Equity Indexes
INDU- 10,442.41 -8.23 (-0.08%)
NASDAQ- 2,289.09 -20.71 (-0.90%)
SPX- 1,113.20 -4.31 (-0.39%)
Commodities
WTI Crude Oil- $77.49 -.33 (-0.42%)
Brent Crude Oil- $78.560 -0.260 (-0.33%)
Natural Gas- $4.870 -0.003 (-0.06%)
Gold Spot- $1237.400 -3.300 (-0.27%)
Silver Spot- $18.780 -0.074 (-0.39%)
Bonds
2 Year UST- Price:100.06 (-0.02) Yield: 0.72% (+0.01)
10 Year UST- Price:102.13 (-0.05) Yield: 3.25% (+0.03)
10 Year Gilt- Price:110.09 (+0.26) Yield: 3.51% (-0.03)
10 Year Bund- Price:102.01 (-0.33) Yield: 2.76% (+0.04)
10 Year Oats- Price:103.28 (+0.03) Yield: 3.10% (+0.00)
10 Year JGB- Price:100.67 (-0.11) Yield: 1.23% (+0.02)
10 Year Greek-Price: 79.53 (-0.36) Yield: 9.48% (+0.07)
Foreign Exchange
EUR/USD = 1.2320
GBP/USD = 1.4760
USD/JPY = 90.9250
USD/CAD= 1.0238
EUR/JPY = 112.2393
Equity Index Futures
Nikkei 225- 10,140.00 -90.00
Hang Sang- 20,970.00 591.00
SPI 200- 4,575.00 -24.00
I don't have too much to say about market movements today. Though, I will leave you with this:
One of the practical limitations of Black-Scholes is that the actual behavior of shares in the real world appears not to conform to the pattern we would expect from a single bell curve.
--A. Chisholm
N. Taleb would call this "The Great Intellectual Fraud". Good luck trading tomorrow.
Related ETF's: FXC:US CurrencyShares Canadian Dollar Trust, USL:US United States 12 Month Oil Fund LP, SSO:US ProShares Ultra S&P500
Patrick M. Ambrus
Managing Partner
Analyze Capital LLC
Twitter: AnalyzeCapital
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