wont mean much to most, but short term modified (due to low volume and usually small daily range) NL in full size (10/11/9) soy crush also turned lower. I believe the 1:1:1 did as well, but dont have data in front of me. energies....only thing I see other than red is a possible short term rotation in rb and ho. hate to do it though with rb/ho only @ -.08 though. our gauge for rotation isn't strictly ACD based, but is sort of a derivative of ACD applied to spreads (calendars / cracks / inters) and flat price. A derivative of a derivative of a derivative in some cases....just need to find ACD options and then either VIX or CSO on those and get this out to a 5th derivative! haha
Yeah the volatility in these spreads now is getting bad. Only way to make clean money in oil right now is being long vol.
Alas, holiday travels last week and the festivities in Asia this week meant I missed this magnificent USD/JPY move. Did get in short positions is GBP/JPY and CAD/JPY though, so here's hoping the BoJ doesn't get its knickers in a twist prematurely. http://www.futuresmag.com/2016/02/10/usdjpy-caught-central-bank-crosswinds-boj-intervention-watch