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O. Young Kwon
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O. Young Kwon, NYU Ph.D. in Economics had worked in securities industry for ten years as a Registered Investment Adviser. He taught Macroeconomics and Statistics. Prior to his academic career, he was an Economist/Bank Supervisor at the Bank of Korea (the Fed's counterpart). In 2009 he set up the... More
  • The Daily Market Information (DMI) (Oct. 1 2014, Wednesday)

    ABOUT The DMI (Daily Market Information)

    Investing is a zero-sum game, meaning when one guy gains, the other guy must lose. In order to win, what must we do? The DMI might help you to have an edge over the other guys. There is too much market information on SA, TV, Newspapers, magazines, etc. The problem is there is too much info to absorb. That's why DMI is brief and well-selected.

    My focus is primarily on news about two areas: The Fed policy and Business Cycles. These are macro topics. DMI is a summary of what I listen to BBR, and read WSJ, Reuters, Bloomberg, AP, and Barons (weekend) from 5:a.m. to 7:00 a.m. everyday.

    With this information and the RED Spread (introduced in my article. Link: www.seekingalpha.com/article/817551) you can grasp the current market situation.

    The Daily Market Information (DMI) (Oct. 1 2014, Wednesday)

    Bloomberg

    Factories Slashing Prices Toughens Draghi's Deflation Battle. www.bloomberg.com/news/2014-10-01/factor...

    Reuters

    Euro zone manufacturing slows again in September: PMI. http://www.reuters.com/article/2014/10/01/us-pmi-manufacturing-eurozone-idUSKCN0HQ3BN20141001

    Asian factories slow in September, push inflation ever lower. http://www.reuters.com/article/2014/10/01/us-global-economy-idUSKCN0HQ31420141001

    Market Watch

    Germany fresh source of weakness as Eurozone PMI falls to 50.3. www.marketwatch.com/story/germany-a-fres...

    The Daily Market Information (DMI) (Sep. 30 2014, Tuesday)

    Bloomberg

    U.K. Economy Expands 0.9% as Strength of Recovery Revised Up. www.bloomberg.com/news/2014-09-30/u-k-ec...

    U.K Consumer Confidence in Stasis as Recovery Impact Hits Limit. www.bloomberg.com/news/2014-09-29/u-k-co...

    Obama-Modi Meeting Offers Chance to Reset U.S.-India Ties. http://www.bloomberg.com/news/2014-09-30/obama-modi-meeting-offers-chance-to-reset-u-s-india-ties.html

    Reuters

    Stocks head for worst quarter since euro crisis, dollar reigns. finance.yahoo.com/news/asia-stocks-unset...

    Euro zone inflation slows in September as expected. http://www.reuters.com/article/2014/09/30/us-eurozone-inflation-idUSKCN0HP0ST20140930

    China final September HSBC PMI steady on firmer global demand but risks remain. http://www.reuters.com/article/2014/09/30/us-china-economy-pmi-hsbc-idUSKCN0HP03T20140930

    Americans step up spending, but home market weakens. http://www.reuters.com/article/2014/09/29/us-usa-economy-spending-idUSKCN0HO16U20140929

    Market Watch

    U.S. stocks: Futures up ahead of home prices, consumer confidence. www.marketwatch.com/story/us-stocks-futu...

    Targeting a larger market move to the downside. www.reuters.com/article/2014/09/29/us-us...

    The Daily Market Information (DMI) (Sep. 29 2014, Monday)

    Bloomberg

    Yellen is taking the Good Greenspan And Leaving th Bad. finance.yahoo.com/news/yellen-aims-mimic...

    Draghi Devaluing Euro Cheers ECB as Inflation Seen Fading. http://www.bloomberg.com/news/2014-09-28/draghi-devaluing-euro-cheers-ecb-as-inflation-seen-fading.html

    RBNZ Reports Biggest Currency Sale Since 2007 to Weaken Kiwi. http://www.bloomberg.com/news/2014-09-29/rbnz-reports-biggest-currency-sale-since-2007-as-kiwi-weakens.html

    South Korea Says Bond Outflow Concern on Fed's Overblown. www.bloomberg.com/news/2014-09-29/south-...

