Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.34 -.72%
- Euro/Yen Carry Return Index 125.16 +.17%
- Emerging Markets Currency Volatility(VXY) 11.22 +.09%
- S&P 500 Implied Correlation 53.53 +.51%
- ISE Sentiment Index 115.0 +15.0%
- Total Put/Call .79 -17.71%
- NYSE Arms 1.03 +58.22%
Credit Investor Angst:
- North American Investment Grade CDS Index 73.25 -.69%
- America Energy Sector High-Yield CDS Index 614.0 +.02%
- European Financial Sector CDS Index 108.77 +.36%
- Western Europe Sovereign Debt CDS Index 23.48 +1.54%
- Asia Pacific Sovereign Debt CDS Index 44.30 +1.86%
- Emerging Market CDS Index 270.98 +.18%
- iBoxx Offshore RMB China Corporate High Yield Index 132.88 -.01%
- 2-Year Swap Spread 19.75 +.25 basis point
- TED Spread 44.5 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -55.25 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 69.08 +.1%
- 3-Month T-Bill Yield .49% +1.0 basis point
- Yield Curve 124.0 +2.0 basis points
- China Import Iron Ore Spot $79.61/Metric Tonne +3.48%
- Citi US Economic Surprise Index 9.30 +3.5 points
- Citi Eurozone Economic Surprise Index 63.5 +17.3 points
- Citi Emerging Markets Economic Surprise Index -5.6 -.5 point
- 10-Year TIPS Spread 1.93% -2.0 basis points
- 100.0% chance of Fed rate hike at Feb. 1 meeting, 100.0% chance at March 15 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +18 open in Japan
- China A50 Futures: Indicating +28 open in China
- DAX Futures: Indicating -8 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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