Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 13.12 -1.72%
- Euro/Yen Carry Return Index 122.5 +.22%
- Emerging Markets Currency Volatility(VXY) 11.14 +3.05%
- S&P 500 Implied Correlation 29.78 -6.12%
- ISE Sentiment Index 68.0 -17.07%
- Total Put/Call .93 +8.14%
- NYSE Arms 1.0 +19.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 76.32 +1.72%
- America Energy Sector High-Yield CDS Index 617.0 -.56%
- European Financial Sector CDS Index 108.86 +3.17%
- Western Europe Sovereign Debt CDS Index 21.95 +.41%
- Asia Pacific Sovereign Debt CDS Index 44.89 +2.88%
- Emerging Market CDS Index 281.10 +1.49%
- iBoxx Offshore RMB China Corporate High Yield Index 132.78 unch.
- 2-Year Swap Spread 23.75 -.25 basis point
- TED Spread 48.5 +2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -51.0 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 69.25 -.16%
- 3-Month T-Bill Yield .43% unch.
- Yield Curve 128.0 +3.0 basis points
- China Import Iron Ore Spot $72.79/Metric Tonne -1.03%
- Citi US Economic Surprise Index 7.90 -.4 point
- Citi Eurozone Economic Surprise Index 40.7 +.5 point
- Citi Emerging Markets Economic Surprise Index -5.8 -.9 point
- 10-Year TIPS Spread 1.95% +3.0 basis points
- 98.1% chance of Fed rate hike at Feb. 1 meeting, 98.4% chance at March 15 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -167 open in Japan
- China A50 Futures: Indicating -1 open in China
- DAX Futures: Indicating -10 open in Germany
Portfolio:
- Lower: On losses in my medical/retail/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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