Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Most Sectors Rising
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.78 -1.0%
- Euro/Yen Carry Return Index 138.76 +.99%
- Emerging Markets Currency Volatility(VXY) 7.80 unch.
- S&P 500 Implied Correlation 16.28 unch.
- ISE Sentiment Index 118.0 +18.0%
- Total Put/Call .82 -10.9%
- NYSE Arms .85 -10.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.44 -.32%
- America Energy Sector High-Yield CDS Index 370.0 -.41%
- European Financial Sector CDS Index 47.48 -1.36%
- Western Europe Sovereign Debt CDS Index 3.71 -1.85%
- Asia Pacific Sovereign Debt CDS Index 14.95 -3.11%
- Emerging Market CDS Index 180.64 -1.12%
- iBoxx Offshore RMB China Corporate High Yield Index 145.66 +.08%
- 2-Year Swap Spread 17.5 unch.
- TED Spread 19.75 +3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -45.25 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.39 +.10%
- 3-Month T-Bill Yield 1.26% -3.0 basis points
- Yield Curve 59.5 unch.
- China Import Iron Ore Spot $67.94/Metric Tonne +.37%
- Citi US Economic Surprise Index 50.60 -5.1 points
- Citi Eurozone Economic Surprise Index 92.90 +2.0 basis points
- Citi Emerging Markets Economic Surprise Index 12.80 -1.4 points
- 10-Year TIPS Spread 1.87 -1.0 basis point
- 100.0% chance of Fed rate hike at Jan. 31 meeting, 100.0% chance at March 21 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +120 open in Japan
- China A50 Futures: Indicating +13 open in China
- DAX Futures: Indicating +7 open in Germany
Portfolio:
- Higher: On gains in my tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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