Between the Hedges Between the Hedges

Portfolio Manager's commentary on investing and trading in the U.S. financial markets

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Friday, November 06, 2009

Weekly Scoreboard* 

Indices
S&P 500 1,069.30 +3.20%
DJIA 10,023.42 +3.20%
NASDAQ 2,112.44 +3.29%
Russell 2000 580.35 +3.12%
Wilshire 5000 10,863.26 +3.25%
Russell 1000 Growth 474.96 +3.54%
Russell 1000 Value 545.02 +3.0%
Morgan Stanley Consumer 649.90 +2.50%
Morgan Stanley Cyclical 749.61 +5.79%
Morgan Stanley Technology 534.01 +3.39%
Transports 3,852.47 +6.62%
Utilities 369.93 +1.90%
MSCI Emerging Markets 39.48 +3.39%

Lyxor L/S Equity Long Bias Index 937.07 -1.03%

Lyxor L/S Equity Variable Bias Index 841.09 -.58%

Lyxor L/S Equity Short Bias Index 1,042.42 +1.46%


Sentiment/Internals
NYSE Cumulative A/D Line +59,054 +5.48%
Bloomberg New Highs-Lows Index +121 +283.33%
Bloomberg Crude Oil % Bulls 40.0 +37.93%
CFTC Oil Net Speculative Position +103,817 -5.29%

CFTC Oil Total Open Interest 1,191,055 -2.42%
Total Put/Call 1.01 -15.13%
OEX Put/Call 3.11 +98.09%
ISE Sentiment 149.0 +77.38%
NYSE Arms 1.04 -65.10%
Volatility(VIX) 24.19 -21.18%
G7 Currency Volatility (VXY) 13.0 -3.77%
Smart Money Flow Index 9,226.84 -1.32%

Money Mkt Mutual Fund Assets $3.339 Trillion -.9%
AAII % Bulls 22.22 -33.97%
AAII % Bears 55.56 +31.32%


Futures Spot Prices
CRB Index 269.44 -.35%

Crude Oil 77.43 +.57%
Reformulated Gasoline 192.43 -1.92%
Natural Gas 4.59 -8.32%
Heating Oil 200.35 -.42%
Gold 1,095.70 +4.85%
Bloomberg Base Metals 188.21 -.91%
Copper 295.25 -.22%

US No. 1 Heavy Melt Scrap Steel 239.0 USD/Ton -2.05%

China Hot Rolled Domestic Steel Sheet 3,535 Yuan/Ton +.68%

S&P GSCI Agriculture 318.58 -.04%


Economy
ECRI Weekly Leading Economic Index 128.80 +.39%

Citi US Economic Surprise Index +.70 -97.60%

Fed Fund Futures imply 57.9% chance of no change, 42.1% chance of 25 basis point cut on 12/16

US Dollar Index 75.82 -.63%

Yield Curve 265.0 +16 basis points

10-year US Treasury Yield 3.50% +12 basis points

Federal Reserve’s Balance Sheet $2.147 Trillion +.14%

U.S. Sovereign Debt Credit Default Swap 20.0 unch.

10-year TIPS Spread 2.17% +15 basis points
TED Spread 23.0 -1 basis point
N. Amer. Investment Grade Credit Default Swap Index 102.96 -3.73%

Euro Financial Sector Credit Default Swap Index 66.93 -2.87%
Emerging Markets Credit Default Swap Index 279.09 +.20%
CMBS Super Senior AAA 10-year Treasury Spread 502.0 +13.57%

M1 Money Supply $1.668 Trillion -.64%

Business Loans 657.40 -.30%
4-Wk MA of Jobless Claims 523,800 -.60%

Continuing Claims Unemployment Rate 4.40% unch.
Average 30-year Mortgage Rate 4.98% -5 basis points
Weekly Mortgage Applications 608,300 +8.18%

ABC Consumer Confidence -49 +2 points
Weekly Retail Sales +.70% +10 basis points
Nationwide Gas $2.68/gallon -.02/gallon
US Cooling Demand Next 7 Days 9.0% above normal
Baltic Dry Index 3,393 +9.35%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 27.50 -8.33%

Rail Freight Carloads 203,860 -1.71%

Iraqi 2028 Govt Bonds 74.88 -1.15%


Best Performing Style
Small-Cap Growth +3.96%


Worst Performing Style
Small-Cap Value +2.33%


Leading Sectors
Road & Rail +14.62%

HMOs +11.45%

Gold +11.20%

Gaming +7.14%
Airlines +7.14%


Lagging Sectors
Insurance +1.17%
Telecom +.95%
Education +.31%
REITs -.11%
Oil Tankers -.86%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change
Posted by: Gary / 7:07 PM

The positions and strategies discussed on Between the Hedges are offered for entertainment purposes and are in no way intended to serve as personal investing advice. Readers should not make any investment decision without first conducting their own thorough due diligence. Readers should assume the editor holds a position in any securities discussed, recommended or panned. While the information provided is obtained from sources believed to be reliable, its accuracy or completeness cannot be guaranteed, nor can this publication be, in any way, considered liable for the future investment performance of any securities or strategies discussed.

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