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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. 15, Monday) (Iii)

    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. 15, Monday)

    TANER Momentum ™ List on Sep. 15, Monday based upon Closing Prices on 12, Friday

    The TANER ETF Model (TEM) (Sep. 15, Monday)

    ETF:T1 (SPY DIA) A1 (VXF VPU) E1 (VAW VWO) R1 (VNQ VDE)

    ETF T2 (DIA VAW) A2 (VTI VXF) E2 (PGF BND) R2 (VPU PZA).

    ETF T3 (XLF MDY) A3 (SPY VTI) E3 (PGF BND) R3 (VPU VDE).

    SUMMARY OF THE TEM

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

    The Schwab ETF Model (TEM) (Sep. 15, Monday)

    SCHWAD:T1 (SCHD RSP) A1 (SCHX RYF) E1 (SCHE SCHP) R1 (RYE SCHO)

    The TANER Vanguard Model (TVM) (Sep. 15, Monday)

    VANGUARD T1 (VTI VFH) A1 (VTV VTWO) E1 (VWO VXUS) R1 (VUG BSV)

    VANGUARD T2 (VTV VIG) A2 (VWO VTWO) E2 (VCIT VDE) R2 (VXUS VUG).

    VANGUARD T3 (VTV VIG) A3 (VTI VTWO) E3 (VCIT VSS) R2 (VDE VUG).

    SUMMARY OF THE TVM

    VANGUARD 1-2-3 (VTV VTWO VUG VANGUARD 1-2 (VWO VXUS) VANGUARD 1-3 (NYSEARCA:VTI) VANGUARD 2-3 (VIG VCIT VDE) VANGUARD 1 (VFH BSV) VANGUARD 3 (NYSEARCA:VSS)

    The TANER Rotation Model (TRM) (Sep. 10, Wednesday)

    ROTATION:T1 (RWR CSJ) A1 (XPH VIS) E1 (MBB XME) R1 (KBE KRE)

    ROTATION T2 (RWR EDV) A2 (MYK LQD) E2 (XRT KCE) R2 (IPE XOP).

    ROTATION T3 (RWR CSJ) A3 (VOX XBI) E3 (REM XOP) R (SHY SLV).

    SUMMARY OF THE TRM

    R.TM.1-2-3 (NYSEARCA:RWR) R.TM.1-3 (NYSEARCA:CSJ) R.TM.2-3 (NYSEARCA:XOP) R.TM.1 (XPH VIS MBB XME KBE KRE) R.TM.2 (EDV MTK LQD XRT KCE IPE) R.TM.3 (VOX XBI REM SHY 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 14 1:24 PM | Link | Comment!
  • The Daily Market Information (DMI) (Sep. 14 2014, Sunday)

    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. 14 2014, Sunday)

    Bloomberg

    Austria Says France Can't Claim Special Rights on Deficit. http://www.bloomberg.com/news/2014-09-13/austria-says-france-can-t-claim-special-rights-on-deficit.html

    Schelling Says Russia Risks for Austrian Banks Manageable. www.bloomberg.com/news/2014-09-13/schell...

    Reuters

    World waits for white smoke from U.S. Fed. http://www.reuters.com/article/2014/09/14/us-global-economy-idUSKBN0H907I20140914

    Abe says 'neutral' on whether to raise Japan sales tax to 10 percent. www.reuters.com/article/2014/09/14/us-ja...

    Market Watch

    Beware: Alibaba IPO isn't really selling Alibaba. http://www.marketwatch.com/story/beware-alibaba-ipo-isnt-really-selling-alibaba-2014-05-07

    Ukraine economy battered; fighting resumes in East. www.marketwatch.com/story/ukraine-econom...

    Morningstar

    For Fund Companies and Brokerages, Plenty of Room for Improvement. http://news.morningstar.com/articlenet/article.aspx?id=665074

    Will Russia Derail the Eurozone Recovery? http://news.morningstar.com/articlenet/SubmissionsArticle.aspx?submissionid=196783.xml&part=1

    Are You Prepared for a Market Correction? news.morningstar.com/articlenet/article....

    Barron's

    Good News Is Bad News as Rate Fears Rise. online.barrons.com/news/articles/SB51005...

    The Daily Market Information (DMI) (Sep. 13 2014, Saturday)

    Reuters

    With eye on market stability, Fischer carves out Fed role. www.reuters.com/article/2014/09/12/us-us...

    Show us the money: EU seeks billions of euro to revive economy. http://www.reuters.com/article/2014/09/13/us-eu-economy-idUSKBN0H80B020140913

    China August factory growth slows to near six-year low, calls grow for more stimulus. http://www.reuters.com/article/2014/09/13/us-china-economy-activity-idUSKBN0H803U20140913

    Russia and China discussing 32 joint projects: Russian deputy www.reuters.com/article/2014/09/13/us-ru...

    Bloomberg

    China Factory-Output Slump Tests Premier Li's Resolve. http://www.bloomberg.com/news/2014-09-13/china-industrial-output-growth-decelerates.html

    Hoyer Warns of Exuberant Expectations of EIB's Role in Recovery. http://www.bloomberg.com/news/2014-09-13/hoyer-warns-of-exuberant-expectations-of-eib-s-role-in-recovery.html

    Scots Independence Race Tightens Six Days Before Ballot. http://www.bloomberg.com/news/2014-09-12/scottish-independence-race-tightens-in-final-days-in-icm-poll.html

    China Seeks to Sway Focus From GDP Growth With Dashboard. www.bloomberg.com/news/2014-09-12/china-...

    Morningstar

    Consumers Finally Live a Little. http://news.morningstar.com/articlenet/article.aspx?id=665099

    True Grit: The Durable Low Volatility Effect. http://news.morningstar.com/articlenet/SubmissionsArticle.aspx?submissionid=196692.xml

    Scottish Referendum Could Reverberate. http://www.morningstar.com/cover/videocenter.aspx?id=665061

    3 Yield Opportunities in the Utilities Sector. http://www.morningstar.com/cover/videocenter.aspx?id=664530

    Don't be Scared by Scotland. www.morningstar.com/cover/videocenter.as...

    Sep 14 5:51 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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