Midweek Charts #2

Charts from a range of markets

Hello and welcome back to Celeritas Capital we are back with our second installment of midweek charts. We also plan on releasing a new weekly series entitled Fixed Income Friday, more on that later this week! As for this article we plan on sharing some interesting charts we have come across this week.

The FED:

Figure 1 via Prometheus Research

We first would like to highlight a great chart by Prometheus Research, they do great research and if you are not subscribed to them we highly recommend that you do. In Figure 1 we can see the main drivers of the FEDs reserves, we would like to highlight the large amount of reserves which are made up by Reverse Repos.

Macro:

Figure 2 via Goldman Sachs

In Figure 2 we can see financial conditions index by Goldman Sachs is still easing slowly but surely. Figure 3 (below) is rather self explanatory, with two CPI charts.

Figure 3 via Goldman Sachs

Volatility:

Figure 4 via Bloomberg

In Figure 4 we can see how elevated the MOVE index is from the VIX. Finally we have a simple chart showing the Put/Call Ratio (white line) & the MOVE index (orange line). We are interested to see if anyone has any thoughts on this relationship shown in Figure 5. As always we welcome feedback in the comments thank you for reading!

Figure 5

DISCLAIMER: We are not Financial Advisors, and all information presented is for educational purposes ONLY. Financial markets can be extremely volatile, as such using good risk management is a must.