Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 10.34 -.39%
- Euro/Yen Carry Return Index 129.72 +.12%
- Emerging Markets Currency Volatility(VXY) 7.49 -.93%
- S&P 500 Implied Correlation 35.86 -3.96%
- ISE Sentiment Index 57.0 -5.0%
- Total Put/Call .79 -26.2%
- NYSE Arms .86 -37.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 60.14 -1.76%
- America Energy Sector High-Yield CDS Index 422.0 -1.12%
- European Financial Sector CDS Index 60.3 -1.94%
- Western Europe Sovereign Debt CDS Index 6.58 -.98%
- Asia Pacific Sovereign Debt CDS Index 17.64 +1.91%
- Emerging Market CDS Index 196.87 -.07%
- iBoxx Offshore RMB China Corporate High Yield Index 139.26 +.07%
- 2-Year Swap Spread 20.0 -1.0 basis point
- TED Spread 26.25 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -32.25 -1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.91 -.36%
- 3-Month T-Bill Yield 1.0% unch.
- Yield Curve 83.0 -.5 basis point
- China Import Iron Ore Spot $56.30/Metric Tonne +1.94%
- Citi US Economic Surprise Index -77.50 +1.1 points
- Citi Eurozone Economic Surprise Index 25.60 -4.8 points
- Citi Emerging Markets Economic Surprise Index 9.7 +.1 point
- 10-Year TIPS Spread 1.69 +1.0 basis point
- 26.1% chance of Fed rate hike at Sept. 20 meeting, 29.1% chance at Nov. 1 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +113 open in Japan
- China A50 Futures: Indicating +25 open in China
- DAX Futures: Indicating +8 open in Germany
Portfolio:
- Higher: On gains in my retail/medical/tech/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment