Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Slightly Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 13.42 -2.19%
- Euro/Yen Carry Return Index 121.98 +.17%
- Emerging Markets Currency Volatility(VXY) 10.95 -.18%
- S&P 500 Implied Correlation 31.17 +4.14%
- ISE Sentiment Index 81.0 +24.62%
- Total Put/Call .84 -1.18%
- NYSE Arms .93 -52.66%
Credit Investor Angst:
- North American Investment Grade CDS Index 75.03 +.03%
- America Energy Sector High-Yield CDS Index 622.0 -1.97%
- European Financial Sector CDS Index 105.51 +3.01%
- Western Europe Sovereign Debt CDS Index 21.86 +3.80%
- Asia Pacific Sovereign Debt CDS Index 43.64 -.65%
- Emerging Market CDS Index 276.32 +1.44%
- iBoxx Offshore RMB China Corporate High Yield Index 132.75 +.02%
- 2-Year Swap Spread 24.0 +.5 basis point
- TED Spread 46.5 +3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -51.0 -2.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 69.37 -.50%
- 3-Month T-Bill Yield .43% -3.0 basis points
- Yield Curve 125.0 +3.0 basis points
- China Import Iron Ore Spot $73.55/Metric Tonne +1.56%
- Citi US Economic Surprise Index 8.30 +11.9 points
- Citi Eurozone Economic Surprise Index 40.2 +.5 point
- Citi Emerging Markets Economic Surprise Index -4.9 +.1 point
- 10-Year TIPS Spread 1.92% +5.0 basis points
- 96.2% chance of Fed rate hike at Feb. 1 meeting, 96.8% chance at March 15 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +248 open in Japan
- China A50 Futures: Indicating +10 open in China
- DAX Futures: Indicating +25 open in Germany
Portfolio:
- Higher: On gains in my medical/tech/biotech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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