Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 10.2 -2.9%
- Euro/Yen Carry Return Index 138.48 +.45%
- Emerging Markets Currency Volatility(VXY) 8.09 -.86%
- S&P 500 Implied Correlation 15.37 +17.3%
- ISE Sentiment Index 130.0 +35.4%
- Total Put/Call .82 -12.8%
- NYSE Arms 1.42 +28.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.37 -1.04%
- America Energy Sector High-Yield CDS Index 387.0 -1.39%
- European Financial Sector CDS Index 51.18 -3.21%
- Western Europe Sovereign Debt CDS Index 4.21 -2.55%
- Asia Pacific Sovereign Debt CDS Index 15.63 +2.36%
- Emerging Market CDS Index 174.33 +.12%
- iBoxx Offshore RMB China Corporate High Yield Index 144.79 unch.
- 2-Year Swap Spread 22.5 unch.
- TED Spread 28.75 -4.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -42.0 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.55 -.03%
- 3-Month T-Bill Yield 1.13% +3.0 basis points
- Yield Curve 78.0 -1.0 basis point
- China Import Iron Ore Spot $58.52/Metric Tonne -.39%
- Citi US Economic Surprise Index 40.20 -.3 point
- Citi Eurozone Economic Surprise Index 59.0 -7.4 basis points
- Citi Emerging Markets Economic Surprise Index 23.50 +2.8 points
- 10-Year TIPS Spread 1.88 unch.
- 86.6% chance of Fed rate hike at Dec. 13 meeting, 87.2% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +14 open in Japan
- China A50 Futures: Indicating +34 open in China
- DAX Futures: Indicating -7 open in Germany
Portfolio:
- Higher: On gains in my tech/retail/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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