Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 10.02 -.6%
- Euro/Yen Carry Return Index 138.94 +.35%
- Emerging Markets Currency Volatility(VXY) 8.23 -1.2%
- S&P 500 Implied Correlation 17.16 -5.1%
- ISE Sentiment Index 80.0 -29.82%
- Total Put/Call .86 +17.81%
- NYSE Arms 1.52 +35.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.64 +.72%
- America Energy Sector High-Yield CDS Index 399.0 +.93%
- European Financial Sector CDS Index 58.97 -1.04%
- Western Europe Sovereign Debt CDS Index 4.93 -2.38%
- Asia Pacific Sovereign Debt CDS Index 16.26 -2.22%
- Emerging Market CDS Index 177.18 -1.43%
- iBoxx Offshore RMB China Corporate High Yield Index 142.31 +.03%
- 2-Year Swap Spread 27.75 unch.
- TED Spread 27.0 -1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -42.0 -1.5 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.65 +.44%
- 3-Month T-Bill Yield 1.09% +2.0 basis points
- Yield Curve 82.50 -2.25 basis points
- China Import Iron Ore Spot $59.65/Metric Tonne -2.23%
- Citi US Economic Surprise Index 6.40 +1.9 points
- Citi Eurozone Economic Surprise Index 53.60 -.1 point
- Citi Emerging Markets Economic Surprise Index 18.90 -1.5 basis points
- 10-Year TIPS Spread 1.89 +1.0 basis point
- 78.6% chance of Fed rate hike at Dec. 13 meeting, 79.9% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +120 open in Japan
- China A50 Futures: Indicating +30 open in China
- DAX Futures: Indicating -3 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment