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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 TANER Momentum (DTM) (Sep. 2, Tuesday) (II)

    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) (Sep. 2, Tuesday)

    TANER Momentum ™ List on Sep. 2, Tuesday based upon Closing Prices on Aug. 29/2014 Friday

    The TANER ETF Model (TEM) (Sep. 2, Tuesday)

    ETF:T1 (SPY VAW) A1 (QQQ MDY) E1 (VNQ PGF) R1 (VPU VDE)

    ETF T2 (VTI VAW) A2 (QQQ VWO) E2 (MDY VXF) R2 (VPU PZA).

    ETF T3 (SPY VAW) A3 (QQQ VWO) E3 (VNQ MDY) R3 (VDE VPU).

    SUMMARY OF THE TEM

    E.TM. 1-2-3 (VAW QQQ MDY VPU) E.TM. 1-3 (SPY VNQ VDE) E.TM. 2-3 (NYSEARCA:VWO) E.TM. 1 (NYSEARCA:PGF) E.TM. 2 (VTI VXF)

    The Schwab ETF Model (TEM) (Sep. 2, Tuesday)

    SCHWAD:T1 (SCHX FNDX) A1 (SCHM SCHA) E1 (SCHE SCHZ) R1 (RYE SCHC)

    The TANER Vanguard Model (TVM) (Aug. 26, Tuesday)

    VANGUARD T1 (VTV BNDX) A1 (VFX VB) E1 (BIV VXUS) R1 (VTWO VEA)

    VANGUARD T2 (VUG BNDX) A2 (VWO VXUS) E2 (VIG VB) R2 (VEA BSV).

    VANGUARD T3 (BNDX VIG) A3 (VWO VXF) E3 (BND BIV) R2 (VDE VTWO).

    SUMMARY OF THE TVM

    VANGUARD 1-2-3 (NASDAQ:BNDX) VANGUARD 1-2 (VXUS VB VEA) VANGUARD 1-3 (VXF BIV VTWO) VANGUARD 2-3 (VIG VWO) VANGUARD 1 (NYSEARCA:VTV) VANGUARD 2 (VUG BSV) VANGUARD 3 (BND VDE)

    The TANER Rotation Model (TRM) (Aug. 25, Monday)

    ROTATION:T1 (EDV CSJ) A1 (XSD KIE) E1 (XES SHY) R1 (XRT XHB)

    ROTATION T2 (EDV XES) A2 (VOX VEA) E2 (MBB IWM) R2 (XSD XBI).

    ROTATION T3 (MTK EDV) A3 (XOP XSD) E3 (IPE PCY) R (XRT SLV).

    SUMMARY OF THE TRM

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

    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)

    Sep 01 3:43 PM | Link | Comment!
  • The Daily Market Information (DMI) (Sep. 1 2014, Monday)

    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) (Sep. 1 2014, Monday)

    Market Watch

    What history says about the stock market in September. http://www.marketwatch.com/story/heres-what-history-says-about-the-stock-market-in-september-2014-08-29

    How to play a post-Labor Day market. http://www.marketwatch.com/story/how-to-play-a-post-labor-day-market-2014-08-29

    Russia will protect its economy against new sanctions: Lavrov. www.marketwatch.com/story/russia-will-pr...

    Reuters

    Europe holds nerve as Russia-Ukraine warnings ratchet up. http://finance.yahoo.com/news/global-markets-asian-shares-wobble-003639982.html

    China manufacturing slowdown ripples through region. finance.yahoo.com/news/china-manufacturi...

    Euro zone factory growth slows in August amid Ukraine tension: PMI. http://finance.yahoo.com/news/euro-zone-factory-growth-slows-080845092.html

    Bloomberg

    France Asks for More ECB Action to Weaken Overvalued euro. http://finance.yahoo.com/news/france-asks-more-ecb-action-220001458.html

    Spanish Bods Rise With Italy's as Data Boost ECB Stimulus Case. www.bloomberg.com/news/2014-09-01/spanis...

    Morningstar

    Index the Market With More Efficiency. www.morningstar.com/Cover/videoCenter.as...

    The Daily Market Information (DMI) (Aug. 31 2014, Sunday)

    Bloomberg

    Coeure Says ECB is Ready to Adjust Policy Direction. http://www.bloomberg.com/news/2014-08-30/coeure-says-ecb-is-ready-to-adjust-policy-direction.html

    SNB's Jordan Says Franc Cap Needed as Risks Grow, NZZamS Reports. http://www.bloomberg.com/news/2014-08-31/snb-s-jordan-says-franc-cap-needed-as-risks-grow-nzzams-reports.html

    Barron's

    Better to Watch Than to Play. online.barrons.com/news/articles/SB50001...

    Yahoo.Finance

    Can auto and back-to-scholl sales carry the economy? Here's wht to watch next week. http://finance.yahoo.com/news/can-auto-and-back-to-school-sales-carry-the-economy--what-to-look-for-next-week-200738188.html

    Here's what you need to know before taking out a peer-to-peer loan. finance.yahoo.com/news/what-is-peer-to-p...

    Reuters

    Investors' eyes pinned on ECB as Europe's health deteriorates. http://finance.yahoo.com/news/investors-eyes-pinned-ecb-europes-091058526.html

    Worried EU leaders call job, growth summit for October 7: draft. http://finance.yahoo.com/news/worried-eu-leaders-call-jobs-151045416.html

    Market Watch

    Alibaba moving toward IPO by mid-September: Report. www.marketwatch.com/story/alibaba-moving...

    Morningstar

    Don't Forget the Funds That Didn't Make It. http://www.morningstar.com/Cover/videoCenter.aspx?id=662235

    Why You Might Choose to Work in Retirement. http://news.morningstar.com/articlenet/article.aspx?id=663579

    Noted Manager Stays Off the Beaten Path with New Global Fund. news.morningstar.com/articlenet/article....

    Sep 01 5:45 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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