Broad Market Tone:
- Advance/Decline Line: Sharply Lower
- Sector Performance: Almost Every Sector Declining
- Volume: Slightly Below Average
- Market Leading Stocks: Underperforming
- VIX 23.33 +4.76%
- ISE Sentiment Index 92.0 +15.0%
- Total Put/Call 1.42 +14.52%
- NYSE Arms .91 -20.65%
- North American Investment Grade CDS Index 121.14 +1.86%
- European Financial Sector CDS Index 305.03 +4.79%
- Western Europe Sovereign Debt CDS Index 308.14 +1.87%
- Emerging Market CDS Index 313.28 +.97%
- 2-Year Swap Spread 35.75 -.75 basis point
- TED Spread 37.5 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -49.25 +2.0 basis points
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 140.0 -7 basis points
- China Import Iron Ore Spot $133.60/Metric Tonne -1.11%
- Citi US Economic Surprise Index -25.10 -5.7 points
- 10-Year TIPS Spread 2.11 unch.
- Nikkei Futures: Indicating a -171 open in Japan
- DAX Futures: Indicating -22 open in Germany
- Slightly Lower: On losses in my Biotech, Medical, Retail and Tech sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 25% Net Long
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