Broad Equity Market Tone:
- Advance/Decline Line: Slightly Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.64 -1.48%
- Euro/Yen Carry Return Index 121.92 +.09%
- Emerging Markets Currency Volatility(VXY) 9.76 -.91%
- S&P 500 Implied Correlation 49.11 -1.01%
- ISE Sentiment Index 89.0 -4.3%
- Total Put/Call .95 +4.4%
- NYSE Arms 1.20 -10.15%
Credit Investor Angst:
- North American Investment Grade CDS Index 73.99 +.78%
- America Energy Sector High-Yield CDS Index 777.0 +1.65%
- European Financial Sector CDS Index 95.43 +.71%
- Western Europe Sovereign Debt CDS Index 25.72 +.19%
- Asia Pacific Sovereign Debt CDS Index 48.78 -.63%
- Emerging Market CDS Index 265.06 +1.81%
- iBoxx Offshore RMB China Corporate High Yield Index 131.20 +.03%
- 2-Year Swap Spread 21.27 -.5 basis point
- TED Spread 45.0 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -52.5 -2.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.93 +.07%
- 3-Month T-Bill Yield .23% -5.0 basis points
- Yield Curve 79.0 unch.
- China Import Iron Ore Spot $60.70/Metric Tonne +3.53%
- Citi US Economic Surprise Index 36.50 -1.7 points
- Citi Eurozone Economic Surprise Index 25.5 +9.4 points
- Citi Emerging Markets Economic Surprise Index -7.70 -.1 point
- 10-Year TIPS Spread 1.52% +2.0 basis points
- 27.6% chance of Fed rate hike at Nov. 2 meeting, 44.9% chance at Dec. 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +174 open in Japan
- China A50 Futures: Indicating +15 open in China
- DAX Futures: Indicating +55 open in Germany
Portfolio:
- Slightly Higher: On gains in my biotech/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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