Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 15.58 +1.43%
- Euro/Yen Carry Return Index 119.92 +.35%
- Emerging Markets Currency Volatility(VXY) 10.39 -.29%
- S&P 500 Implied Correlation 45.09 +1.10%
- ISE Sentiment Index 96.0 +65.52%
- Total Put/Call 1.02 -8.11%
- NYSE Arms 1.0 -13.18%
Credit Investor Angst:
- North American Investment Grade CDS Index 75.89 +.47%
- America Energy Sector High-Yield CDS Index 609.0 +.08%
- European Financial Sector CDS Index 98.88 -1.24%
- Western Europe Sovereign Debt CDS Index 20.90 +.05%
- Asia Pacific Sovereign Debt CDS Index 34.23 +2.24%
- Emerging Market CDS Index 237.31 -1.13%
- iBoxx Offshore RMB China Corporate High Yield Index 132.38 +.07%
- 2-Year Swap Spread 22.75 -.5 basis point
- TED Spread 52.50 -3.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -39.50 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.21 -.11%
- 3-Month T-Bill Yield .34% +1.0 basis point
- Yield Curve 91.0 +2.0 basis points
- China Import Iron Ore Spot $57.16/Metric Tonne -.90%
- Citi US Economic Surprise Index -7.80 -2.6 points
- Citi Eurozone Economic Surprise Index 22.8 +.6 point
- Citi Emerging Markets Economic Surprise Index -13.70 -1.8 points
- 10-Year TIPS Spread 1.65% unch.
- 67.6% chance of Fed rate hike at Dec. 14 meeting, 70.3% chance at Feb. 1 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +155 open in Japan
- China A50 Futures: Indicating +17 open in China
- DAX Futures: Indicating +6 open in Germany
Portfolio:
- Slightly Lower: On losses in my biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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