Broad Equity Market Tone:
- Advance/Decline Line: Slightly Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 14.99 +1.22%
- Euro/Yen Carry Return Index 146.05 +.77%
- Emerging Markets Currency Volatility(VXY) 9.25 -.43%
- S&P 500 Implied Correlation 62.24 -.14%
- ISE Sentiment Index 104.0 +15.56%
- Total Put/Call .79 +6.76%
- NYSE Arms .89 +7.70%
Credit Investor Angst:
- North American Investment Grade CDS Index 69.41 +1.04%
- America Energy Sector High-Yield CDS Index 1,576.0 -4.19%
- European Financial Sector CDS Index 89.93 +4.47%
- Western Europe Sovereign Debt CDS Index 27.81 -3.07%
- Asia Pacific Sovereign Debt CDS Index 62.83 -.78%
- Emerging Market CDS Index 320.55 -.28%
- iBoxx Offshore RMB China Corporates High Yield Index 120.44 unch.
- 2-Year Swap Spread 26.0 unch.
- TED Spread 27.75 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -19.0 +.25 basis point
Economic Gauges:
- 3-Month T-Bill Yield .00% unch.
- Yield Curve 165.0 +2.0 basis points
- China Import Iron Ore Spot $61.51/Metric Tonne -2.23%
- Citi US Economic Surprise Index -32.90 unch.
- Citi Eurozone Economic Surprise Index -1.2 -.6 point
- Citi Emerging Markets Economic Surprise Index -18.50 -.7 point
- 10-Year TIPS Spread 1.92 +1.0 basis point
Overseas Futures:
- Nikkei 225 Futures: Indicating +15 open in Japan
- China A50 Futures: Indicating -324 open in China
- DAX Futures: Indicating -65 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/retail/medical sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges, then covered some of them
- Market Exposure: 50% Net Long
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