Exante Data

The largest move in the last 7 days was: Gold. Among the major cryptocurrencies and global assets those that had 2 standard deviation moves in the last 7 days include: Gold, Copper

Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.

$USD has broadly weakened since last Friday, March 13, with $NOK, $EUR, and $SEK appreciating the most vs. USD. The $NOK was strongest vs. USD with a 2.146% return, while the $KRW was weakest vs. USD with a -0.27% return. #Forex

Here is a broad view of global stock indices. During the last week, top gainers based on volatility adjusted returns include: KOSPI (6.1%), NOK OSEAX (2.42%), ILS TA35 (3.73%). In contrast, least performers were ZAR JSE40 (-4.88%), DAX (-4.43%), SEK OMXS30 (-5.1%).

The largest move in the last 7 days was: Gold. Commodities that had 2 standard deviation moves during the period include: Gold, Aluminum, Copper

The largest move in the last 7 days was: AU 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: AU 2s10s, Italy 2s10s, Italy 2Y, Sweden 5Y, AU 2Y, Fra. 10s30s, Can. 2s10s, Ger. 10s30s (among others)

The largest move in the last 24 hours was: GB 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: GB 2s10s, GB 10s30s, Italy 10s30s, GB 2Y, France 2Y, Can. 2s10s, AU 2s10s, Sweden 5Y (among others)

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.94% in Asia, and -1.53% in Europe. Yesterday $BTC returned 0.93% in the American session.

The largest move in the last 24h was: Lean Hogs. There were no commodities that had returns greater than 2 standard deviations during the period.

USD has broadly strengthened since 5AM this morning, with $CNH, $NZD, and $MXN depreciating the most vs. USD. The $CHF was strongest vs. USD with a -0.006% return, while the $SEK was weakest vs. USD with a -0.84% return. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: $SCHD ($15.9B) $SPY (-$13.6B) $SPLG ($10.7B) $VOO ($10.1B) $VTI ($4.8B)

Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include High Dividend Yield and Small Cap, while outflows are being seen in Gold and Silver.

The biggest movers in global FX overnight, based on volatility adjusted returns were #USDRUB, #USDINR, #USDTHB, #EURCAD, & #USDJPY. For USD crosses, 19 out of 28 had positive returns. For EUR crosses, 5 out of 13 had positive returns. #Forex

Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.

The largest move in the last 7 days was: Can. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Can. 2s10s, Swe. 2s10s, US 2s10s, GB 10s30s, AU 2s10s, Sweden 2Y, Canada 2Y, US 10s30s

The largest move in the last 24 hours was: Can. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Can. 2s10s, Italy 2s10s, Canada 2Y, Italy 2Y, US 10s30s, Sweden 2Y, GB 10s30s, US 2s10s (among others)

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.97% in Asia, and -0.9% in Europe. Yesterday $BTC returned 0.05% in the American session.

The largest move in the last 24h was: Gold. Commodities that had 2 standard deviation moves during the period include: Gold, Aluminum, Palladium

$USD has broadly weakened since 5AM this morning, with $GBP, $EUR, and $JPY appreciating the most vs. USD. The $GBP was strongest vs. USD with a 0.732% return, while the $MXN was weakest vs. USD with a -0.062% return. #Forex

The largest absolute flows over the past 7 days have been in the following ETFs: $IVV (-$24.9B) $SCHD ($15.9B) $VOO ($13.9B) $SPLG ($9.6B) $OEF (-$9.3B)