Broad Equity Market Tone:
- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 13.46 -.15%
- Euro/Yen Carry Return Index 120.72 +.26%
- Emerging Markets Currency Volatility(VXY) 10.18 -.20%
- S&P 500 Implied Correlation 40.64 -5.18%
- ISE Sentiment Index 166.0 +159.38%
- Total Put/Call .94 -20.34%
- NYSE Arms .90 -3.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 74.37 +.13%
- America Energy Sector High-Yield CDS Index 610.0 -.72%
- European Financial Sector CDS Index 98.46 -.61%
- Western Europe Sovereign Debt CDS Index 21.09 -3.43%
- Asia Pacific Sovereign Debt CDS Index 32.96 +.23%
- Emerging Market CDS Index 235.29 -.14%
- iBoxx Offshore RMB China Corporate High Yield Index 132.46 +.17%
- 2-Year Swap Spread 23.0 unch.
- TED Spread 56.0 +2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -41.25 -1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.77 +.06%
- 3-Month T-Bill Yield .32% unch.
- Yield Curve 89.0 unch.
- China Import Iron Ore Spot $56.65/Metric Tonne +1.41%
- Citi US Economic Surprise Index -2.90 -.9 point
- Citi Eurozone Economic Surprise Index 21.2 +8.0 points
- Citi Emerging Markets Economic Surprise Index -11.90 -.3 point
- 10-Year TIPS Spread 1.64% unch.
- 66.7% chance of Fed rate hike at Dec. 14 meeting, 70.1% chance at Feb. 1 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +155 open in Japan
- China A50 Futures: Indicating +59 open in China
- DAX Futures: Indicating +4 open in Germany
Portfolio:
- Higher: On gains in my retail/medical/biotech/tech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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