    Reuters

    Euro zone sentiment worsens in September, inflation expectations fall. http://www.reuters.com/article/2014/09/29/us-eurozone-sentiment-idUSKCN0HO0Q520140929

    Japan PM Abe vows to keep cautious watch on tax hike's impact. http://www.reuters.com/article/2014/09/29/us-japan-economy-abe-idUSKCN0HO0AZ20140929

    China revises second quarter current account surplus to $73.4 billion. www.reuters.com/article/2014/09/29/us-ch...

    Market Watch

    Consumer spending bounces back as summer ends. www.marketwatch.com/story/consumer-spend...

    Big rebound seen for U.S. jobs growth. http://www.marketwatch.com/story/big-rebound-seen-for-us-jobs-growth-2014-09-28

    Wild stock market ride is just beginning. http://www.marketwatch.com/story/wild-stock-market-ride-is-just-beginning-2014-09-26

    Billions fly out the door at Pimco. www.marketwatch.com/story/billions-fly-o...

    Oct 01 5:46 AM | Link | Comment!
  • The Daily TANER Momentum (DTM) (Oct. 1, Wednesday) (I)

    The TANER ETF Model (TEM), The TANER Stock Model (NYSE:TSM), The TANER Rotation Model (TRM), and The TANER Vanguard Model (TVM]), were introduced in my article. Link: www.seekingalpha.com/article/8175519

    The Daily TANER Momentum (DTM) (Oct. 1, Wednesday)

    TANER Momentum ™ List on Oct. 1, Wednesday based upon Closing Prices on 30, Tuesday

    The TANER ETF Model (TEM) (Oct. 1, Wednesday)

    ETF:T1 (PZA SPY) A1 (QQQ BND) E1 (MDY VXF) R1 (TIP PHB)

    ETF T2 (PZA PGF) A2 (QQQ XLF) E2 (VNQ VWO) R2 (VPU PHB).

    ETF T3 (PZA PGF) A3 (QQQ VHT) E3 (MDY VXF) R3 (VPU VNQ).

    SUMMARY OF THE TEM

    E.TM. 1-2-3 (PZA QQQ) E.TM. 1-2 (NYSEARCA:PHB) E.TM. 1-3 (MDY VXF) E.TM. 2-3 (PGF VPU VNQ) E.TM. 1 (SPY BND TIP) E.TM. 2 (XLF VWO) E.TM. 3 (NYSEARCA:VHT)

    The Schwab ETF Model (TEM) (Sep. 29, Monday)

    SCHWAD:T1 (FNDX SCHB) A1 (SCHD RYF) E1 (SCHE RYE) R1 (SCHF SCHO)

    SCHWAD:T1 (FNDX SCHB) A1 (SCHD SCHX) E1 (FNDF SCHE) R1 (SCHA SCHO)

    SUMMARY OF THE TEM

    SCHWAB 1-2 (FNDX SCHB SCHD SCHE SCHO)

    The TANER Vanguard Model (TVM) (Sep. 29, Monday)

    VANGUARD T1 (BNDX VUG) A1 (VTI VIG) E1 (VB VDE) R1 (BSV VGK)

    VANGUARD T2 (VIG BNDX) A2 (VUG VB) E2 (BND BIV) R2 (VTWO VSS).

    VANGUARD T3 (BNDX VIG) A3 (VOO VTI) E3 (VB VTWO) R2 (VWO BSV).

    SUMMARY OF THE TVM

    VANGUARD 1-2-3 (BNDX VIG VB) VANGUARD 1-2 (NYSEARCA:VUG) VANGUARD 1-3 (VTI BSV) VANGUARD 2-3 (NASDAQ:VTWO) VANGUARD 1 (VDE VGK) VANGUARD 2 (BND BIV VSS) VANGUARD 3 (VOO VWO)

    The TANER Rotation Model (TRM) (Sep. 29, Monday)

    ROTATION:T1 (MBB EDV) A1 (SDY VIS) E1 (EEM REM) R1 (VOX HYG)

    ROTATION T2 (VDC MBB) A2 (XSD KIE) E2 (EEM CSJ) R2 (VOX XOP).

    ROTATION T3 (VDC XPH) A3 (EEM RWR) E3 (XRT KRE) R (CSJ IPE).

