Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Heavy
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.93 -12.1%
- Euro/Yen Carry Return Index 137.63 -.64%
- Emerging Markets Currency Volatility(VXY) 8.32 +1.71%
- S&P 500 Implied Correlation 16.47 -7.1%
- ISE Sentiment Index 147.0 +68.97%
- Total Put/Call .84 -3.45%
- NYSE Arms 1.12 +15.65%
Credit Investor Angst:
- North American Investment Grade CDS Index 53.03 -1.71%
- America Energy Sector High-Yield CDS Index 397.0 +1.27%
- European Financial Sector CDS Index 53.96 -3.75%
- Western Europe Sovereign Debt CDS Index 4.72 +.85%
- Asia Pacific Sovereign Debt CDS Index 15.57 -2.17%
- Emerging Market CDS Index 174.02 -3.34%
- iBoxx Offshore RMB China Corporate High Yield Index 144.76 +.11%
- 2-Year Swap Spread 22.75 +.5 basis point
- TED Spread 28.5 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -42.0 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.51 +.04%
- 3-Month T-Bill Yield 1.09% -1.0 basis point
- Yield Curve 83.0-1.0 basis point
- China Import Iron Ore Spot $60.08/Metric Tonne -2.26%
- Citi US Economic Surprise Index 38.20 +7.6 points
- Citi Eurozone Economic Surprise Index 59.50 -.6 basis point
- Citi Emerging Markets Economic Surprise Index 21.30 unch.
- 10-Year TIPS Spread 1.90 unch.
- 85.9% chance of Fed rate hike at Dec. 13 meeting, 86.5% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +77 open in Japan
- China A50 Futures: Indicating +78 open in China
- DAX Futures: Indicating -1 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical sector longs
- Disclosed Trades: Covered my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
No comments:
Post a Comment