Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 10.66 -6.74%
- Euro/Yen Carry Return Index 137.77 -.04%
- Emerging Markets Currency Volatility(VXY) 7.96 +.51%
- S&P 500 Implied Correlation 16.28 unch.
- ISE Sentiment Index 111.0 +13.3%
- Total Put/Call .87 +10.13%
- NYSE Arms 1.16 +11.43%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.77 -.79%
- America Energy Sector High-Yield CDS Index 378.0 -.5%
- European Financial Sector CDS Index 50.41 -1.24%
- Western Europe Sovereign Debt CDS Index 3.96 +1.02%
- Asia Pacific Sovereign Debt CDS Index 15.95 +.5%
- Emerging Market CDS Index 186.86 unch.
- iBoxx Offshore RMB China Corporate High Yield Index 145.42 +.06%
- 2-Year Swap Spread 16.75 +.25 basis point
- TED Spread 17.75 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -49.50 +1.5 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.67 -.32%
- 3-Month T-Bill Yield 1.26% -1.0 basis point
- Yield Curve 61.75 -.75 basis point
- China Import Iron Ore Spot $63.47/Metric Tonne +1.37%
- Citi US Economic Surprise Index 58.30 +2.3 points
- Citi Eurozone Economic Surprise Index 55.0 -3.9 basis points
- Citi Emerging Markets Economic Surprise Index 14.20 -.3 point
- 10-Year TIPS Spread 1.88 unch.
- 100.0% chance of Fed rate hike at Jan. 31 meeting, 100.0% chance at March 21 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +239 open in Japan
- China A50 Futures: Indicating -4 open in China
- DAX Futures: Indicating -3 open in Germany
Portfolio:
- Higher: On gains in my tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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