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) 10.75 -2.89%
- Euro/Yen Carry Return Index 139.54 +.42%
- Emerging Markets Currency Volatility(VXY) 8.25 +.36%
- S&P 500 Implied Correlation 16.63 -2.29%
- ISE Sentiment Index 73.0 -38.66%
- Total Put/Call .82 -15.5%
- NYSE Arms .89 -43.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.61 -.50%
- America Energy Sector High-Yield CDS Index 387.0 +.49%
- European Financial Sector CDS Index 57.54 -1.2%
- Western Europe Sovereign Debt CDS Index 4.69 -1.57%
- Asia Pacific Sovereign Debt CDS Index 15.40 -1.34%
- Emerging Market CDS Index 175.06 +.25%
- iBoxx Offshore RMB China Corporate High Yield Index 144.66 +.15%
- 2-Year Swap Spread 23.75 unch.
- TED Spread 26.25 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -40.75 -1.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.15 -.15%
- 3-Month T-Bill Yield 1.11% +2.0 basis points
- Yield Curve 83.0 +2.0 basis points
- China Import Iron Ore Spot $62.42/Metric Tonne +.68%
- Citi US Economic Surprise Index 7.0 +4.0 points
- Citi Eurozone Economic Surprise Index 51.80 -1.1 basis points
- Citi Emerging Markets Economic Surprise Index 17.0 +.1 basis point
- 10-Year TIPS Spread 1.88 +1.0 basis points
- 84.2% chance of Fed rate hike at Dec. 13 meeting, 85.1% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +105 open in Japan
- China A50 Futures: Indicating +21 open in China
- DAX Futures: Indicating -3 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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