Broad Equity Market Tone:
- Advance/Decline Line: Slightly Lower
- Sector Performance: Most Sectors Rising
- Volume: Heavy
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.6 -2.9%
- Euro/Yen Carry Return Index 137.54 -.1%
- Emerging Markets Currency Volatility(VXY) 8.14 -.12%
- S&P 500 Implied Correlation 14.85 -5.8%
- ISE Sentiment Index 71.0 -4.05%
- Total Put/Call 1.0 -1.96%
- NYSE Arms .89 -18.29%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.84 +1.68%
- America Energy Sector High-Yield CDS Index 362.0 +.43%
- European Financial Sector CDS Index 52.25 +1.86%
- Western Europe Sovereign Debt CDS Index 3.99 +1.40%
- Asia Pacific Sovereign Debt CDS Index 15.72 +1.42%
- Emerging Market CDS Index 188.55 -.62%
- iBoxx Offshore RMB China Corporate High Yield Index 145.18 +.03%
- 2-Year Swap Spread 19.50 -1.0 basis point
- TED Spread 18.25 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -46.25 -2.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.44 +.23%
- 3-Month T-Bill Yield 1.22% +2.0 basis points
- Yield Curve 68.5 +.25 basis point
- China Import Iron Ore Spot $62.26/Metric Tonne -.64%
- Citi US Economic Surprise Index 41.30 +.8 point
- Citi Eurozone Economic Surprise Index 60.40 -.4 basis point
- Citi Emerging Markets Economic Surprise Index 15.90 -.5 point
- 10-Year TIPS Spread 1.89 +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 +78 open in Japan
- China A50 Futures: Indicating -16 open in China
- DAX Futures: Indicating +21 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/retail sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
No comments:
Post a Comment