    SUMMARY OF THE TRM

    R.TM.1-2-3 (NYSEARCA:EEM) R.TM.1-2 (MBB VOX) R.TM.2-3 (VDC CSJ) R.TM.1 (EDV SDY VIS REM HYG) R.TM.2 (XSD KIE XOP) R.TM.3 (XPH RWR XRT KRE IPE)

    The TANER Stock Model (TSM) (Sep 30, Tuesday)

    STOCK T1 (KO CMG) A2 (BAC DLTR) E1 (FLS CAT) R1 (YUM MCD)

    STOCK T2 (FDX TMO) A2 (KSU NFLX) E2 (PRGO SU) R2 (YUM EDU).

    STOCK T3 (FDX TMO) A3 (CME IBM) E3 (FLS SU) R3 (WMT EDU).

    SUMMARY OF THE TSM

    S.TM.1-2 (NYSE:YUM) S.TM.1-3 (NYSE:FLS) S.TM.2-3 (FDX TMO SU EDU) S.TM.1 (KO CMG BAC DLTR CAT MCD) S.TM.2 (KSU NFLX PRGO) S.TM.3 (CME IBM WMT)

    Link: www.seekingalpha.com/instablog/791632-o-young-kwon/1111541-the-taner-data. You can get the names of securities with the ticker symbol in The TEM, The TSM, The TRM, and The TVM...

    Note:

    T (Topping): Leading Leaders.(LDLD)

    A (Advancing): Lagging Leaders (LGLD)

    E (Emerging): Leading Laggards (LDLG)

    R (Reversing): Lagging Laggards.(LGLG)

    The numbers in parentheses (1-2-3) are one-month, two-month, and three-month terms.

    The overall markets (DJIA, S&P 500, or NASDAQ) have their cycles. Individual securities (ETFs or Stocks) have also their own cycles given the market cycles. In general, all securities in The TANER System (20 ETFs and 40 stocks) show their own cycles from R to E to A to T to R and so on, but majority securities (60% of ETFs and 80% of stocks are in N (Neutral, meaning residual). Therefore all securities do not show any pattern. When any of your holding has T or R momentum, you pay your particular attention.

    Introduction

    O. Young Kwon, NYU Ph.D. (Economics) had worked in securities industry for ten years as a Registered Investment Adviser. In 2009 he set up the TANER System in order to synthesize performances and relative strengths of 20 ETFs and 40 equities thoroughly. The System captures dynamics of momentum changes of individual securities on the daily basis. The System also builds successfully their momentum trends over time.

    How to Use TANER Momentum (NYSE:TM)

    Every marketday buys, sells, or exchanges (among mutual funds) can be made by TM. All trades except exchanges are posted on StockTalks to share these trades with you. For options players (for me options are excluded) call/put positions can be taken. My experience for three years propose following two Risk/Reward Tables: The Long-Term RR (LTRR) Table and The Short-Term RR (STRR) Table. . Please use this as a guide.

    LTRR (For Long-Term Investors)

    TANER

    RISK

    REWARD

    T (TOPPING)

    HIGHER

    LOWER

    A (ADVANCING)

    HIGH

    LOW

    n (neutral)

    average

    average

    E (EMERGING)

    LOW

    HIGH

    R (REVERSING)

    LOWER

    HIGHER

    Try Advancing (NYSE:A) and Emerging (NYSE:E) TM.

    STRR (For Near-Term Traders)

    TANER

    RISK

    REWARD

    T (TOPPING)

    HIGHER

    HIGHER

    A (ADVANCING)

    HIGH

    HIGH

    n (neutral)

    average

    average

    E (EMERGING)

    LOW

    LOW

    R (REVERSING)

    LOWER

    LOWER

    Try Advancing (A) or Topping (NYSE:T) TM. When a very near term (i.e. daytrading), Topping (T) TM.

    What for R (Reversing)? These TM are useful either for your exits of any holding or your bets in a stable upswing. Sometime R gives you a big gain.

    T (Topping) sometimes help you to take gains with the intraday 5%+ rule.

