Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.96 +1.12%
- Euro/Yen Carry Return Index 138.48 -.47%
- Emerging Markets Currency Volatility(VXY) 8.16 -.73%
- S&P 500 Implied Correlation 17.0 +1.74%
- ISE Sentiment Index 76.0 -2.56%
- Total Put/Call 1.02 +14.61%
- NYSE Arms 1.84 +40.69%
Credit Investor Angst:
- North American Investment Grade CDS Index 55.40 +1.39%
- America Energy Sector High-Yield CDS Index 401.0 -.01%
- European Financial Sector CDS Index 59.20 +.39%
- Western Europe Sovereign Debt CDS Index 4.88 -.81%
- Asia Pacific Sovereign Debt CDS Index 16.26 -.98%
- Emerging Market CDS Index 177.18 -1.43%
- iBoxx Offshore RMB China Corporate High Yield Index 142.24 -.05%
- 2-Year Swap Spread 25.75 -2.0 basis points
- TED Spread 28.75 +1.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -41.50 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.72 +.08%
- 3-Month T-Bill Yield 1.07% -2.0 basis points
- Yield Curve 81.0 -1.5 basis points
- China Import Iron Ore Spot $60.09/Metric Tonne +.74%
- Citi US Economic Surprise Index 7.20 +.8 point
- Citi Eurozone Economic Surprise Index 55.80 +2.2 points
- Citi Emerging Markets Economic Surprise Index 23.40 +4.5 basis points
- 10-Year TIPS Spread 1.89 unch.
- 78.6% chance of Fed rate hike at Dec. 13 meeting, 79.9% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +76 open in Japan
- China A50 Futures: Indicating +38 open in China
- DAX Futures: Indicating -4 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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