsb -0.87 -1.12
20 DAX_fsb -0.81 -1.01
45 NIKKEI_fsb -0.76 -0.61
37 HEATOIL_fsb -0.62 -0.26
40 JPY_fsb -0.57 -1.58
44 NASDAQ_fsb -0.57 -0.49
10 CAC_fsb -0.51 -0.61
52 PLAT_fsb -0.45 -0.31
30 GASOIL_fsb -0.42 -0.18
68 US30U_fsb -0.41 -0.33
53 RICE_fsb -0.40 -0.37
0 AEX_fsb -0.32 -0.41
74 WHEAT_fsb -0.30 -0.13
36 HANG_fsb -0.29 -0.20
9 BUXL_fsb -0.27 -0.20
46 NZD_fsb -0.27 -0.45
33 GBP_fsb -0.17 -0.38
69 US30_fsb -0.17 -0.18
22 DX_fsb -0.08 -0.21
28 FED_fsb 0.01 1.79
25 EURIBOR-ICE_fsb 0.01 0.00
27 EUR_fsb 0.03 0.07
3 AUD_fsb 0.03 0.05
67 US2_fsb 0.05 0.47
6 BTP3_fsb 0.06 0.44
18 COTTON2_fsb 0.08 0.06
56 SHATZ_fsb 0.09 1.07
66 US10_fsb 0.12 0.28
2 AUDJPY_fsb 0.13 0.20
70 US5_fsb 0.14 0.53
73 WHEAT_ICE_fsb 0.15 0.12
8 BUND_fsb 0.16 0.34
4 BOBL_fsb 0.16 0.65
24 EURGBP_fsb 0.19 0.78
34 GILT_fsb 0.24 0.29
48 OAT_fsb 0.24 0.47
12 CHF_fsb 0.26 0.66
7 BTP_fsb 0.27 0.49
11 CAD_fsb 0.43 1.33
17 CORN_fsb 0.63 0.38
14 COCOA_fsb 0.76 0.64
57 SILVER_fsb 0.89 0.57
64 SUGAR11_fsb 0.92 0.60
13 COCOA_LDN_fsb 0.98 0.85
35 GOLD_fsb 1.06 1.47
60 SOYBEAN_fsb 1.09 0.90
65 SUGAR_WHITE_fsb 1.10 0.87
16 COPPER_fsb 1.17 1.08
47 OATIES_fsb 1.20 0.51
42 LIVECOW_fsb 1.24 1.37
49 OJ_fsb 1.47 0.98
19 CRUDE_W_fsb 1.48 0.67
31 GASOLINE_fsb 1.59 0.76
5 BRENT_W_fsb 1.64 0.83
62 SOYOIL_fsb 1.67 0.72
41 LEANHOG_fsb 1.77 0.87
61 SOYMEAL_fsb 2.41 1.55
71 V2X_fsb 5.11 1.47
72 VIX_fsb 5.22 1.20
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
21 DOW_fsb -1.69 -2.74
29 FTSE100_fsb -1.40 -1.94
26 EUROSTX_fsb -1.52 -1.87
1 ASX_fsb -1.34 -1.78
63 SP500_fsb -1.29 -1.59
40 JPY_fsb -0.57 -1.58
55 RUSSELL_fsb -1.76 -1.54
54 ROBUSTA_fsb -2.06 -1.43
58 SMI_fsb -0.87 -1.12
20 DAX_fsb -0.81 -1.01
51 PALLAD_fsb -1.53 -0.84
10 CAC_fsb -0.51 -0.61
45 NIKKEI_fsb -0.76 -0.61
23 EUA_fsb -0.96 -0.58
15 COFFEE_fsb -0.96 -0.54
32 GAS_US_fsb -1.25 -0.53
44 NASDAQ_fsb -0.57 -0.49
46 NZD_fsb -0.27 -0.45
0 AEX_fsb -0.32 -0.41
33 GBP_fsb -0.17 -0.38
53 RICE_fsb -0.40 -0.37
68 US30U_fsb -0.41 -0.33
52 PLAT_fsb -0.45 -0.31
37 HEATOIL_fsb -0.62 -0.26
22 DX_fsb -0.08 -0.21
9 BUXL_fsb -0.27 -0.20
36 HANG_fsb -0.29 -0.20
69 US30_fsb -0.17 -0.18
30 GASOIL_fsb -0.42 -0.18
74 WHEAT_fsb -0.30 -0.13
25 EURIBOR-ICE_fsb 0.01 0.00
3 AUD_fsb 0.03 0.05
18 COTTON2_fsb 0.08 0.06
27 EUR_fsb 0.03 0.07
73 WHEAT_ICE_fsb 0.15 0.12
2 AUDJPY_fsb 0.13 0.20
66 US10_fsb 0.12 0.28
34 GILT_fsb 0.24 0.29
8 BUND_fsb 0.16 0.34
17 CORN_fsb 0.63 0.38
6 BTP3_fsb 0.06 0.44
67 US2_fsb 0.05 0.47
48 OAT_fsb 0.24 0.47
7 BTP_fsb 0.27 0.49
47 OATIES_fsb 1.20 0.51
70 US5_fsb 0.14 0.53
57 SILVER_fsb 0.89 0.57
64 SUGAR11_fsb 0.92 0.60
14 COCOA_fsb 0.76 0.64
4 BOBL_fsb 0.16 0.65
12 CHF_fsb 0.26 0.66
19 CRUDE_W_fsb 1.48 0.67
62 SOYOIL_fsb 1.67 0.72
31 GASOLINE_fsb 1.59 0.76
24 EURGBP_fsb 0.19 0.78
5 BRENT_W_fsb 1.64 0.83
13 COCOA_LDN_fsb 0.98 0.85
65 SUGAR_WHITE_fsb 1.10 0.87
41 LEANHOG_fsb 1.77 0.87
60 SOYBEAN_fsb 1.09 0.90
49 OJ_fsb 1.47 0.98
56 SHATZ_fsb 0.09 1.07
16 COPPER_fsb 1.17 1.08
72 VIX_fsb 5.22 1.20
11 CAD_fsb 0.43 1.33
42 LIVECOW_fsb 1.24 1.37
35 GOLD_fsb 1.06 1.47
71 V2X_fsb 5.11 1.47
61 SOYMEAL_fsb 2.41 1.55
28 FED_fsb 0.01 1.79
==================================================
Market moves for period 7D, sort by name (7D/name)
==================================================
name change vol_adjusted
0 AEX_fsb -0.68 -0.35
1 ASX_fsb -1.60 -0.78
2 AUDJPY_fsb 0.71 0.47
3 AUD_fsb 0.24 0.16
4 BOBL_fsb 0.68 1.03
5 BRENT_W_fsb -2.10 -0.43
6 BTP3_fsb 0.22 0.63
7 BTP_fsb 0.79 0.53
8 BUND_fsb 0.97 0.76
9 BUXL_fsb 0.42 0.12
10 CAC_fsb -1.10 -0.50
11 CAD_fsb 1.24 1.44
12 CHF_fsb 1.00 0.91
13 COCOA_LDN_fsb 2.97 0.94
14 COCOA_fsb 3.57 1.10
15 COFFEE_fsb -2.73 -0.64
16 COPPER_fsb 2.38 0.83
17 CORN_fsb -2.97 -0.69
18 COTTON2_fsb 3.40 0.97
19 CRUDE_W_fsb -3.27 -0.60
20 DAX_fsb -1.47 -0.70
21 DOW_fsb -2.66 -1.66
22 DX_fsb 0.36 0.40
23 EUA_fsb -2.24 -0.50
24 EURGBP_fsb 0.11 0.17
25 EURIBOR-ICE_fsb 0.05 0.00
26 EUROSTX_fsb -1.04 -0.47
27 EUR_fsb -0.26 -0.24
28 FED_fsb 0.01 0.63
29 FTSE100_fsb -2.03 -1.07
30 GASOIL_fsb -3.94 -0.62
31 GASOLINE_fsb -2.53 -0.46
32 GAS_US_fsb 6.81 0.97
33 GBP_fsb -0.39 -0.34
34 GILT_fsb 1.42 0.64
35 GOLD_fsb 1.40 0.69
36 HANG_fsb 0.19 0.05
37 HEATOIL_fsb -4.19 -0.67
38 IBXEX_fsb -0.00 -0.00
39 JGB_fsb 0.14 0.34
40 JPY_fsb -0.14 -0.14
41 LEANHOG_fsb 5.27 0.92
42 LIVECOW_fsb 0.00 0.00
43 MSCISING_fsb 0.97 0.36
44 NASDAQ_fsb -3.17 -1.15
45 NIKKEI_fsb -1.59 -0.50
46 NZD_fsb -0.27 -0.18
47 OATIES_fsb 4.43 0.66
48 OAT_fsb 0.93 0.69
49 OJ_fsb 0.80 0.19
50 OMXS30_fsb 0.48 0.19
51 PALLAD_fsb 2.08 0.41
52 PLAT_fsb 0.59 0.15
53 RICE_fsb 2.46 0.81
54 ROBUSTA_fsb -3.26 -0.95
55 RUSSELL_fsb -3.10 -1.02
56 SHATZ_fsb 0.21 0.93
57 SILVER_fsb -0.77 -0.18
58 SMI_fsb -1.01 -0.48
59 SONIA3_fsb 0.03 0.27
60 SOYBEAN_fsb -0.46 -0.14
