Tweet

Ted Darling

29 Oct, 10 tweets, 2 min read

Hello Friday and the last trading day of October!

MTD returns
$WTIC +10.37%
$CORN +4.84%
$CRB +4.17%
$COPPER +3.07%

$GOLD +2.60%
$USD -0.97%

$COMPQ +6.92%
$SPX +6.71%
$CAC +4.36%
$DAX +2.85%
$KOSPI -1.93%
$VIX 16.53 -661 BPS

$UST2Y +22 BPS
$UST10Y +5 BPS

Let's dig into 🧮!

Asia closed ↔️ on the day #dispersion

$NIKK 28893 +0.25% 🔺
$SSEC 3547 +0.8% 🔺
$IDX 6591 +1.05% 🔺

$TWII 16897 -0.3% 🔻
$HSI 25377 -0.7% 🔻
$KOSPI 2971 -1.3% 🔻

Australia ↘️
$ASX 7324 -1.45%

India ↘️
$BSE 59124 -1.4%

Europe decidedly ↘️

$DAX 15570 -0.75%
$FTSE 7230 -0.25%
$CAC 6782 -0.35%
$AEX 805 -0.95%
$IBEX 9023 -0.05%
$MIB 26803 -0.3%
$SMI 12081 -0.6%
$MOEX 4150 -0.95% 🪆

🇺🇸🇺🇸🇺🇸 mostly ↘️ on 🍎 🛍️ ☕️ misses

$ES 4576 -0.45%
$NQ 15653 -0.8%
$RTY 2280 +0.05% 🔺

$VIX 17.45 🔺

GOLD and metals ↘️

$GOLD 1795 -0.45% with $GVZ 15.80
$SILVER 23.997 -0.5%
$COPPER 4.43 -0.3%
$PLAT 1020 -0.4%
$PALL 1999 +0.5% 🔺
$ALI 2713 -1.2%
$ZINC 3318 -1.6%

Hydrocarbons trying to find a bid ↔️
🛢️⛽️

$WTIC 82.81 unch with $OVX 37.23
$BRENT 83.78 +0.15%
$GASO 2,37 +0.45%
$NATGAS 5.784 +0.05%

Grains leaning ↗️
🌾🌽

$WHEAT 771 -0.2%
$CORN 564 +0.15%
$SOYB 1250 +0.35%
$SUGAR 19.62 unch

☕️ 201 +0.8%
🍫 2543 -0.95%

After losing -05% yesterday, the USD ↗️

$USD 93.543 +0.23%
$EUR 1.165 -0.24%
$GBP 1.377 -0.11%
$AUD .7534 -0.13%
$USDJPY 113.69 +0.12%
$USDCHF 0.9115 -0.02%
$USDCAD 1.2353 +0.09% ♉️
$USDRUB 70.50 +0.4% 🪆

Is everyone enjoying the UST Bond Market VOL?
MOVE 71.96 🔺
10/2s 108.8 BPS

2Y .517 🔺
5Y 1.214 🔺
10Y 1.605 🔺
30Y 2.009 🔺

Global 10Ys mostly ↗️
AUS 2.042 🔻 after a massive ↗️ move

The #reflation, short VOL, short USD, short USTs trade paid big time in October.

Looking ahead, $FOMC 🧑‍💼👩‍💼 on tap, and the question for reflationistas is will they do their job?
#meanreversion?

Contemplate that and have a super profitable 💰 day and a 🎃🪦🐈‍⬛💀👻 weekend!

• • •

Missing some Tweet in this thread? You can try to force a refresh

This Thread may be Removed Anytime!

Twitter may remove this content at anytime! Save it as PDF for later use!

More from @tdarling1

Ted Darling

@tdarling1

31 Oct

🐻♉️↗️↘️↔️⚠️🚩🔺🔻🧮

Global Macro Review - October 2021

1/15

Crude 🚀 along with domestic equities as vol ↘️

The 10/2 curve ↗️ then ↘️ sharply with short-end 🚀

Grains ↗️ with 🌽 &🌾💪🏼

AUD 🦘🔺 and JPY 🈹 🔻

Let’s dig in to the 🧮!

2/15

Commodities led the #inflation trade higher with the $CRB +3.83% and a new cycle high.

3/15

🛢 and ⛽️ 🚀 to new cycle highs while Natty 🪓 at 6.47

$WTIC 83.57 +11.38%
$BRENT 84.38 +7.46%
$GASO 2.37 +8.22%
$NATGAS 5.43 -7.52%

Chart: $WTIC +11.38% for October is up 72% in 2021

Read 17 tweets

Ted Darling

@tdarling1

27 Sep

Hello, Monday!

🛢️ and ⛽️ looking 🔥

Let's dig into the 🧮

Asia closed ↔️

$NIKK 30240 -0.05% ♉️
$SSEC 3583 -0.85%
$TWII 17314 +0.3%
$HSI 24187 unch
$KOSPI 3234 +0.3% 🐻

Australia ↗️
$ASX 7384 +0.6%

India ↗️
$BSE 60135 +0.15%

European bourses opening ↗️

$DAX 15665 +0.85%
$FTSE 7074 +0.3%
$CAC 6679 +0.6%
$AEX 793 +0.2%
$IBEX 8935 +0.7%
$MIB 26075 +0.4%
$SMI 11824 +0.05%
$MOEX 4073 +0.85% 🪆

Read 12 tweets

Ted Darling

@tdarling1

26 Sep

Global macro review 09/26/21

1/10

What a week!
$VIX 🚀 to 28.79 on ever grand 😱 only to ↘️ into FOMC, closing 17.75 ↘️

$RVX 24.61 -6.9%
$VXN - 20.93 -6.02%
$VXEEM 23.93 +23.93 👁‍🗨

Chart: $VIX put in a new high only to crash -38% leaving Monday put buyers with a 💼 of 🐝🐝

2/10

Despite (or maybe because of) the volatility, US equities closed higher on the week

$SPX +0.51% (w) -1.2% (t) +4.08% (T) ♉️
$COMPQ +0.02% (w) -0.54% (t) +4.79% (T) ♉️
$IWM +0.26% (w) -1.48% (t) -3.97% (T) 🐻

Chart: $SPX ↘️ 5.3% before retracing +3.5% off the Monday low

3/10

Energy and financials led US sectors ↗️
$XLE +3.2%
$XLF +1.7%
$XLK +0.79%

REITs, utes, and staples lagged
$XLRE -2.01%
$XLU -1.90%
$XLP -1.04%

Chart: XLE forming a base off July 19 and Aug 19 lows, ♉️ trade +3.2% but still 🐻 Trend -8.0%.

Read 13 tweets

Ted Darling

@tdarling1

24 Sep

Hello Friday!

What a week! 🎢

But you'd never know it from the average of things

Week to date score board
$SPX +0.36%
$USD -0.16%
$WTIC +2.06%
$COPPER -0.35%
$GOLD -0.09%
$TNX +2.92%
$VIX -10.48% <<

Let's dig into the early morning 🧮

🇯🇵 is ichiban 🥇 into the Asian close ↔️

$NIKK 30249 +2.05% 🇯🇵
$SSEC 3613 -0.8%
$TWII 17260 +1.05%
$HSI 24130 -1.55% 🔻
$KOSPI 3125 -0.05%
$IDX 6145 +0.05%

Australia ↘️
7343 -0.35%

India ↗️
$BSE 50962 +0.15%

After a nice 🎉 that saw $FEZ +1.75% for the week, Europe is trading ↘️ at the open

$DAX 7045 -0.9%
$FTSE 7045 -0.45%
$CAC 6629 -1.05%
$AEX 793 -0.95%
$IBEX 8837 -0.45%
$MIB 25942 -0.55%
$SMI 11837 -0.85%
$MOEX 4039 -0.35%

Read 10 tweets

Ted Darling

@tdarling1

20 Sep

Welcome to ever grand Monday where the sky is red and so if your long book.

Let's dig into the good, the grand, and the #fugly

Shanghai showing no signs of stress but $HSI ↘️

$NIKK 30500 +0.6%
$SSEC 3614 +0.2%
$TWII 12277 unch
$HSI 24077 -3.4%
$KOSPI 3141 +0.35%
$IDX 6076 -0.9%

Australia ↘️
$ASX 7248 -2.1%

India ↘️
$BSE 58891 -0.2%

European bourses ↘️↘️

$DAX 15163 -2.1%
$CAC 6428 -2.2%
$FTSE 6865 -1.4%
$AEX 778 -1.4%
$IBEX 8577 -2.1%
$MIB 25149 -2.2%
$SMI 11781 -1.3%
$MOEX 3985 -1.2%

Read 13 tweets

Ted Darling

@tdarling1

19 Sep

Global Macro Review 09/19/2021

1/13

#OPEX did not disappoint.

Volatility ↗️, SPX sold ↘️, and the USD ↗️ for the 2nd week in a row, causing damage to EU and EM longs.

Let’s dig in to the damage done and opportunities ahead

(Please retweet ❤️)

2/13

After coming in early in the week, equity vol (especially VIX) accelerated into OPEX, but ended ↘️ for the week

$VIX 20.81 -0.67%
$VXN 22.27 -2.11%
$RVX 26.43 -6.57
$VXEEM 24.26 +3.03%

Chart: $VIX weekly +0.53% on a (T) duration (3-months) and finding resistance

3/13

True to #OPEX form $SPX closed ↘️ for the second week in a row taking $COMPQ with it while $IWM eked out small gain

$SPX 4433 -0.57% ♉️
$COMPQ 14054 -0.47% ♉️
$IWM 222.48 +0.39% (N) where N = neutral trend

Chart: $SPX -2.6% into #OPEX on volume, as it has for past 4 mos

Read 14 tweets

Support us! We are indie developers!

This site is made by just two indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3/month or $30/year) and get exclusive features!

Become Premium

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal Become our Patreon

Thank you for your support!