    Related Instablogs

    Go TANER: The Market Primer

    Autopilot Portfolio: TANER APP (NYSE:I)

    Income Portfolio: TANER APP (II)

    The Tiger Rule: TANER APP (NASDAQ:III)

    Daytrading: TANER APP (IV)

    The TMT (TANER Momentum Trend)

    Oct 01 5:25 AM | Link | Comment!
  • The Market Stress Index (MSI) (Oct. 26, 2012 To Dec. 31, 2013)

    Link: www.seekingalpha.com/article/1725872 As the Fiscal Showdown Looms… www.seekingalpha.com/article/1187701 The Relationship Between A New Market Stress Index (NYSE:MSI) And The Market.

    The Market Stress Index (MSI)

     

    REDS

    10Y TN

      

    DATE

    DI

    Yield

    MSS

    MSI

    10/16/2012

    3.5%

    1.720%

    *

    *

    10/17/2012

    3.4%

    1.810%

    0

    *

    10/18/2012

    3.5%

    1.830%

    100

    *

    10/19/2012

    3.2%

    1.770%

    50

    *

    10/22/2012

    2.6%

    1.800%

    0

    *

    10/23/2012

    2.3%

    1.760%

    50

    *

    10/24/2012

    1.8%

    1.770%

    0

    *

    10/25/2012

    1.6%

    1.830%

    0

    *

    10/26/2012

    1.5%

    1.750%

    50

    28.6

    10/29/2012

    1.8%

    1.740%

    50

    35.7

    10/30/2012

    1.6%

    1.720%

    50

    28.6

    10/31/2012

    2.3%

    1.690%

    50

    28.6

    11/1/2012

    1.6%

    1.710%

    0

    35.7

    11/2/2012

    0.6%

    1.730%

    0

    28.6

    11/5/2012

    1.3%

    1.680%

    50

    28.6

    11/6/2012

    0.4%

    1.740%

    0

    35.7

    11/7/2012

    0.7%

    1.630%

    50

    28.6

    11/8/2012

    1.2%

    1.630%

    100

    28.6

    11/9/2012

    1.4%

    1.610%

    50

    35.7

    11/12/2012

    0.6%

    1.610%

    50

    35.7

    11/13/2012

    0.4%

    1.590%

    50

    42.9

    11/14/2012

    1.0%

    1.590%

    100

    50.0

    11/15/2012

    0.7%

    1.589%

    50

    57.1

    12/19/2012

    3.1%

    1.800%

    50

    64.3

    12/20/2012

    2.5%

    1.800%

    0

    64.3

    12/21/2012

    2.6%

    1.750%

    50

    50.0

    12/24/2012

    2.0%

    1.770%

    50

    50.0

    12/26/2012

    1.7%

    1.760%

    50

    50.0

    12/27/2012

    1.9%

    1.710%

    50

    50.0

    12/28/2012

    1.9%

    1.710%

    50

    42.9

    12/31/2012

    1.1%

    1.760%

    0

    42.9

    1/2/2013

    1.1%

    1.840%

    0

    35.7

    1/3/2013

    1.1%

    1.899%

    0

    35.7

    1/4/2013

    1.3%

    1.910%

    100

    28.6

    1/7/2013

    0.9%

    1.900%

    50

    35.7

    1/8/2013

    0.7%

    1.870%

    50

    35.7

    1/9/2013

    0.7%

    1.850%

    50

    35.7

    1/10/2013

    0.9%

    1.890%

    100

    35.7

    1/11/2013

    0.9%

    1.880%

    50

    50.0

    1/14/2013

    1.7%

    1.860%

    50

    57.1

    1/15/2013

    2.5%

    1.830%

    50

    64.3

    1/16/2013

    2.7%

    1.820%

    50

    57.1

    1/17/2013

    3.1%

    1.880%

    100

    57.1

    1/18/2013

    3.4%

    1.840%

    50

    64.3

    1/22/2013

    3.9%

    1.835%

    50

    64.3

    1/23/2013

    4.2%

    1.830%

    50

    57.1

    1/24/2013

    3.6%

    1.840%

    0

    57.1

    1/25/2013

    3.4%

    1.950%

    0