61 SOYMEAL_fsb 4.27 1.10
62 SOYOIL_fsb -2.08 -0.35
63 SP500_fsb -3.11 -1.54
64 SUGAR11_fsb 2.74 0.66
65 SUGAR_WHITE_fsb 2.80 0.84
66 US10_fsb 0.61 0.57
67 US2_fsb 0.08 0.28
68 US30U_fsb 1.81 0.58
69 US30_fsb 1.42 0.60
70 US5_fsb 0.44 0.64
71 V2X_fsb -0.69 -0.08
72 VIX_fsb 2.97 0.27
73 WHEAT_ICE_fsb -1.98 -0.56
74 WHEAT_fsb -2.12 -0.34
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
37 HEATOIL_fsb -4.19 -0.67
30 GASOIL_fsb -3.94 -0.62
19 CRUDE_W_fsb -3.27 -0.60
54 ROBUSTA_fsb -3.26 -0.95
44 NASDAQ_fsb -3.17 -1.15
63 SP500_fsb -3.11 -1.54
55 RUSSELL_fsb -3.10 -1.02
17 CORN_fsb -2.97 -0.69
15 COFFEE_fsb -2.73 -0.64
21 DOW_fsb -2.66 -1.66
31 GASOLINE_fsb -2.53 -0.46
23 EUA_fsb -2.24 -0.50
74 WHEAT_fsb -2.12 -0.34
5 BRENT_W_fsb -2.10 -0.43
62 SOYOIL_fsb -2.08 -0.35
29 FTSE100_fsb -2.03 -1.07
73 WHEAT_ICE_fsb -1.98 -0.56
1 ASX_fsb -1.60 -0.78
45 NIKKEI_fsb -1.59 -0.50
20 DAX_fsb -1.47 -0.70
10 CAC_fsb -1.10 -0.50
26 EUROSTX_fsb -1.04 -0.47
58 SMI_fsb -1.01 -0.48
57 SILVER_fsb -0.77 -0.18
71 V2X_fsb -0.69 -0.08
0 AEX_fsb -0.68 -0.35
60 SOYBEAN_fsb -0.46 -0.14
33 GBP_fsb -0.39 -0.34
46 NZD_fsb -0.27 -0.18
27 EUR_fsb -0.26 -0.24
40 JPY_fsb -0.14 -0.14
38 IBXEX_fsb -0.00 -0.00
42 LIVECOW_fsb 0.00 0.00
28 FED_fsb 0.01 0.63
59 SONIA3_fsb 0.03 0.27
25 EURIBOR-ICE_fsb 0.05 0.00
67 US2_fsb 0.08 0.28
24 EURGBP_fsb 0.11 0.17
39 JGB_fsb 0.14 0.34
36 HANG_fsb 0.19 0.05
56 SHATZ_fsb 0.21 0.93
6 BTP3_fsb 0.22 0.63
3 AUD_fsb 0.24 0.16
22 DX_fsb 0.36 0.40
9 BUXL_fsb 0.42 0.12
70 US5_fsb 0.44 0.64
50 OMXS30_fsb 0.48 0.19
52 PLAT_fsb 0.59 0.15
66 US10_fsb 0.61 0.57
4 BOBL_fsb 0.68 1.03
2 AUDJPY_fsb 0.71 0.47
7 BTP_fsb 0.79 0.53
49 OJ_fsb 0.80 0.19
48 OAT_fsb 0.93 0.69
8 BUND_fsb 0.97 0.76
43 MSCISING_fsb 0.97 0.36
12 CHF_fsb 1.00 0.91
11 CAD_fsb 1.24 1.44
35 GOLD_fsb 1.40 0.69
69 US30_fsb 1.42 0.60
34 GILT_fsb 1.42 0.64
68 US30U_fsb 1.81 0.58
51 PALLAD_fsb 2.08 0.41
16 COPPER_fsb 2.38 0.83
53 RICE_fsb 2.46 0.81
64 SUGAR11_fsb 2.74 0.66
65 SUGAR_WHITE_fsb 2.80 0.84
13 COCOA_LDN_fsb 2.97 0.94
72 VIX_fsb 2.97 0.27
18 COTTON2_fsb 3.40 0.97
14 COCOA_fsb 3.57 1.10
61 SOYMEAL_fsb 4.27 1.10
47 OATIES_fsb 4.43 0.66
41 LEANHOG_fsb 5.27 0.92
32 GAS_US_fsb 6.81 0.97
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
21 DOW_fsb -2.66 -1.66
63 SP500_fsb -3.11 -1.54
44 NASDAQ_fsb -3.17 -1.15
29 FTSE100_fsb -2.03 -1.07
55 RUSSELL_fsb -3.10 -1.02
54 ROBUSTA_fsb -3.26 -0.95
1 ASX_fsb -1.60 -0.78
20 DAX_fsb -1.47 -0.70
17 CORN_fsb -2.97 -0.69
37 HEATOIL_fsb -4.19 -0.67
15 COFFEE_fsb -2.73 -0.64
30 GASOIL_fsb -3.94 -0.62
19 CRUDE_W_fsb -3.27 -0.60
73 WHEAT_ICE_fsb -1.98 -0.56
10 CAC_fsb -1.10 -0.50
45 NIKKEI_fsb -1.59 -0.50
23 EUA_fsb -2.24 -0.50
58 SMI_fsb -1.01 -0.48
26 EUROSTX_fsb -1.04 -0.47
31 GASOLINE_fsb -2.53 -0.46
5 BRENT_W_fsb -2.10 -0.43
62 SOYOIL_fsb -2.08 -0.35
0 AEX_fsb -0.68 -0.35
74 WHEAT_fsb -2.12 -0.34
33 GBP_fsb -0.39 -0.34
27 EUR_fsb -0.26 -0.24
46 NZD_fsb -0.27 -0.18
57 SILVER_fsb -0.77 -0.18
60 SOYBEAN_fsb -0.46 -0.14
40 JPY_fsb -0.14 -0.14
71 V2X_fsb -0.69 -0.08
38 IBXEX_fsb -0.00 -0.00
42 LIVECOW_fsb 0.00 0.00
25 EURIBOR-ICE_fsb 0.05 0.00
36 HANG_fsb 0.19 0.05
9 BUXL_fsb 0.42 0.12
52 PLAT_fsb 0.59 0.15
3 AUD_fsb 0.24 0.16
24 EURGBP_fsb 0.11 0.17
50 OMXS30_fsb 0.48 0.19
49 OJ_fsb 0.80 0.19
72 VIX_fsb 2.97 0.27
59 SONIA3_fsb 0.03 0.27
67 US2_fsb 0.08 0.28
39 JGB_fsb 0.14 0.34
43 MSCISING_fsb 0.97 0.36
22 DX_fsb 0.36 0.40
51 PALLAD_fsb 2.08 0.41
2 AUDJPY_fsb 0.71 0.47
7 BTP_fsb 0.79 0.53
66 US10_fsb 0.61 0.57
68 US30U_fsb 1.81 0.58
69 US30_fsb 1.42 0.60
6 BTP3_fsb 0.22 0.63
28 FED_fsb 0.01 0.63
70 US5_fsb 0.44 0.64
34 GILT_fsb 1.42 0.64
47 OATIES_fsb 4.43 0.66
64 SUGAR11_fsb 2.74 0.66
48 OAT_fsb 0.93 0.69
35 GOLD_fsb 1.40 0.69
8 BUND_fsb 0.97 0.76
53 RICE_fsb 2.46 0.81
16 COPPER_fsb 2.38 0.83
65 SUGAR_WHITE_fsb 2.80 0.84
12 CHF_fsb 1.00 0.91
41 LEANHOG_fsb 5.27 0.92
56 SHATZ_fsb 0.21 0.93
13 COCOA_LDN_fsb 2.97 0.94
18 COTTON2_fsb 3.40 0.97
32 GAS_US_fsb 6.81 0.97
4 BOBL_fsb 0.68 1.03
61 SOYMEAL_fsb 4.27 1.10
14 COCOA_fsb 3.57 1.10
11 CAD_fsb 1.24 1.44
==================================================
Market moves for period 1M, sort by name (1M/name)
==================================================
name change vol_adjusted
0 AEX_fsb -2.23 -0.52
1 ASX_fsb -4.31 -0.96
2 AUDJPY_fsb 0.68 0.23
3 AUD_fsb -0.30 -0.10
4 BOBL_fsb 0.69 0.51
5 BRENT_W_fsb -5.39 -0.87
6 BTP3_fsb 0.29 0.38
7 BTP_fsb 0.03 0.01
8 BUND_fsb 0.41 0.16
9 BUXL_fsb -1.64 -0.26
10 CAC_fsb -5.29 -1.16
11 CAD_fsb 2.82 1.77
12 CHF_fsb -1.82 -0.90
13 COCOA_LDN_fsb 14.43 2.18
14 COCOA_fsb 11.71 1.62
15 COFFEE_fsb 7.11 0.73
16 COPPER_fsb -0.08 -0.01
17 CORN_fsb -0.72 -0.07
18 COTTON2_fsb -4.61 -0.65
19 CRUDE_W_fsb -8.18 -1.20
20 DAX_fsb -4.64 -1.18
21 DOW_fsb -4.13 -1.35
22 DX_fsb 0.07 0.04
