Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.62 +1.16%
- Euro/Yen Carry Return Index 138.29 +.07%
- Emerging Markets Currency Volatility(VXY) 7.83 +.13%
- S&P 500 Implied Correlation 19.32 -2.13%
- ISE Sentiment Index 92.0 +8.24%
- Total Put/Call .81 +11.0%
- NYSE Arms 1.15 +68.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.32 +.12%
- America Energy Sector High-Yield CDS Index 402.0 -.50%
- European Financial Sector CDS Index 60.43 +2.68%
- Western Europe Sovereign Debt CDS Index 5.43 +2.07%
- Asia Pacific Sovereign Debt CDS Index 18.22 +6.89%
- Emerging Market CDS Index 177.69 -.41%
- iBoxx Offshore RMB China Corporate High Yield Index 142.22 +.04%
- 2-Year Swap Spread 27.35 +.75 basis point
- TED Spread 27.75 -2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -36.25 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.77 +.35%
- 3-Month T-Bill Yield 1.06% +1.0 basis point
- Yield Curve 86.0 unch.
- China Import Iron Ore Spot $62.05/Metric Tonne unch.
- Citi US Economic Surprise Index 9.70 +8.0 points
- Citi Eurozone Economic Surprise Index 41.70 -3.6 points
- Citi Emerging Markets Economic Surprise Index 16.50 -.6 basis point
- 10-Year TIPS Spread 1.86 +1.0 basis point
- 73.4% chance of Fed rate hike at Dec. 13 meeting, 74.4% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +81 open in Japan
- China A50 Futures: Indicating +429 open in China
- DAX Futures: Indicating -27 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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