    50.0

    1/28/2013

    3.3%

    1.870%

    0

    42.9

    1/29/2013

    2.7%

    1.990%

    0

    35.7

    1/30/2013

    3.1%

    2.010%

    100

    21.4

    1/31/2013

    3.3%

    1.990%

    50

    28.6

    2/1/2013

    3.2%

    2.010%

    0

    28.6

    2/4/2013

    3.3%

    1.970%

    50

    21.4

    2/5/2013

    2.9%

    2.020%

    0

    28.6

    2/6/2013

    3.5%

    1.968%

    50

    28.6

    2/7/2013

    3.2%

    1.950%

    50

    35.7

    2/8/2013

    3.3%

    1.951%

    100

    42.9

    2/11/2013

    3.6%

    1.946%

    50

    42.9

    2/12/2013

    3.8%

    1.980%

    100

    42.9

    2/13/2013

    3.8%

    2.179%

    0

    57.1

    2/14/2013

    3.9%

    2.000%

    50

    50.0

    2/15/2013

    3.6%

    2.010%

    0

    57.1

    2/19/2013

    3.3%

    2.030%

    0

    50.0

    2/20/2013

    3.2%

    2.210%

    0

    42.9

    2/21/2013

    2.7%

    1.980%

    50

    28.6

    2/22/2013

    3.7%

    1.970%

    50

    28.6

    2/25/2013

    4.4%

    1.895%

    100

    21.4

    2/26/2013

    4.5%

    1.879%

    50

    35.7

    2/27/2013

    3.9%

    1.903%

    0

    35.7

    2/28/2013

    3.6%

    1.888%

    50

    35.7

    3/1/2013

    3.1%

    1.853%

    50

    42.9

    3/4/2013

    3.0%

    1.877%

    0

    50.0

    3/5/2013

    2.8%

    1.894%

    0

    42.9

    3/6/2013

    2.8%

    1.894%

    0

    35.7

    3/7/2013

    2.9%

    1.991%

    100

    21.4

    3/8/2013

    2.6%

    2.056%

    0

    28.6

    8/11/2013

    2.4%

    2.056%

    0

    28.6

    3/12/2013

    2.8%

    2.023%

    50

    21.4

    3/13/2013

    2.5%

    2.021%

    50

    21.4

    3/14/2013

    3.5%

    2.033%

    100

    28.6

    3/15/2013

    3.0%

    1.996%

    50

    42.9

    3/18/2013

    3.4%

    1.956%

    50

    50.0

    3/19/2013

    3.4%

    1.908%

    50

    42.9

    3/20/2013

    3.1%

    1.937%

    0

    50.0

    3/21/2013

    3.2%

    1.932%

    50

    50.0

    3/22/2013

    2.9%

    1.915%

    50

    50.0

    3/25/2013

    2.9%

    1.915%

    0

    50.0

    3/26/2013

    2.8%

    1.906%

    50

    35.7

    3/27/2013

    3.3%

    1.851%

    50

    35.7

    8/28/2013

    3.3%

    1.851%

    50

    35.7

    4/1/2013

    3.4%

    1.840%

    50

    35.7

    4/2/2013

    3.2%

    1.861%

    0

    42.9

    4/3/2013

    3.2%

    1.861%

    50

    35.7

    4/4/2013

    3.7%

    1.759%

    50

    35.7

    4/5/2013

    4.2%

    1.694%

    50

    42.9

    4/8/2013

    4.0%

    1.732%

    0

    42.9

    4/9/2013

    4.0%

    1.747%

    0

    35.7

    4/10/2013

    3.5%

    1.805%

    0

    28.6

    4/11/2013

    4.4%

    1.791%

    50

    21.4

    4/12/2013

    4.0%

    1.721%

    50

    28.6

    4/15/2013

    4.3%

    1.702%

    50

    28.6

    4/16/2013

    4.0%

    1.719%

    0

    28.6

    4/17/2013

    3.4%

    1.704%

    50

    21.4

    4/18/2013

    4.1%

    1.685%

    50

    28.6

    4/19/2013

    4.2%

    1.703%

    100

    35.7

    4/22/2013

    4.5%

    1.698%

    50

    50.0

    4/23/2013

    4.4%

    1.698%

    0

    50.0

    4/24/2013