23 EUA_fsb -3.55 -0.38
24 EURGBP_fsb 0.63 0.42
25 EURIBOR-ICE_fsb 0.05 0.00
26 EUROSTX_fsb -3.89 -0.88
27 EUR_fsb 0.45 0.20
28 FED_fsb 0.00 0.00
29 FTSE100_fsb -4.95 -1.34
30 GASOIL_fsb -8.33 -0.79
31 GASOLINE_fsb -9.72 -1.07
32 GAS_US_fsb 6.78 0.54
33 GBP_fsb -0.17 -0.08
34 GILT_fsb -1.63 -0.38
35 GOLD_fsb 6.36 2.24
36 HANG_fsb -2.17 -0.26
37 HEATOIL_fsb -7.21 -0.67
38 IBXEX_fsb -4.74 -1.06
39 JGB_fsb -0.30 -0.35
40 JPY_fsb 0.47 0.19
41 LEANHOG_fsb -4.99 -0.46
42 LIVECOW_fsb -3.42 -0.92
43 MSCISING_fsb -2.36 -0.46
44 NASDAQ_fsb -3.66 -0.63
45 NIKKEI_fsb -4.88 -0.90
46 NZD_fsb -1.75 -0.60
47 OATIES_fsb -9.17 -0.65
48 OAT_fsb 0.24 0.09
49 OJ_fsb 13.25 1.38
50 OMXS30_fsb -3.11 -0.72
51 PALLAD_fsb -7.80 -0.82
52 PLAT_fsb 1.23 0.16
53 RICE_fsb 0.96 0.13
54 ROBUSTA_fsb 0.08 0.01
55 RUSSELL_fsb -8.62 -1.73
56 SHATZ_fsb 0.28 0.55
57 SILVER_fsb 1.69 0.22
58 SMI_fsb -5.80 -1.69
59 SONIA3_fsb 0.16 0.66
60 SOYBEAN_fsb -0.65 -0.09
61 SOYMEAL_fsb 13.40 1.72
62 SOYOIL_fsb -10.52 -0.96
63 SP500_fsb -4.51 -1.13
64 SUGAR11_fsb 4.27 0.52
65 SUGAR_WHITE_fsb 5.05 0.73
66 US10_fsb -1.19 -0.58
67 US2_fsb 0.14 0.22
68 US30U_fsb -5.03 -0.96
69 US30_fsb -3.58 -0.85
70 US5_fsb -0.31 -0.22
71 V2X_fsb 18.03 1.15
72 VIX_fsb 9.47 0.57
73 WHEAT_ICE_fsb -2.41 -0.31
74 WHEAT_fsb -1.16 -0.09
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
62 SOYOIL_fsb -10.52 -0.96
31 GASOLINE_fsb -9.72 -1.07
47 OATIES_fsb -9.17 -0.65
55 RUSSELL_fsb -8.62 -1.73
30 GASOIL_fsb -8.33 -0.79
19 CRUDE_W_fsb -8.18 -1.20
51 PALLAD_fsb -7.80 -0.82
37 HEATOIL_fsb -7.21 -0.67
58 SMI_fsb -5.80 -1.69
5 BRENT_W_fsb -5.39 -0.87
10 CAC_fsb -5.29 -1.16
68 US30U_fsb -5.03 -0.96
41 LEANHOG_fsb -4.99 -0.46
29 FTSE100_fsb -4.95 -1.34
45 NIKKEI_fsb -4.88 -0.90
38 IBXEX_fsb -4.74 -1.06
20 DAX_fsb -4.64 -1.18
18 COTTON2_fsb -4.61 -0.65
63 SP500_fsb -4.51 -1.13
1 ASX_fsb -4.31 -0.96
21 DOW_fsb -4.13 -1.35
26 EUROSTX_fsb -3.89 -0.88
44 NASDAQ_fsb -3.66 -0.63
69 US30_fsb -3.58 -0.85
23 EUA_fsb -3.55 -0.38
42 LIVECOW_fsb -3.42 -0.92
50 OMXS30_fsb -3.11 -0.72
73 WHEAT_ICE_fsb -2.41 -0.31
43 MSCISING_fsb -2.36 -0.46
0 AEX_fsb -2.23 -0.52
36 HANG_fsb -2.17 -0.26
12 CHF_fsb -1.82 -0.90
46 NZD_fsb -1.75 -0.60
9 BUXL_fsb -1.64 -0.26
34 GILT_fsb -1.63 -0.38
66 US10_fsb -1.19 -0.58
74 WHEAT_fsb -1.16 -0.09
17 CORN_fsb -0.72 -0.07
60 SOYBEAN_fsb -0.65 -0.09
70 US5_fsb -0.31 -0.22
3 AUD_fsb -0.30 -0.10
39 JGB_fsb -0.30 -0.35
33 GBP_fsb -0.17 -0.08
16 COPPER_fsb -0.08 -0.01
28 FED_fsb 0.00 0.00
7 BTP_fsb 0.03 0.01
25 EURIBOR-ICE_fsb 0.05 0.00
22 DX_fsb 0.07 0.04
54 ROBUSTA_fsb 0.08 0.01
67 US2_fsb 0.14 0.22
59 SONIA3_fsb 0.16 0.66
48 OAT_fsb 0.24 0.09
56 SHATZ_fsb 0.28 0.55
6 BTP3_fsb 0.29 0.38
8 BUND_fsb 0.41 0.16
27 EUR_fsb 0.45 0.20
40 JPY_fsb 0.47 0.19
24 EURGBP_fsb 0.63 0.42
2 AUDJPY_fsb 0.68 0.23
4 BOBL_fsb 0.69 0.51
53 RICE_fsb 0.96 0.13
52 PLAT_fsb 1.23 0.16
57 SILVER_fsb 1.69 0.22
11 CAD_fsb 2.82 1.77
64 SUGAR11_fsb 4.27 0.52
65 SUGAR_WHITE_fsb 5.05 0.73
35 GOLD_fsb 6.36 2.24
32 GAS_US_fsb 6.78 0.54
15 COFFEE_fsb 7.11 0.73
72 VIX_fsb 9.47 0.57
14 COCOA_fsb 11.71 1.62
49 OJ_fsb 13.25 1.38
61 SOYMEAL_fsb 13.40 1.72
13 COCOA_LDN_fsb 14.43 2.18
71 V2X_fsb 18.03 1.15
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
55 RUSSELL_fsb -8.62 -1.73
58 SMI_fsb -5.80 -1.69
21 DOW_fsb -4.13 -1.35
29 FTSE100_fsb -4.95 -1.34
19 CRUDE_W_fsb -8.18 -1.20
20 DAX_fsb -4.64 -1.18
10 CAC_fsb -5.29 -1.16
63 SP500_fsb -4.51 -1.13
31 GASOLINE_fsb -9.72 -1.07
38 IBXEX_fsb -4.74 -1.06
68 US30U_fsb -5.03 -0.96
1 ASX_fsb -4.31 -0.96
62 SOYOIL_fsb -10.52 -0.96
42 LIVECOW_fsb -3.42 -0.92
45 NIKKEI_fsb -4.88 -0.90
12 CHF_fsb -1.82 -0.90
26 EUROSTX_fsb -3.89 -0.88
5 BRENT_W_fsb -5.39 -0.87
69 US30_fsb -3.58 -0.85
51 PALLAD_fsb -7.80 -0.82
30 GASOIL_fsb -8.33 -0.79
50 OMXS30_fsb -3.11 -0.72
37 HEATOIL_fsb -7.21 -0.67
47 OATIES_fsb -9.17 -0.65
18 COTTON2_fsb -4.61 -0.65
44 NASDAQ_fsb -3.66 -0.63
46 NZD_fsb -1.75 -0.60
66 US10_fsb -1.19 -0.58
0 AEX_fsb -2.23 -0.52
41 LEANHOG_fsb -4.99 -0.46
43 MSCISING_fsb -2.36 -0.46
34 GILT_fsb -1.63 -0.38
23 EUA_fsb -3.55 -0.38
39 JGB_fsb -0.30 -0.35
73 WHEAT_ICE_fsb -2.41 -0.31
36 HANG_fsb -2.17 -0.26
9 BUXL_fsb -1.64 -0.26
70 US5_fsb -0.31 -0.22
3 AUD_fsb -0.30 -0.10
60 SOYBEAN_fsb -0.65 -0.09
74 WHEAT_fsb -1.16 -0.09
33 GBP_fsb -0.17 -0.08
17 CORN_fsb -0.72 -0.07
16 COPPER_fsb -0.08 -0.01
28 FED_fsb 0.00 0.00
25 EURIBOR-ICE_fsb 0.05 0.00
7 BTP_fsb 0.03 0.01
54 ROBUSTA_fsb 0.08 0.01
22 DX_fsb 0.07 0.04
48 OAT_fsb 0.24 0.09
53 RICE_fsb 0.96 0.13
52 PLAT_fsb 1.23 0.16
8 BUND_fsb 0.41 0.16
40 JPY_fsb 0.47 0.19
27 EUR_fsb 0.45 0.20
67 US2_fsb 0.14 0.22
57 SILVER_fsb 1.69 0.22
2 AUDJPY_fsb 0.68 0.23
6 BTP3_fsb 0.29 0.38
24 EURGBP_fsb 0.63 0.42
4 BOBL_fsb 0.69 0.51
64 SUGAR11_fsb 4.27 0.52
32 GAS_US_fsb 6.78 0.54
