Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 10.28 +3.73%
- Euro/Yen Carry Return Index 137.70 -.19%
- Emerging Markets Currency Volatility(VXY) 8.21 +8.98%
- S&P 500 Implied Correlation 15.32 +6.11%
- ISE Sentiment Index 125.0 +52.4%
- Total Put/Call .84 -28.81%
- NYSE Arms .99 -1.96%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.09 -.54%
- America Energy Sector High-Yield CDS Index 391.0 -1.11%
- European Financial Sector CDS Index 58.57 -.33%
- Western Europe Sovereign Debt CDS Index 5.12 +2.61%
- Asia Pacific Sovereign Debt CDS Index 16.24 +.93%
- Emerging Market CDS Index 175.94 -.96%
- iBoxx Offshore RMB China Corporate High Yield Index 144.41 -.01%
- 2-Year Swap Spread 25.50 -.5 basis point
- TED Spread 26.75 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -39.0 +1.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.875 -.17%
- 3-Month T-Bill Yield 1.08% +1.0 basis point
- Yield Curve 75.0 -2.0 basis points
- China Import Iron Ore Spot $62.72/Metric Tonne -.35%%
- Citi US Economic Surprise Index 6.30 +3.8 points
- Citi Eurozone Economic Surprise Index 54.0 -1.4 points
- Citi Emerging Markets Economic Surprise Index 17.90 -2.2 basis points
- 10-Year TIPS Spread 1.83 -2.0 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 +64 open in Japan
- China A50 Futures: Indicating +10 open in China
- DAX Futures: Indicating +9 open in Germany
Portfolio:
- Higher: On gains in my retail/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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