    4.8%

    1.698%

    50

    42.9

    4/25/2013

    4.4%

    1.711%

    0

    42.9

    4/26/2013

    5.3%

    1.663%

    50

    42.9

    4/29/2013

    6.0%

    1.670%

    100

    42.9

    4/30/2013

    6.7%

    1.675%

    100

    50.0

    5/1/2013

    6.5%

    1.639%

    50

    50.0

    5/2/2013

    6.2%

    1.631%

    50

    50.0

    5/3/2013

    5.2%

    1.752%

    0

    57.1

    5/6/2013

    5.0%

    1.771%

    0

    50.0

    5/7/2013

    5.4%

    1.783%

    100

    50.0

    5/8/2013

    5.8%

    1.760%

    50

    57.1

    5/9/2013

    5.2%

    1.830%

    0

    50.0

    5/10/2013

    4.4%

    1.900%

    0

    35.7

    5/13/2013

    4.0%

    1.923%

    0

    28.6

    5/14/2013

    4.5%

    1.952%

    100

    21.4

    5/15/2013

    4.5%

    1.943%

    50

    35.7

    5/16/2013

    4.6%

    1.865%

    50

    42.9

    5/17/2013

    4.1%

    1.949%

    0

    35.7

    5/20/2013

    4.1%

    1.965%

    0

    28.6

    5/21/2013

    4.2%

    1.944%

    50

    28.6

    5/22/2013

    3.9%

    2.030%

    0

    35.7

    5/23/2013

    3.9%

    2.023%

    50

    35.7

    5/24/2013

    2.8%

    2.011%

    50

    28.6

    5/28/2013

    0.8%

    2.135%

    0

    28.6

    5/29/2013

    1.2%

    2.124%

    50

    21.4

    5/30/2013

    1.6%

    2.124%

    50

    28.6

    5/31/2013

    1.5%

    2.164%

    0

    35.7

    6/3/2013

    1.3%

    2.134%

    50

    28.6

    3/4/1900

    0.6%

    2.137%

    0

    35.7

    6/5/2013

    0.8%

    2.100%

    50

    28.6

    6/6/2013

    0.7%

    2.075%

    50

    28.6

    6/7/2013

    -0.1%

    2.161%

    0

    35.7

    6/10/2013

    -0.2%

    2.215%

    0

    28.6

    6/11/2013

    -0.2%

    2.195%

    50

    21.4

    6/12/2013

    0.0%

    2.230%

    100

    28.6

    6/13/2013

    -0.2%

    2.170%

    50

    35.7

    6/14/2013

    -0.4%

    2.126%

    50

    42.9

    6/17/2013

    -0.7%

    2.171%

    0

    42.9

    6/18/2013

    -1.1%

    2.182%

    0

    35.7

    6/19/2013

    -1.8%

    2.311%

    0

    35.7

    6/20/2013

    -2.0%

    2.419%

    0

    35.7

    6/21/2013

    -2.0%

    2.514%

    0

    28.6

    6/24/2013

    -2.2%

    2.548%

    0

    14.3

    6/25/2013

    -1.9%

    2.589%

    100

    7.1

    6/26/2013

    -1.3%

    2.539%

    50

    14.3

    6/27/2013

    -1.1%

    2.486%

    50

    21.4

    6/28/2013

    -1.2%

    2.478%

    50

    28.6

    7/1/2013

    -0.9%

    2.490%

    100

    35.7

    7/2/2013

    -0.9%

    2.469%

    50

    50.0

    7/3/2013

    -1.2%

    2.501%

    0

    57.1

    7/5/2013

    -2.3%

    2.715%

    0

    57.1

    7/8/2013

    -1.1%

    2.645%

    50

    42.9

    7/9/2013

    -1.0%

    2.630%

    50

    42.9

    7/10/2013

    -1.1%

    2.680%

    0

    42.9

    7/11/2013

    -1.2%

    2.574%

    50

    35.7

    7/12/2013

    -1.2%

    2.601%

    0

    28.6

    7/15/2013

    -0.6%

    2.556%

    0

    21.4

    7/16/2013

    -0.1%

    2.522%

    50

    21.4

    7/17/2013

    0.8%

    2.491%

    50

    28.6

    7/18/2013

    0.5%

    2.534%

    0

    28.6

    7/19/2013

    1.2%

    2.491%

    50

    21.4

    7/22/2013

    2.0%

    2.488%

    50

    28.6

    7/23/2013

    3.1%

    2.516%

    100

    28.6

    7/24/2013

    3.7%

    2.588%

    100

    42.9

    7/25/2013

    3.5%

    2.607%

    50

    57.1

    7/26/2013

    3.2%

    2.561%

    50

    57.1

    7/29/2013

    2.6%

    2.585%

    0

    57.1

    7/30/2013

    2.4%

    2.603%

    0

    57.1

    7/31/2013

    3.1%

    2.593%

    50

    50.0

    8/1/2013

    2.2%

    2.723%

    0

    50.0

    8/2/2013

    3.0%

    2.602%

    50

    35.7

    8/5/2013

    2.6%

    2.640%

    0

    28.6

    8/6/2013

    2.0%

    2.642%

    0

    21.4

    8/7/2013

    2.5%

    2.600%

    100

    14.3

    8/8/2013

    2.9%

    2.587%

    50

    28.6

    8/9/2013

    3.1%

    2.580%

    50

    35.7

    8/12/2013

    2.6%

    2.605%

    0

    35.7

    8/13/2013

    2.1%

    2.715%

    0

    35.7

    8/14/2013

    1.8%

    2.712%

    50

    28.6

    8/15/2013

    1.8%

    2.755%

    0

    35.7

    8/16/2013

    1.3%

    2.829%

    0

    35.7

    8/19/2013

    1.3%

    2.829%

    0

    21.4

    8/20/2013

    0.3%

    2.814%

    50

    14.3

    8/21/2013

    0.1%

    2.860%

    0

    14.3

    8/22/2013

    -0.6%

    2.901%

    0

    14.3

    8/23/2013

    0.5%

    2.818%

    50

    14.3

    8/26/2013

    0.0%

    2.805%

    50

    14.3

    8/27/2013

    -0.1%

    2.721%

    50

    21.4

    8/28/2013

    1.5%

    2.782%

    100

    28.6

    8/29/2013

    2.1%

    2.751%

    50

    42.9

    8/30/2013

    1.2%

    2.749%

    50

    42.9

    9/3/2013

    2.6%

    2.848%

    100

    50.0

    9/4/2013

    2.3%

    2.897%

    100

    64.3

    9/5/2013

    1.5%

    2.979%

    0

    71.4

    9/6/2013

    1.6%

    2.938%

    50

    64.3

    9/9/2013

    1.5%

    2.897%

    50

    64.3

    9/10/2013

    0.5%

    2.959%

    0

    57.1

    9/11/2013

    1.1%

    2.920%

    50

    50.0

    9/12/2013

    0.6%

    2.907%

    50

    50.0

    9/13/2013

    1.7%

    2.898%

    50

    42.9

    9/16/2013

    1.6%

    2.874%

    50

    35.7

    9/17/2013

    2.6%

    2.853%

    50

    42.9

    9/18/2013

    2.7%

    2.708%

    50

    42.9

    9/19/2013

    2.3%

    2.750%

    0

    42.9

    9/20/2013

    1.8%

    2.732%

    50

    42.9

    9/23/2013

    1.0%

    2.714%

    50

    42.9

    9/24/2013

    1.3%

    2.653%

    50

    42.9

    9/25/2013

    1.3%

    2.614%

    50

    42.9

    9/26/2013

    0.7%

    2.643%

    0

    42.9

    9/27/2013

    1.1%

    2.619%

    50

    35.7

    9/30/2013

    1.5%

    2.615%

    50

    35.7

    10/1/2013

    1.4%

    2.646%

    0

    42.9

    10/2/2013

    1.8%

    2.626%

    50

    35.7

    10/3/2013

    2.6%

    2.606%

    50

    35.7

    10/4/2013

    1.7%

    2.652%

    0

    35.7

    10/7/2013

    2.2%

    2.634%

    50

    28.6

    10/8/2013

    2.4%

    2.636%

    100

    35.7

    10/9/2013

    2.3%

    2.650%

    50

    42.9

    10/10/2013

    2.1%

    2.680%

    0

    42.9

    10/11/2013

    2.1%

    2.682%

    0

    42.9

    10/14/2013

    2.3%

    2.691%

    100

    35.7

    10/15/2013

    2.1%

    2.720%

    0

    42.9

    10/16/2013

    1.6%

    2.671%

    50

    42.9

    10/17/2013

    2.6%

    2.587%

    0

    42.9

    10/18/2013

    3.2%

    2.589%

    50

    28.6

    10/21/2013

    2.8%

    2.609%

    0

    28.6

    10/22/2013

    2.9%

    2.512%

    50

    28.6

    10/23/2013

    2.5%

    2.485%

    50

    35.7

    10/24/2013

    2.4%

    2.522%

    0

    28.6

    10/25/2013

    2.5%

    2.503%

    50

    28.6

    10/28/2013

    2.5%

    2.512%

    0

    28.6

    10/29/2013

    2.8%

    2.507%

    50

    28.6

    10/30/2013

    2.5%

    2.530%

    0

    28.6

    10/31/2013

    2.4%

    2.542%

    0

    28.6

    11/1/2013

    2.5%

    2.620%

    50

    21.4

    11/4/2013

    1.8%

    2.602%

    50

    21.4

    11/5/2013

    1.0%

    2.662%

    0

    28.6

    11/6/2013

    1.2%

    2.640%

    50

    21.4

    11/7/2013

    1.6%

    2.613%

    50

    28.6

    11/8/2013

    0.5%

    2.746%

    0

    28.6

    11/11/2013

    -0.2%

    2.755%

    0

    28.6

    11/12/2013

    -0.5%

    2.768%

    0

    28.6

    11/13/2013

    -0.6%

    2.725%

    0

    21.4

    11/14/2013

    -0.2%

    2.702%

    50

    14.3

    11/15/2013

    -0.5%

    2.709%

    0

    21.4

    11/18/2013

    -0.5%

    2.678%

    0

    14.3

    11/19/2013

    -1.0%

    2.712%

    0

    7.1

    11/20/2013

    0.1%

    2.792%

    100

    7.1

    11/21/2013

    0.4%

    2.784%

    50

    21.4

    11/22/2013

    -0.1%

    2.752%

    50

    28.6

    11/25/2013

    0.9%

    2.741%

    50

    35.7

    11/26/2013

    0.5%

    2.696%

    50

    35.7

    11/27/2013

    0.8%

    2.736%

    50

    42.9

    11/29/2013

    2.2%

    2.741%

    100

    50.0

    12/2/2013

    1.5%

    2.801%

    0

    64.3

    12/3/2013

    1.2%

    2.775%

    50

    50.0

    12/4/2013

    2.1%

    2.841%

    100

    50.0

    12/5/2013

    1.1%

    2.862%

    50

    57.1

    12/6/2013

    1.8%

    2.883%

    100

    57.1

    12/9/2013

    2.7%

    2.857%

    50

    64.3

    12/10/2013

    2.0%

    2.797%

    0

    64.3

    12/11/2013

    3.3%

    2.844%

    100

    50.0

    12/12/2013

    2.4%

    2.877%

    50

    64.3

    12/13/2013

    2.6%

    2.868%

    50

    64.3

    12/16/2013

    1.7%

    2.877%

    0

    57.1

    12/17/2013

    2.1%

    2.843%

    50

    50.0

    12/18/2013

    1.4%

    2.885%

    0

    42.9

    12/19/2013

    2.2%

    2.925%

    100

    35.7

    12/20/2013

    1.4%

    2.887%

    50

    50.0

    12/23/2013

    0.5%

    2.929%

    0

    42.9

    12/24/2013

    0.6%

    2.983%

    100

    35.7

    12/26/2013

    -0.4%

    2.990%

    0

    42.9

    12/27/2013

    -0.7%

    3.060%

    0

    42.9

    12/30/2013

    -0.9%

    2.976%

    50

    35.7

    12/31/2013

    -0.9%

    3.026%

    0

    42.9

    NOTE

    REDS = The RED Spread

    MSS = Market Stress Score

    MSI = Market Stress Index

    maMSI = 7-day-MA of Market Stress Index

    May 27 8:06 AM | Link | Comment!
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