56 SHATZ_fsb 0.28 0.55
72 VIX_fsb 9.47 0.57
59 SONIA3_fsb 0.16 0.66
15 COFFEE_fsb 7.11 0.73
65 SUGAR_WHITE_fsb 5.05 0.73
71 V2X_fsb 18.03 1.15
49 OJ_fsb 13.25 1.38
14 COCOA_fsb 11.71 1.62
61 SOYMEAL_fsb 13.40 1.72
11 CAD_fsb 2.82 1.77
13 COCOA_LDN_fsb 14.43 2.18
35 GOLD_fsb 6.36 2.24
==================================================
Market moves for period 3M, sort by name (3M/name)
==================================================
name change vol_adjusted
0 AEX_fsb -10.64 -1.60
1 ASX_fsb -8.98 -1.22
2 AUDJPY_fsb 3.19 0.51
3 AUD_fsb -5.89 -0.97
4 BOBL_fsb -0.62 -0.21
5 BRENT_W_fsb 11.72 0.72
6 BTP3_fsb -0.58 -0.36
7 BTP_fsb -5.39 -0.90
8 BUND_fsb -2.37 -0.47
9 BUXL_fsb -10.51 -0.97
10 CAC_fsb -10.34 -1.33
11 CAD_fsb 5.03 1.40
12 CHF_fsb 4.75 0.93
13 COCOA_LDN_fsb 24.89 1.95
14 COCOA_fsb 7.23 0.70
15 COFFEE_fsb -2.19 -0.13
16 COPPER_fsb -6.93 -0.63
17 CORN_fsb -12.14 -0.48
18 COTTON2_fsb -0.54 -0.04
19 CRUDE_W_fsb 10.16 0.58
20 DAX_fsb -11.40 -1.76
21 DOW_fsb -9.31 -1.71
22 DX_fsb 5.13 1.28
23 EUA_fsb -12.12 -0.71
24 EURGBP_fsb 1.22 0.38
25 EURIBOR-ICE_fsb -0.08 -0.35
26 EUROSTX_fsb -10.45 -1.48
27 EUR_fsb -4.15 -0.98
28 FED_fsb 0.02 0.33
29 FTSE100_fsb -5.67 -0.84
30 GASOIL_fsb 12.16 0.68
31 GASOLINE_fsb -11.55 -0.64
32 GAS_US_fsb 7.24 0.29
33 GBP_fsb -5.31 -1.18
34 GILT_fsb -3.77 -0.49
35 GOLD_fsb 1.48 0.23
36 HANG_fsb -11.76 -0.87
37 HEATOIL_fsb 8.37 0.49
38 IBXEX_fsb -7.81 -1.06
39 JGB_fsb -1.24 -0.70
40 JPY_fsb 9.33 1.62
41 LEANHOG_fsb -7.31 -0.36
42 LIVECOW_fsb -0.71 -0.10
43 MSCISING_fsb -9.19 -1.15
44 NASDAQ_fsb -9.80 -1.19
45 NIKKEI_fsb -5.33 -0.58
46 NZD_fsb -6.04 -0.93
47 OATIES_fsb -9.89 -0.38
48 OAT_fsb -2.67 -0.51
49 OJ_fsb 30.49 1.82
50 OMXS30_fsb -8.59 -1.05
51 PALLAD_fsb -9.28 -0.46
52 PLAT_fsb -4.61 -0.33
53 RICE_fsb 1.98 0.11
54 ROBUSTA_fsb -1.29 -0.07
55 RUSSELL_fsb -17.20 -1.77
56 SHATZ_fsb -0.14 -0.12
57 SILVER_fsb -6.06 -0.44
58 SMI_fsb -9.71 -1.51
59 SONIA3_fsb 0.46 0.83
60 SOYBEAN_fsb -7.20 -0.49
61 SOYMEAL_fsb 7.78 0.47
62 SOYOIL_fsb -16.91 -0.75
63 SP500_fsb -10.59 -2.03
64 SUGAR11_fsb 11.31 0.73
65 SUGAR_WHITE_fsb 10.39 0.74
66 US10_fsb -4.53 -1.13
67 US2_fsb -0.51 -0.35
68 US30U_fsb -15.36 -2.03
69 US30_fsb -11.64 -1.81
70 US5_fsb -2.21 -0.73
71 V2X_fsb 23.08 0.77
72 VIX_fsb 6.23 0.25
73 WHEAT_ICE_fsb -9.98 -0.54
74 WHEAT_fsb -21.56 -0.71
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
74 WHEAT_fsb -21.56 -0.71
55 RUSSELL_fsb -17.20 -1.77
62 SOYOIL_fsb -16.91 -0.75
68 US30U_fsb -15.36 -2.03
17 CORN_fsb -12.14 -0.48
23 EUA_fsb -12.12 -0.71
36 HANG_fsb -11.76 -0.87
69 US30_fsb -11.64 -1.81
31 GASOLINE_fsb -11.55 -0.64
20 DAX_fsb -11.40 -1.76
0 AEX_fsb -10.64 -1.60
63 SP500_fsb -10.59 -2.03
9 BUXL_fsb -10.51 -0.97
26 EUROSTX_fsb -10.45 -1.48
10 CAC_fsb -10.34 -1.33
73 WHEAT_ICE_fsb -9.98 -0.54
47 OATIES_fsb -9.89 -0.38
44 NASDAQ_fsb -9.80 -1.19
58 SMI_fsb -9.71 -1.51
21 DOW_fsb -9.31 -1.71
51 PALLAD_fsb -9.28 -0.46
43 MSCISING_fsb -9.19 -1.15
1 ASX_fsb -8.98 -1.22
50 OMXS30_fsb -8.59 -1.05
38 IBXEX_fsb -7.81 -1.06
41 LEANHOG_fsb -7.31 -0.36
60 SOYBEAN_fsb -7.20 -0.49
16 COPPER_fsb -6.93 -0.63
57 SILVER_fsb -6.06 -0.44
46 NZD_fsb -6.04 -0.93
3 AUD_fsb -5.89 -0.97
29 FTSE100_fsb -5.67 -0.84
7 BTP_fsb -5.39 -0.90
45 NIKKEI_fsb -5.33 -0.58
33 GBP_fsb -5.31 -1.18
52 PLAT_fsb -4.61 -0.33
66 US10_fsb -4.53 -1.13
27 EUR_fsb -4.15 -0.98
34 GILT_fsb -3.77 -0.49
48 OAT_fsb -2.67 -0.51
8 BUND_fsb -2.37 -0.47
70 US5_fsb -2.21 -0.73
15 COFFEE_fsb -2.19 -0.13
54 ROBUSTA_fsb -1.29 -0.07
39 JGB_fsb -1.24 -0.70
42 LIVECOW_fsb -0.71 -0.10
4 BOBL_fsb -0.62 -0.21
6 BTP3_fsb -0.58 -0.36
18 COTTON2_fsb -0.54 -0.04
67 US2_fsb -0.51 -0.35
56 SHATZ_fsb -0.14 -0.12
25 EURIBOR-ICE_fsb -0.08 -0.35
28 FED_fsb 0.02 0.33
59 SONIA3_fsb 0.46 0.83
24 EURGBP_fsb 1.22 0.38
35 GOLD_fsb 1.48 0.23
53 RICE_fsb 1.98 0.11
2 AUDJPY_fsb 3.19 0.51
12 CHF_fsb 4.75 0.93
11 CAD_fsb 5.03 1.40
22 DX_fsb 5.13 1.28
72 VIX_fsb 6.23 0.25
14 COCOA_fsb 7.23 0.70
32 GAS_US_fsb 7.24 0.29
61 SOYMEAL_fsb 7.78 0.47
37 HEATOIL_fsb 8.37 0.49
40 JPY_fsb 9.33 1.62
19 CRUDE_W_fsb 10.16 0.58
65 SUGAR_WHITE_fsb 10.39 0.74
64 SUGAR11_fsb 11.31 0.73
5 BRENT_W_fsb 11.72 0.72
30 GASOIL_fsb 12.16 0.68
71 V2X_fsb 23.08 0.77
13 COCOA_LDN_fsb 24.89 1.95
49 OJ_fsb 30.49 1.82
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
63 SP500_fsb -10.59 -2.03
68 US30U_fsb -15.36 -2.03
69 US30_fsb -11.64 -1.81
55 RUSSELL_fsb -17.20 -1.77
20 DAX_fsb -11.40 -1.76
21 DOW_fsb -9.31 -1.71
0 AEX_fsb -10.64 -1.60
58 SMI_fsb -9.71 -1.51
26 EUROSTX_fsb -10.45 -1.48
10 CAC_fsb -10.34 -1.33
1 ASX_fsb -8.98 -1.22
44 NASDAQ_fsb -9.80 -1.19
33 GBP_fsb -5.31 -1.18
43 MSCISING_fsb -9.19 -1.15
66 US10_fsb -4.53 -1.13
38 IBXEX_fsb -7.81 -1.06
50 OMXS30_fsb -8.59 -1.05
27 EUR_fsb -4.15 -0.98
3 AUD_fsb -5.89 -0.97
9 BUXL_fsb -10.51 -0.97
46 NZD_fsb -6.04 -0.93
7 BTP_fsb -5.39 -0.90
36 HANG_fsb -11.76 -0.87
29 FTSE100_fsb -5.67 -0.84
62 SOYOIL_fsb -16.91 -0.75
70 US5_fsb -2.21 -0.73
74 WHEAT_fsb -21.56 -0.71
23 EUA_fsb -12.12 -0.71
39 JGB_fsb -1.24 -0.70
31 GASOLINE_fsb -11.55 -0.64
16 COPPER_fsb -6.93 -0.63
45 NIKKEI_fsb -5.33 -0.58
73 WHEAT_ICE_fsb -9.98 -0.54
48 OAT_fsb -2.67 -0.51
60 SOYBEAN_fsb -7.20 -0.49
34 GILT_fsb -3.77 -0.49
17 CORN_fsb -12.14 -0.48
8 BUND_fsb -2.37 -0.47
51 PALLAD_fsb -9.28 -0.46
57 SILVER_fsb -6.06 -0.44
47 OATIES_fsb -9.89 -0.38
41 LEANHOG_fsb -7.31 -0.36
6 BTP3_fsb -0.58 -0.36
67 US2_fsb -0.51 -0.35
25 EURIBOR-ICE_fsb -0.08 -0.35
52 PLAT_fsb -4.61 -0.33
4 BOBL_fsb -0.62 -0.21
15 COFFEE_fsb -2.19 -0.13
56 SHATZ_fsb -0.14 -0.12
42 LIVECOW_fsb -0.71 -0.10
54 ROBUSTA_fsb -1.29 -0.07
18 COTTON2_fsb -0.54 -0.04
53 RICE_fsb 1.98 0.11
35 GOLD_fsb 1.48 0.23
72 VIX_fsb 6.23 0.25
32 GAS_US_fsb 7.24 0.29
28 FED_fsb 0.02 0.33
24 EURGBP_fsb 1.22 0.38
61 SOYMEAL_fsb 7.78 0.47
37 HEATOIL_fsb 8.37 0.49
2 AUDJPY_fsb 3.19 0.51
19 CRUDE_W_fsb 10.16 0.58
30 GASOIL_fsb 12.16 0.68
14 COCOA_fsb 7.23 0.70
5 BRENT_W_fsb 11.72 0.72
64 SUGAR11_fsb 11.31 0.73
65 SUGAR_WHITE_fsb 10.39 0.74
71 V2X_fsb 23.08 0.77
59 SONIA3_fsb 0.46 0.83
12 CHF_fsb 4.75 0.93
22 DX_fsb 5.13 1.28
11 CAD_fsb 5.03 1.40
40 JPY_fsb 9.33 1.62
49 OJ_fsb 30.49 1.82
13 COCOA_LDN_fsb 24.89 1.95
==================================================
Market moves for period 6M, sort by name (6M/name)
==================================================
name change vol_adjusted
0 AEX_fsb -6.64 -0.61
1 ASX_fsb -8.08 -0.97
2 AUDJPY_fsb 9.89 1.03
3 AUD_fsb -4.98 -0.49
4 BOBL_fsb -1.32 -0.23
5 BRENT_W_fsb 19.49 0.63
6 BTP3_fsb -0.66 -0.23
7 BTP_fsb -2.45 -0.26
8 BUND_fsb -2.87 -0.31
9 BUXL_fsb -11.59 -0.57
10 CAC_fsb -9.87 -0.85
11 CAD_fsb 2.32 0.45
12 CHF_fsb 2.80 0.35
13 COCOA_LDN_fsb 68.58 4.96
14 COCOA_fsb 30.94 1.94
15 COFFEE_fsb -13.67 -0.53
16 COPPER_fsb -8.20 -0.48
17 CORN_fsb -9.19 -0.50
18 COTTON2_fsb 6.94 0.27
19 CRUDE_W_fsb 17.33 0.54
20 DAX_fsb -9.72 -1.01
21 DOW_fsb -6.02 -0.64
22 DX_fsb 5.83 0.84
23 EUA_fsb -8.63 -0.28
24 EURGBP_fsb -1.90 -0.42
25 EURIBOR-ICE_fsb -0.02 -0.04
26 EUROSTX_fsb -8.83 -0.87
27 EUR_fsb -5.09 -0.69
28 FED_fsb 0.08 0.63
29 FTSE100_fsb -8.25 -0.83
30 GASOIL_fsb 49.45 1.22
31 GASOLINE_fsb 18.63 0.48
32 GAS_US_fsb 7.31 0.14
33 GBP_fsb -3.26 -0.42
34 GILT_fsb -8.03 -0.74
35 GOLD_fsb -1.87 -0.15
36 HANG_fsb -13.33 -0.69
37 HEATOIL_fsb 37.03 0.95
38 IBXEX_fsb -2.75 -0.19
39 JGB_fsb -1.89 -0.53
40 JPY_fsb 15.22 1.65
41 LEANHOG_fsb 15.64 0.48
42 LIVECOW_fsb 7.82 1.15
43 MSCISING_fsb -7.43 -0.63
44 NASDAQ_fsb 4.76 0.36
45 NIKKEI_fsb 6.74 0.64
46 NZD_fsb -5.36 -0.53
47 OATIES_fsb 14.08 0.63
48 OAT_fsb -3.12 -0.36
49 OJ_fsb 56.55 1.81
50 OMXS30_fsb -9.50 -0.65
51 PALLAD_fsb -25.00 -0.76
52 PLAT_fsb -17.82 -0.84
53 RICE_fsb 10.03 0.47
54 ROBUSTA_fsb 15.59 0.79
55 RUSSELL_fsb -8.46 -0.52
56 SHATZ_fsb -0.78 -0.29
57 SILVER_fsb -10.04 -0.52
58 SMI_fsb -10.26 -1.02
59 SONIA3_fsb 0.13 0.14
60 SOYBEAN_fsb 8.78 0.54
61 SOYMEAL_fsb 19.28 0.84
62 SOYOIL_fsb 30.18 0.92
63 SP500_fsb -2.73 -0.26
64 SUGAR11_fsb 2.78 0.13
65 SUGAR_WHITE_fsb 8.30 0.42
66 US10_fsb -8.28 -1.28
67 US2_fsb -2.71 -0.87
68 US30U_fsb -20.48 -1.64
69 US30_fsb -16.22 -1.61
70 US5_fsb -5.39 -1.03
71 V2X_fsb -13.43 -0.39
72 VIX_fsb -29.69 -0.82
73 WHEAT_ICE_fsb -7.22 -0.37
74 WHEAT_fsb -13.58 -0.57
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
72 VIX_fsb -29.69 -0.82
51 PALLAD_fsb -25.00 -0.76
68 US30U_fsb -20.48 -1.64
52 PLAT_fsb -17.82 -0.84
69 US30_fsb -16.22 -1.61
15 COFFEE_fsb -13.67 -0.53
74 WHEAT_fsb -13.58 -0.57
71 V2X_fsb -13.43 -0.39
36 HANG_fsb -13.33 -0.69
9 BUXL_fsb -11.59 -0.57
58 SMI_fsb -10.26 -1.02
57 SILVER_fsb -10.04 -0.52
10 CAC_fsb -9.87 -0.85
20 DAX_fsb -9.72 -1.01
50 OMXS30_fsb -9.50 -0.65
17 CORN_fsb -9.19 -0.50
26 EUROSTX_fsb -8.83 -0.87
23 EUA_fsb -8.63 -0.28
55 RUSSELL_fsb -8.46 -0.52
66 US10_fsb -8.28 -1.28
29 FTSE100_fsb -8.25 -0.83
16 COPPER_fsb -8.20 -0.48
1 ASX_fsb -8.08 -0.97
34 GILT_fsb -8.03 -0.74
43 MSCISING_fsb -7.43 -0.63
73 WHEAT_ICE_fsb -7.22 -0.37
0 AEX_fsb -6.64 -0.61
21 DOW_fsb -6.02 -0.64
70 US5_fsb -5.39 -1.03
46 NZD_fsb -5.36 -0.53
27 EUR_fsb -5.09 -0.69
3 AUD_fsb -4.98 -0.49
33 GBP_fsb -3.26 -0.42
48 OAT_fsb -3.12 -0.36
8 BUND_fsb -2.87 -0.31
38 IBXEX_fsb -2.75 -0.19
63 SP500_fsb -2.73 -0.26
67 US2_fsb -2.71 -0.87
7 BTP_fsb -2.45 -0.26
24 EURGBP_fsb -1.90 -0.42
39 JGB_fsb -1.89 -0.53
35 GOLD_fsb -1.87 -0.15
4 BOBL_fsb -1.32 -0.23
56 SHATZ_fsb -0.78 -0.29
6 BTP3_fsb -0.66 -0.23
25 EURIBOR-ICE_fsb -0.02 -0.04
28 FED_fsb 0.08 0.63
59 SONIA3_fsb 0.13 0.14
11 CAD_fsb 2.32 0.45
64 SUGAR11_fsb 2.78 0.13
12 CHF_fsb 2.80 0.35
44 NASDAQ_fsb 4.76 0.36
22 DX_fsb 5.83 0.84
45 NIKKEI_fsb 6.74 0.64
18 COTTON2_fsb 6.94 0.27
32 GAS_US_fsb 7.31 0.14
42 LIVECOW_fsb 7.82 1.15
65 SUGAR_WHITE_fsb 8.30 0.42
60 SOYBEAN_fsb 8.78 0.54
2 AUDJPY_fsb 9.89 1.03
53 RICE_fsb 10.03 0.47
47 OATIES_fsb 14.08 0.63
40 JPY_fsb 15.22 1.65
54 ROBUSTA_fsb 15.59 0.79
41 LEANHOG_fsb 15.64 0.48
19 CRUDE_W_fsb 17.33 0.54
31 GASOLINE_fsb 18.63 0.48
61 SOYMEAL_fsb 19.28 0.84
5 BRENT_W_fsb 19.49 0.63
62 SOYOIL_fsb 30.18 0.92
14 COCOA_fsb 30.94 1.94
37 HEATOIL_fsb 37.03 0.95
30 GASOIL_fsb 49.45 1.22
49 OJ_fsb 56.55 1.81
13 COCOA_LDN_fsb 68.58 4.96
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
68 US30U_fsb -20.48 -1.64
69 US30_fsb -16.22 -1.61
66 US10_fsb -8.28 -1.28
70 US5_fsb -5.39 -1.03
58 SMI_fsb -10.26 -1.02
20 DAX_fsb -9.72 -1.01
1 ASX_fsb -8.08 -0.97
26 EUROSTX_fsb -8.83 -0.87
67 US2_fsb -2.71 -0.87
10 CAC_fsb -9.87 -0.85
52 PLAT_fsb -17.82 -0.84
29 FTSE100_fsb -8.25 -0.83
72 VIX_fsb -29.69 -0.82
51 PALLAD_fsb -25.00 -0.76
34 GILT_fsb -8.03 -0.74
36 HANG_fsb -13.33 -0.69
27 EUR_fsb -5.09 -0.69
50 OMXS30_fsb -9.50 -0.65
21 DOW_fsb -6.02 -0.64
43 MSCISING_fsb -7.43 -0.63
0 AEX_fsb -6.64 -0.61
9 BUXL_fsb -11.59 -0.57
74 WHEAT_fsb -13.58 -0.57
46 NZD_fsb -5.36 -0.53
15 COFFEE_fsb -13.67 -0.53
39 JGB_fsb -1.89 -0.53
55 RUSSELL_fsb -8.46 -0.52
57 SILVER_fsb -10.04 -0.52
17 CORN_fsb -9.19 -0.50
3 AUD_fsb -4.98 -0.49
16 COPPER_fsb -8.20 -0.48
33 GBP_fsb -3.26 -0.42
24 EURGBP_fsb -1.90 -0.42
71 V2X_fsb -13.43 -0.39
73 WHEAT_ICE_fsb -7.22 -0.37
48 OAT_fsb -3.12 -0.36
8 BUND_fsb -2.87 -0.31
56 SHATZ_fsb -0.78 -0.29
23 EUA_fsb -8.63 -0.28
7 BTP_fsb -2.45 -0.26
63 SP500_fsb -2.73 -0.26
6 BTP3_fsb -0.66 -0.23
4 BOBL_fsb -1.32 -0.23
38 IBXEX_fsb -2.75 -0.19
35 GOLD_fsb -1.87 -0.15
25 EURIBOR-ICE_fsb -0.02 -0.04
64 SUGAR11_fsb 2.78 0.13
32 GAS_US_fsb 7.31 0.14
59 SONIA3_fsb 0.13 0.14
18 COTTON2_fsb 6.94 0.27
12 CHF_fsb 2.80 0.35
44 NASDAQ_fsb 4.76 0.36
65 SUGAR_WHITE_fsb 8.30 0.42
11 CAD_fsb 2.32 0.45
53 RICE_fsb 10.03 0.47
31 GASOLINE_fsb 18.63 0.48
41 LEANHOG_fsb 15.64 0.48
60 SOYBEAN_fsb 8.78 0.54
19 CRUDE_W_fsb 17.33 0.54
28 FED_fsb 0.08 0.63
5 BRENT_W_fsb 19.49 0.63
47 OATIES_fsb 14.08 0.63
45 NIKKEI_fsb 6.74 0.64
54 ROBUSTA_fsb 15.59 0.79
61 SOYMEAL_fsb 19.28 0.84
22 DX_fsb 5.83 0.84
62 SOYOIL_fsb 30.18 0.92
37 HEATOIL_fsb 37.03 0.95
2 AUDJPY_fsb 9.89 1.03
42 LIVECOW_fsb 7.82 1.15
30 GASOIL_fsb 49.45 1.22
40 JPY_fsb 15.22 1.65
49 OJ_fsb 56.55 1.81
14 COCOA_fsb 30.94 1.94
13 COCOA_LDN_fsb 68.58 4.96
====================================================
Market moves for period YTD, sort by name (YTD/name)
====================================================
name change vol_adjusted
0 AEX_fsb 1.55 0.08
1 ASX_fsb -2.60 -0.18
2 AUDJPY_fsb 11.16 0.68
3 AUD_fsb -7.85 -0.53
4 BOBL_fsb -0.56 -0.09
5 BRENT_W_fsb 10.95 0.26
6 BTP3_fsb -0.11 -0.02
7 BTP_fsb 2.17 0.12
8 BUND_fsb -1.33 -0.11
9 BUXL_fsb -10.35 -0.35
10 CAC_fsb 2.36 0.13
11 CAD_fsb 2.75 0.30
12 CHF_fsb 0.67 0.06
13 COCOA_LDN_fsb 80.00 3.85
14 COCOA_fsb 50.29 2.22
15 COFFEE_fsb -2.05 -0.05
16 COPPER_fsb -7.27 -0.28
17 CORN_fsb -17.62 -0.89
18 COTTON2_fsb 1.40 0.03
19 CRUDE_W_fsb 7.78 0.18
20 DAX_fsb 1.86 0.10
21 DOW_fsb -5.27 -0.27
22 DX_fsb 3.87 0.33
23 EUA_fsb -4.28 -0.11
24 EURGBP_fsb -2.65 -0.27
25 EURIBOR-ICE_fsb -0.31 -0.46
26 EUROSTX_fsb 5.40 0.27
27 EUR_fsb -2.73 -0.28
28 FED_fsb 0.06 0.67
29 FTSE100_fsb -3.44 -0.27
30 GASOIL_fsb 10.27 0.17
31 GASOLINE_fsb 9.83 0.19
32 GAS_US_fsb -33.28 -0.30
33 GBP_fsb -0.08 -0.01
34 GILT_fsb -6.44 -0.35
35 GOLD_fsb 4.54 0.30
36 HANG_fsb -12.00 -0.40
37 HEATOIL_fsb 0.65 0.01
38 IBXEX_fsb 8.19 0.56
39 JGB_fsb 1.47 0.41
40 JPY_fsb 20.10 0.98
41 LEANHOG_fsb -15.96 -0.43
42 LIVECOW_fsb 14.04 1.59
43 MSCISING_fsb -3.63 -0.20
44 NASDAQ_fsb 23.12 0.69
45 NIKKEI_fsb 19.18 0.89
46 NZD_fsb -8.13 -0.56
47 OATIES_fsb 3.89 0.11
48 OAT_fsb -1.61 -0.12
49 OJ_fsb 125.75 3.08
50 OMXS30_fsb 0.10 0.00
51 PALLAD_fsb -38.18 -0.77
52 PLAT_fsb -17.40 -0.51
53 RICE_fsb -2.14 -0.10
54 ROBUSTA_fsb 73.65 2.51
55 RUSSELL_fsb -10.28 -0.37
56 SHATZ_fsb -0.61 -0.26
57 SILVER_fsb -8.20 -0.25
58 SMI_fsb -3.15 -0.22
59 SONIA3_fsb -0.01 -0.01
60 SOYBEAN_fsb 1.29 0.06
61 SOYMEAL_fsb 13.05 0.40
62 SOYOIL_fsb -4.55 -0.10
63 SP500_fsb 3.18 0.13
64 SUGAR11_fsb 49.97 1.99
65 SUGAR_WHITE_fsb 47.80 1.88
66 US10_fsb -6.84 -0.89
67 US2_fsb -2.51 -1.08
68 US30U_fsb -17.68 -0.85
69 US30_fsb -13.50 -0.92
70 US5_fsb -4.49 -0.84
71 V2X_fsb -23.67 -0.61
72 VIX_fsb -46.55 -1.31
73 WHEAT_ICE_fsb -28.82 -1.32
74 WHEAT_fsb -32.72 -1.06
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
72 VIX_fsb -46.55 -1.31
51 PALLAD_fsb -38.18 -0.77
32 GAS_US_fsb -33.28 -0.30
74 WHEAT_fsb -32.72 -1.06
73 WHEAT_ICE_fsb -28.82 -1.32
71 V2X_fsb -23.67 -0.61
68 US30U_fsb -17.68 -0.85
17 CORN_fsb -17.62 -0.89
52 PLAT_fsb -17.40 -0.51
41 LEANHOG_fsb -15.96 -0.43
69 US30_fsb -13.50 -0.92
36 HANG_fsb -12.00 -0.40
9 BUXL_fsb -10.35 -0.35
55 RUSSELL_fsb -10.28 -0.37
57 SILVER_fsb -8.20 -0.25
46 NZD_fsb -8.13 -0.56
3 AUD_fsb -7.85 -0.53
16 COPPER_fsb -7.27 -0.28
66 US10_fsb -6.84 -0.89
34 GILT_fsb -6.44 -0.35
21 DOW_fsb -5.27 -0.27
62 SOYOIL_fsb -4.55 -0.10
70 US5_fsb -4.49 -0.84
23 EUA_fsb -4.28 -0.11
43 MSCISING_fsb -3.63 -0.20
29 FTSE100_fsb -3.44 -0.27
58 SMI_fsb -3.15 -0.22
27 EUR_fsb -2.73 -0.28
24 EURGBP_fsb -2.65 -0.27
1 ASX_fsb -2.60 -0.18
67 US2_fsb -2.51 -1.08
53 RICE_fsb -2.14 -0.10
15 COFFEE_fsb -2.05 -0.05
48 OAT_fsb -1.61 -0.12
8 BUND_fsb -1.33 -0.11
56 SHATZ_fsb -0.61 -0.26
4 BOBL_fsb -0.56 -0.09
25 EURIBOR-ICE_fsb -0.31 -0.46
6 BTP3_fsb -0.11 -0.02
33 GBP_fsb -0.08 -0.01
59 SONIA3_fsb -0.01 -0.01
28 FED_fsb 0.06 0.67
50 OMXS30_fsb 0.10 0.00
37 HEATOIL_fsb 0.65 0.01
12 CHF_fsb 0.67 0.06
60 SOYBEAN_fsb 1.29 0.06
18 COTTON2_fsb 1.40 0.03
39 JGB_fsb 1.47 0.41
0 AEX_fsb 1.55 0.08
20 DAX_fsb 1.86 0.10
7 BTP_fsb 2.17 0.12
10 CAC_fsb 2.36 0.13
11 CAD_fsb 2.75 0.30
63 SP500_fsb 3.18 0.13
22 DX_fsb 3.87 0.33
47 OATIES_fsb 3.89 0.11
35 GOLD_fsb 4.54 0.30
26 EUROSTX_fsb 5.40 0.27
19 CRUDE_W_fsb 7.78 0.18
38 IBXEX_fsb 8.19 0.56
31 GASOLINE_fsb 9.83 0.19
30 GASOIL_fsb 10.27 0.17
5 BRENT_W_fsb 10.95 0.26
2 AUDJPY_fsb 11.16 0.68
61 SOYMEAL_fsb 13.05 0.40
42 LIVECOW_fsb 14.04 1.59
45 NIKKEI_fsb 19.18 0.89
40 JPY_fsb 20.10 0.98
44 NASDAQ_fsb 23.12 0.69
65 SUGAR_WHITE_fsb 47.80 1.88
64 SUGAR11_fsb 49.97 1.99
14 COCOA_fsb 50.29 2.22
54 ROBUSTA_fsb 73.65 2.51
13 COCOA_LDN_fsb 80.00 3.85
49 OJ_fsb 125.75 3.08
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
73 WHEAT_ICE_fsb -28.82 -1.32
72 VIX_fsb -46.55 -1.31
67 US2_fsb -2.51 -1.08
74 WHEAT_fsb -32.72 -1.06
69 US30_fsb -13.50 -0.92
66 US10_fsb -6.84 -0.89
17 CORN_fsb -17.62 -0.89
68 US30U_fsb -17.68 -0.85
70 US5_fsb -4.49 -0.84
51 PALLAD_fsb -38.18 -0.77
71 V2X_fsb -23.67 -0.61
46 NZD_fsb -8.13 -0.56
3 AUD_fsb -7.85 -0.53
52 PLAT_fsb -17.40 -0.51
25 EURIBOR-ICE_fsb -0.31 -0.46
41 LEANHOG_fsb -15.96 -0.43
36 HANG_fsb -12.00 -0.40
55 RUSSELL_fsb -10.28 -0.37
9 BUXL_fsb -10.35 -0.35
34 GILT_fsb -6.44 -0.35
32 GAS_US_fsb -33.28 -0.30
27 EUR_fsb -2.73 -0.28
16 COPPER_fsb -7.27 -0.28
29 FTSE100_fsb -3.44 -0.27
24 EURGBP_fsb -2.65 -0.27
21 DOW_fsb -5.27 -0.27
56 SHATZ_fsb -0.61 -0.26
57 SILVER_fsb -8.20 -0.25
58 SMI_fsb -3.15 -0.22
43 MSCISING_fsb -3.63 -0.20
1 ASX_fsb -2.60 -0.18
48 OAT_fsb -1.61 -0.12
8 BUND_fsb -1.33 -0.11
23 EUA_fsb -4.28 -0.11
62 SOYOIL_fsb -4.55 -0.10
53 RICE_fsb -2.14 -0.10
4 BOBL_fsb -0.56 -0.09
15 COFFEE_fsb -2.05 -0.05
6 BTP3_fsb -0.11 -0.02
59 SONIA3_fsb -0.01 -0.01
33 GBP_fsb -0.08 -0.01
50 OMXS30_fsb 0.10 0.00
37 HEATOIL_fsb 0.65 0.01
18 COTTON2_fsb 1.40 0.03
60 SOYBEAN_fsb 1.29 0.06
12 CHF_fsb 0.67 0.06
0 AEX_fsb 1.55 0.08
20 DAX_fsb 1.86 0.10
47 OATIES_fsb 3.89 0.11
7 BTP_fsb 2.17 0.12
63 SP500_fsb 3.18 0.13
10 CAC_fsb 2.36 0.13
30 GASOIL_fsb 10.27 0.17
19 CRUDE_W_fsb 7.78 0.18
31 GASOLINE_fsb 9.83 0.19
5 BRENT_W_fsb 10.95 0.26
26 EUROSTX_fsb 5.40 0.27
35 GOLD_fsb 4.54 0.30
11 CAD_fsb 2.75 0.30
22 DX_fsb 3.87 0.33
61 SOYMEAL_fsb 13.05 0.40
39 JGB_fsb 1.47 0.41
38 IBXEX_fsb 8.19 0.56
28 FED_fsb 0.06 0.67
2 AUDJPY_fsb 11.16 0.68
44 NASDAQ_fsb 23.12 0.69
45 NIKKEI_fsb 19.18 0.89
40 JPY_fsb 20.10 0.98
42 LIVECOW_fsb 14.04 1.59
65 SUGAR_WHITE_fsb 47.80 1.88
64 SUGAR11_fsb 49.97 1.99
14 COCOA_fsb 50.29 2.22
54 ROBUSTA_fsb 73.65 2.51
49 OJ_fsb 125.75 3.08
13 COCOA_LDN_fsb 80.00 3.85
====================================================
Market moves for period 12M, sort by name (12M/name)
====================================================
name change vol_adjusted
0 AEX_fsb 6.81 0.27
1 ASX_fsb -0.50 -0.02
2 AUDJPY_fsb 4.90 0.35
3 AUD_fsb -3.02 -0.17
4 BOBL_fsb -3.93 -0.48
5 BRENT_W_fsb -0.99 -0.02
6 BTP3_fsb -0.88 -0.15
7 BTP_fsb -1.69 -0.08
8 BUND_fsb -6.43 -0.43
9 BUXL_fsb -17.75 -0.50
10 CAC_fsb 9.08 0.36
11 CAD_fsb 2.83 0.26
12 CHF_fsb -5.55 -0.44
13 COCOA_LDN_fsb 111.57 3.96
14 COCOA_fsb 69.97 2.55
15 COFFEE_fsb -7.31 -0.15
16 COPPER_fsb 0.79 0.02
17 CORN_fsb -18.42 -0.66
18 COTTON2_fsb 17.42 0.26
19 CRUDE_W_fsb -2.21 -0.04
20 DAX_fsb 7.25 0.25
21 DOW_fsb -2.13 -0.08
22 DX_fsb -2.42 -0.16
23 EUA_fsb -6.53 -0.13
24 EURGBP_fsb -0.34 -0.02
25 EURIBOR-ICE_fsb -0.49 -0.59
26 EUROSTX_fsb 11.78 0.41
27 EUR_fsb 3.52 0.24
28 FED_fsb 0.08 0.58
29 FTSE100_fsb 2.46 0.13
30 GASOIL_fsb -9.39 -0.14
31 GASOLINE_fsb 5.98 0.09
32 GAS_US_fsb -53.48 -0.68
33 GBP_fsb 3.99 0.15
34 GILT_fsb -8.35 -0.25
35 GOLD_fsb 13.68 0.77
36 HANG_fsb 12.66 0.27
37 HEATOIL_fsb -7.42 -0.11
38 IBXEX_fsb 15.29 0.65
39 JGB_fsb -0.14 -0.04
40 JPY_fsb 7.64 0.57
41 LEANHOG_fsb -18.82 -0.55
42 LIVECOW_fsb 15.86 1.47
43 MSCISING_fsb 2.06 0.10
44 NASDAQ_fsb 21.02 0.51
45 NIKKEI_fsb 14.32 0.57
46 NZD_fsb -0.36 -0.02
47 OATIES_fsb 7.43 0.14
48 OAT_fsb -6.59 -0.42
49 OJ_fsb 121.93 2.70
50 OMXS30_fsb 5.05 0.20
51 PALLAD_fsb -42.61 -0.75
52 PLAT_fsb -7.81 -0.20
53 RICE_fsb 7.84 0.38
54 ROBUSTA_fsb 70.65 1.74
55 RUSSELL_fsb -12.32 -0.35
56 SHATZ_fsb -2.17 -0.73
57 SILVER_fsb 12.45 0.29
58 SMI_fsb -2.06 -0.11
59 SONIA3_fsb 0.24 0.06
60 SOYBEAN_fsb 12.07 0.34
61 SOYMEAL_fsb 32.79 0.81
62 SOYOIL_fsb -9.76 -0.21
63 SP500_fsb 4.32 0.13
64 SUGAR11_fsb 70.96 2.84
65 SUGAR_WHITE_fsb 67.84 2.32
66 US10_fsb -6.49 -0.66
67 US2_fsb -2.82 -0.97
68 US30U_fsb -15.68 -0.66
69 US30_fsb -11.40 -0.65
70 US5_fsb -4.29 -0.63
71 V2X_fsb -38.81 -0.77
72 VIX_fsb -55.12 -1.21
73 WHEAT_ICE_fsb -35.54 -1.31
74 WHEAT_fsb -37.47 -0.87
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
72 VIX_fsb -55.12 -1.21
32 GAS_US_fsb -53.48 -0.68
51 PALLAD_fsb -42.61 -0.75
71 V2X_fsb -38.81 -0.77
74 WHEAT_fsb -37.47 -0.87
73 WHEAT_ICE_fsb -35.54 -1.31
41 LEANHOG_fsb -18.82 -0.55
17 CORN_fsb -18.42 -0.66
9 BUXL_fsb -17.75 -0.50
68 US30U_fsb -15.68 -0.66
55 RUSSELL_fsb -12.32 -0.35
69 US30_fsb -11.40 -0.65
62 SOYOIL_fsb -9.76 -0.21
30 GASOIL_fsb -9.39 -0.14
34 GILT_fsb -8.35 -0.25
52 PLAT_fsb -7.81 -0.20
37 HEATOIL_fsb -7.42 -0.11
15 COFFEE_fsb -7.31 -0.15
48 OAT_fsb -6.59 -0.42
23 EUA_fsb -6.53 -0.13
66 US10_fsb -6.49 -0.66
8 BUND_fsb -6.43 -0.43
12 CHF_fsb -5.55 -0.44
70 US5_fsb -4.29 -0.63
4 BOBL_fsb -3.93 -0.48
3 AUD_fsb -3.02 -0.17
67 US2_fsb -2.82 -0.97
22 DX_fsb -2.42 -0.16
19 CRUDE_W_fsb -2.21 -0.04
56 SHATZ_fsb -2.17 -0.73
21 DOW_fsb -2.13 -0.08
58 SMI_fsb -2.06 -0.11
7 BTP_fsb -1.69 -0.08
5 BRENT_W_fsb -0.99 -0.02
6 BTP3_fsb -0.88 -0.15
1 ASX_fsb -0.50 -0.02
25 EURIBOR-ICE_fsb -0.49 -0.59
46 NZD_fsb -0.36 -0.02
24 EURGBP_fsb -0.34 -0.02
39 JGB_fsb -0.14 -0.04
28 FED_fsb 0.08 0.58
59 SONIA3_fsb 0.24 0.06
16 COPPER_fsb 0.79 0.02
43 MSCISING_fsb 2.06 0.10
29 FTSE100_fsb 2.46 0.13
11 CAD_fsb 2.83 0.26
27 EUR_fsb 3.52 0.24
33 GBP_fsb 3.99 0.15
63 SP500_fsb 4.32 0.13
2 AUDJPY_fsb 4.90 0.35
50 OMXS30_fsb 5.05 0.20
31 GASOLINE_fsb 5.98 0.09
0 AEX_fsb 6.81 0.27
20 DAX_fsb 7.25 0.25
47 OATIES_fsb 7.43 0.14
40 JPY_fsb 7.64 0.57
53 RICE_fsb 7.84 0.38
10 CAC_fsb 9.08 0.36
26 EUROSTX_fsb 11.78 0.41
60 SOYBEAN_fsb 12.07 0.34
57 SILVER_fsb 12.45 0.29
36 HANG_fsb 12.66 0.27
35 GOLD_fsb 13.68 0.77
45 NIKKEI_fsb 14.32 0.57
38 IBXEX_fsb 15.29 0.65
42 LIVECOW_fsb 15.86 1.47
18 COTTON2_fsb 17.42 0.26
44 NASDAQ_fsb 21.02 0.51
61 SOYMEAL_fsb 32.79 0.81
65 SUGAR_WHITE_fsb 67.84 2.32
14 COCOA_fsb 69.97 2.55
54 ROBUSTA_fsb 70.65 1.74
64 SUGAR11_fsb 70.96 2.84
13 COCOA_LDN_fsb 111.57 3.96
49 OJ_fsb 121.93 2.70
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
73 WHEAT_ICE_fsb -35.54 -1.31
72 VIX_fsb -55.12 -1.21
67 US2_fsb -2.82 -0.97
74 WHEAT_fsb -37.47 -0.87
71 V2X_fsb -38.81 -0.77
51 PALLAD_fsb -42.61 -0.75
56 SHATZ_fsb -2.17 -0.73
32 GAS_US_fsb -53.48 -0.68
68 US30U_fsb -15.68 -0.66
66 US10_fsb -6.49 -0.66
17 CORN_fsb -18.42 -0.66
69 US30_fsb -11.40 -0.65
70 US5_fsb -4.29 -0.63
25 EURIBOR-ICE_fsb -0.49 -0.59
41 LEANHOG_fsb -18.82 -0.55
9 BUXL_fsb -17.75 -0.50
4 BOBL_fsb -3.93 -0.48
12 CHF_fsb -5.55 -0.44
8 BUND_fsb -6.43 -0.43
48 OAT_fsb -6.59 -0.42
55 RUSSELL_fsb -12.32 -0.35
34 GILT_fsb -8.35 -0.25
62 SOYOIL_fsb -9.76 -0.21
52 PLAT_fsb -7.81 -0.20
3 AUD_fsb -3.02 -0.17
22 DX_fsb -2.42 -0.16
6 BTP3_fsb -0.88 -0.15
15 COFFEE_fsb -7.31 -0.15
30 GASOIL_fsb -9.39 -0.14
23 EUA_fsb -6.53 -0.13
37 HEATOIL_fsb -7.42 -0.11
58 SMI_fsb -2.06 -0.11
21 DOW_fsb -2.13 -0.08
7 BTP_fsb -1.69 -0.08
19 CRUDE_W_fsb -2.21 -0.04
39 JGB_fsb -0.14 -0.04
1 ASX_fsb -0.50 -0.02
5 BRENT_W_fsb -0.99 -0.02
24 EURGBP_fsb -0.34 -0.02
46 NZD_fsb -0.36 -0.02
16 COPPER_fsb 0.79 0.02
59 SONIA3_fsb 0.24 0.06
31 GASOLINE_fsb 5.98 0.09
43 MSCISING_fsb 2.06 0.10
29 FTSE100_fsb 2.46 0.13
63 SP500_fsb 4.32 0.13
47 OATIES_fsb 7.43 0.14
33 GBP_fsb 3.99 0.15
50 OMXS30_fsb 5.05 0.20
27 EUR_fsb 3.52 0.24
20 DAX_fsb 7.25 0.25
11 CAD_fsb 2.83 0.26
18 COTTON2_fsb 17.42 0.26
0 AEX_fsb 6.81 0.27
36 HANG_fsb 12.66 0.27
57 SILVER_fsb 12.45 0.29
60 SOYBEAN_fsb 12.07 0.34
2 AUDJPY_fsb 4.90 0.35
10 CAC_fsb 9.08 0.36
53 RICE_fsb 7.84 0.38
26 EUROSTX_fsb 11.78 0.41
44 NASDAQ_fsb 21.02 0.51
45 NIKKEI_fsb 14.32 0.57
40 JPY_fsb 7.64 0.57
28 FED_fsb 0.08 0.58
38 IBXEX_fsb 15.29 0.65
35 GOLD_fsb 13.68 0.77
61 SOYMEAL_fsb 32.79 0.81
42 LIVECOW_fsb 15.86 1.47
54 ROBUSTA_fsb 70.65 1.74
65 SUGAR_WHITE_fsb 67.84 2.32
14 COCOA_fsb 69.97 2.55
49 OJ_fsb 121.93 2.70
64 SUGAR11_fsb 70.96 2.84
13 COCOA_LDN_fsb 111.57 3.96
********************************************************************************
END OF REPORT
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