Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.44 -1.97%
- Euro/Yen Carry Return Index 137.75 -.38%
- Emerging Markets Currency Volatility(VXY) 7.69 -1.66%
- S&P 500 Implied Correlation 18.49 -1.49%
- ISE Sentiment Index 111.0 +20.7%
- Total Put/Call .81 -2.31%
- NYSE Arms .93 -9.3%
Credit Investor Angst:
- North American Investment Grade CDS Index 53.32 -2.02%
- America Energy Sector High-Yield CDS Index 398.0 -.66%
- European Financial Sector CDS Index 58.99 -2.5%
- Western Europe Sovereign Debt CDS Index 5.44 +.28%
- Asia Pacific Sovereign Debt CDS Index 18.0 -1.23%
- Emerging Market CDS Index 176.79 -.52%
- iBoxx Offshore RMB China Corporate High Yield Index 142.24 +.02%
- 2-Year Swap Spread 27.25 unch.
- TED Spread 28.0 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -32.0 +4.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.57 -.25%
- 3-Month T-Bill Yield 1.06% unch.
- Yield Curve 86.0 unch.
- China Import Iron Ore Spot $61.48/Metric Tonne -.92%
- Citi US Economic Surprise Index 13.20 +3.5 points
- Citi Eurozone Economic Surprise Index 41.50 -.2 point
- Citi Emerging Markets Economic Surprise Index 17.10 +.6 basis point
- 10-Year TIPS Spread 1.87 +1.0 basis point
- 78.6% chance of Fed rate hike at Dec. 13 meeting, 79.0% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +103 open in Japan
- China A50 Futures: Indicating +453 open in China
- DAX Futures: Indicating +5 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment