Walk in the Spirit

こちらは 昨夜の SP500（日中足）、

一気上げでプラス引け、

で、こちらはAUD/JPNと株価（SP)のArb （裁定取引） 、

Market Closes At Wides In AUDJPY-ES Spread

株価が一気にレンジを切り上げて、
スプレッドを解消せずに昨夜は終了、

Our favorite market spread: the AUDJPY-ES differential, which usually correlates like clockwork, until it doesn't, hast just hit one of those "doesn't" potholes. Courtesy of delta one desks, and their massive short vol positions which would be blown out of the water should the market trade down in a Visa like "elevator" pattern, the market levitated to totally uncorrelated levels by the close. Judging by the spread in these two risk indicators, the time to put on the compression trade is here: with the AUDJPY at 83.08 and the ES at 1243.5, there are about 8 points of ES to be picked when the spread collapses as it always tends to do (until it doesn't).

このスプレッドはいつか戻る、 

ダウの引け値で、

11499で終わっているところを見ると、
明日のSQの清算値（寄り値）11500を睨んだ上げか？

＊米SQの清算は、現在、寄りと引けの両方がある、
以前は引けオンリーだったが、
マーケットが荒れるので、分散させているとか、