Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 10.03 -2.72%
- Euro/Yen Carry Return Index 138.92 +.93%
- Emerging Markets Currency Volatility(VXY) 8.02 -1.72%
- S&P 500 Implied Correlation 15.02 -9.35%
- ISE Sentiment Index 109.0 -5.2%
- Total Put/Call .91 +8.3%
- NYSE Arms 1.07 +15.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 53.60 -.78%
- America Energy Sector High-Yield CDS Index 388.0 +.15%
- European Financial Sector CDS Index 59.45 +1.48%
- Western Europe Sovereign Debt CDS Index 5.06 -1.17%
- Asia Pacific Sovereign Debt CDS Index 16.17 -.49%
- Emerging Market CDS Index 174.65 -.66%
- iBoxx Offshore RMB China Corporate High Yield Index 144.44 +.02%
- 2-Year Swap Spread 24.75 -.75 basis point
- TED Spread 26.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -38.0 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.70 -.05%
- 3-Month T-Bill Yield 1.09% +1.0 basis point
- Yield Curve 78.0 +3.0 basis points
- China Import Iron Ore Spot $62.72/Metric Tonne unch.
- Citi US Economic Surprise Index .20 -6.1 points
- Citi Eurozone Economic Surprise Index 53.90 -.1 point
- Citi Emerging Markets Economic Surprise Index 18.20 +.3 basis point
- 10-Year TIPS Spread 1.86 +3.0 basis points
- 83.9% chance of Fed rate hike at Dec. 13 meeting, 84.5% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +112 open in Japan
- China A50 Futures: Indicating +19 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Higher: On gains in my retail/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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