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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) (Aug. 21 2014, Thursday)

    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 in my article. Link: www.seekingalpha.com/article/817551) you can grasp the current market situation.

    The Daily Market Information (DMI) (Aug. 21 2014, Thursday)

    Bloomberg

    Euro Area Shows Signs of Weakening as Surveys Miss Forecasts. http://www.bloomberg.com/news/2014-08-21/euro-area-shows-signs-of-weakening-as-surveys-miss-forecasts.html

    China Manufacturing Gauge Drops as Growth Pickup Stalls. http://www.bloomberg.com/news/2014-08-20/china-manufacturing-gauge-drops-in-sign-growth-pick-up-stalled.html

    Carney Seen Holding Sway as BOE Dissenters Pull Away From Pack. http://www.bloomberg.com/news/2014-08-20/carney-seen-holding-sway-as-boe-dissenters-pull-away-from-pack.html

    KPMG Says EU Bank-Structure Reforms Should be Scrapped. www.bloomberg.com/news/2014-08-20/kpmg-s...

    Reuters

    Asia stocks sour on China, U.S. dollar in Demand. http://finance.yahoo.com/news/dollar-yields-spike-fed-minutes-002852158.html

    Still awash with cash, world economies take turn for the worse. finance.yahoo.com/news/still-awash-cash-...

    G20 edging towards deal on 'bail-in' bond cushion for banks. finance.yahoo.com/news/g20-edging-toward...

    Euro-zone business growth slows in August, prices fall: PMI. finance.yahoo.com/news/euro-zone-busines...

    Yahoo.Finance

    Oil 'super' spike is coming: Dan Dicker. http://finance.yahoo.com/news/oil--super-spike--is-coming--dan-dicker-194657769.html

    World of Warcraft may soon be a job-related skill. finance.yahoo.com/news/world-of-warcraft...

    The Daily Market Information (DMI) (Aug. 20 2014, Wednesday)

    Bloomberg

    Fed Officials Said Job Gains May Bring Faster Rate Increase. www.bloomberg.com/news/2014-08-20/fed-of...

    Jackson Hole Guide: Investors Seek Yellen Job-Market View. www.bloomberg.com/news/2014-08-20/jackso...

    Carney Loses Rates Consensus as Bank of England Splits. http://www.bloomberg.com/news/2014-08-20/boe-policy-makers-split-as-weale-mccafferty-seek-rate-increase.html

    Eight-Year Car Loans Fuel Canada Sales Over Debt Warnings. http://www.bloomberg.com/news/2014-08-20/eight-year-car-loans-fuel-canada-sales-over-debt-warnings.html

    Modi's Rival Seeks to Shake Populist Tag in Singapore Visit. http://www.bloomberg.com/news/2014-08-20/modi-rival-seeks-to-shake-populist-tag-during-visit-to-singapore.html

    Stevens Says Confidence Better Growth Driver Than Rate Cuts. www.bloomberg.com/news/2014-08-20/steven...

    Reuters

    Fed debates merits of earlier rate hike given U.S. jobs gains. http://www.reuters.com/article/2014/08/20/us-usa-fed-idUSKBN0GK1ZJ20140820

    Argentina bonds, peso reel on country's debt swap plan. http://www.reuters.com/article/2014/08/20/us-argentina-debt-idUSKBN0GK1FC20140820

    Argentina's default strategy raises debt acceleration risk. www.reuters.com/article/2014/08/20/us-ar...

    France' Hollande announces tax, construction reforms. http://www.reuters.com/article/2014/08/20/us-france-economy-hollande-idUSKBN0GK0QO20140820

    Russia economic funk ripples out through ex-Soviet states. http://www.reuters.com/article/2014/08/20/uk-russia-cis-crisis-idUSKBN0GK14I20140820

    Argentina aims to skirt U.S. court, bring debt under national law. www.reuters.com/article/2014/08/20/us-ar...

    Asian stocks steady on robust U.S. data, dollar extends gains. finance.yahoo.com/news/asian-stocks-stea...

    Market Watch

    Why the Fed may never do QE again. http://www.marketwatch.com/story/why-the-fed-may-never-do-qe-again-2014-08-20

    Investors, don't make out! How to make money in the long run. www.marketwatch.com/story/investors-dont...

    How the Fed could exit its easy-money policy. blogs.marketwatch.com/capitolreport/2014.../

    Yahoo.Finance

    Bull market depends on just right amount of the wrong. finance.yahoo.com/news/bull-market-depen...

    New signs the housing market is approaching normal? finance.yahoo.com/news/from-lowe-s-lower...

    Morningstar

    Is the Aggregate Index Too Heavy in Treasuries? http://news.morningstar.com/articlenet/article.aspx?id=661929

    These Funds's Strong Star Ratings Don't Tell Whole Stories. news.morningstar.com/articlenet/article....

    CNBC

    Fed minutes: Some want 'relatively prompt' rate hike. finance.yahoo.com/news/fed-minutes-want-...

    Aug 21 7:26 AM | Link | Comment!
  • The Daily TANER Momentum (DTM) (Aug. 21, Thursday) (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) (Aug. 21, Thursday)

    TANER Momentum ™ List on Aug. 21, Thursday based upon Closing Prices on Aug. 20, Wednesday

    The TANER ETF Model (TEM) (Aug. 21, Thursday)

    ETF:T1 (VHT VTI) A1 (QQQ MDY) E1 (BND VDE) R1 (DIA VPU)

    ETF T2 (VHT VTI) A2 (QQQ VWO) E2 (MDY BND) R2 (VPU PZA).

    ETF T3 (VTI VNQ) A3 (QQQ VWO) E3 (MDY BND) R3 (VDE VPU).

    SUMMARY OF THE TEM

    E.TM. 1-2-3 (VTI QQQ MDY BND VPU) E.TM. 1-2 (NYSEARCA:VHT) E.TM. 1-3 (NYSEARCA:VDE) E.TM. 2-3 (NYSEARCA:VWO) E.TM. 1 (NYSEARCA:DIA) E.TM. 2 (NYSEARCA:PZA) E.TM. 3 (NYSEARCA:VNQ)

    The TANER Vanguard Model (TVM) (Aug. 20, Wednesday)

    VANGUARD T1 (VWO BNDX) A1 (VFH VB) E1 (VCIT BIV) R1 (VTWO VEA)

    VANGUARD T2 (BNDX VTV) A2 (VOO VXUS) E2 (VXF VB) R2 (VSS VDE).

    VANGUARD T3 (VWO BNDX) A3 (VUG VXF) E3 (BND BIV) R2 (VTWO VEA).

    SUMMARY OF THE TVM

    VANGUARD 1-2-3 (NASDAQ:BNDX) VANGUARD 1-2 (NYSEARCA:VB) VANGUARD 1-3 (VWO BIV VTWO VEA) VANGUARD 2-3 (NYSEARCA:VXF) VANGUARD 1 (VFH VCIT) VANGUARD 2 (VTV VOO VXUS) VANGUARD 3 (VUG BND)

    The TANER Rotation Model (TRM) (July 28, Monday)

    ROTATION:T1 (EDV XES) A1 (VOX VEA) E1 (MBB IWM) R1 (XSD XBI)

    ROTATION T2 (MTK EDV) A2 (XOP XSD) E2 (IPE PCY) R2 (XRT SLV).

    ROTATION T3 (EDV CSJ) A3 (VOX XPH) E3 (XME KCE) R (PCY XHB).

    SUMMARY OF THE TRM

    R.TM.1-2-3 (NYSEARCA:EDV) R.TM.1-3 (NYSEARCA:VOX) R.TM.2-3 (NYSEARCA:PCY) R.TM.1 (XES VEA MBB IWM XSD XBI) R.TM.2 (MTK XOP XSD IPE XRT SLV) R.TM.3 (CSJ XPH XME KCE XHB)

    The TANER Stock Model (TSM) (July 28, Monday)

    STOCK T1 (CMG FDX) A2 (CME MA) E1 (JOY MOS) R1 (BAC AMZN)

    STOCK T2 (AGN JOY) A2 (SU CAT) E2 (NVR MOS) R2 (BAC AMZN).

    STOCK T3 (AGN JOY) A3 (BIDU NFLX) E3 (HD MOS) R3 (KSU AMZN).

    SUMMARY OF THE TSM

    S.TM.1-2-3 (JOY MOS AMZN) S.TM.1-2 (NYSE:BAC) S.TM.2-3 (NYSE:AGN) S.TM.1 (CMG FDX MA CME) S.TM.2 (SU CAT NVR) S.TM.3 (BIDU NFLX HD KSU)

    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)

    Aug 21 7:01 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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