Broad Equity Market Tone:
- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 9.79 -2.59%
- Euro/Yen Carry Return Index 139.38 +.23%
- Emerging Markets Currency Volatility(VXY) 8.07 +.75%
- S&P 500 Implied Correlation 14.70 -3.86%
- ISE Sentiment Index 130.0 +120.34%
- Total Put/Call .78 -21.21%
- NYSE Arms 1.05 +15.90%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.36 -2.11%
- America Energy Sector High-Yield CDS Index 384.0 -1.68%
- European Financial Sector CDS Index 58.76 -3.28%
- Western Europe Sovereign Debt CDS Index 4.67 -6.04%
- Asia Pacific Sovereign Debt CDS Index 15.58 -1.45%
- Emerging Market CDS Index 172.95 +.32%
- iBoxx Offshore RMB China Corporate High Yield Index 144.62 +.02%
- 2-Year Swap Spread 24.25 unch.
- TED Spread 26.5 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -41.0 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.51 -.44%
- 3-Month T-Bill Yield 1.10% +1.0 basis point
- Yield Curve 80.0 +3.0 basis points
- China Import Iron Ore Spot $62.46/Metric Tonne +2.6%
- Citi US Economic Surprise Index 1.5 -.3 point
- Citi Eurozone Economic Surprise Index 54.10 +.2 basis point
- Citi Emerging Markets Economic Surprise Index 17.20 -.4 basis point
- 10-Year TIPS Spread 1.88 +4.0 basis points
- 84.2% chance of Fed rate hike at Dec. 13 meeting, 84.8% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +142 open in Japan
- China A50 Futures: Indicating +10 open in China
- DAX Futures: Indicating -4 open in Germany
Portfolio:
- Higher: On gains in my medical/tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment