Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.08 -1.86%
- Euro/Yen Carry Return Index 138.18 +.09%
- Emerging Markets Currency Volatility(VXY) 8.18 +.49%
- S&P 500 Implied Correlation 17.49 -6.04%
- ISE Sentiment Index 80.0 -3.61%
- Total Put/Call .90 -22.41%
- NYSE Arms 1.21 +37.65%
Credit Investor Angst:
- North American Investment Grade CDS Index 56.24 +.42%
- America Energy Sector High-Yield CDS Index 363.0 +.04%
- European Financial Sector CDS Index 52.03 -.32%
- Western Europe Sovereign Debt CDS Index 3.83 -5.43%
- Asia Pacific Sovereign Debt CDS Index 16.33 +1.68%
- Emerging Market CDS Index 192.95 +.24%
- iBoxx Offshore RMB China Corporate High Yield Index 145.29 +.05%
- 2-Year Swap Spread 19.5 -.75 basis point
- TED Spread 19`.25 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -49.0 -1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.34 -.08%
- 3-Month T-Bill Yield 1.20% -2.0 basis points
- Yield Curve 71.75 -2.75 basis points
- China Import Iron Ore Spot $62.19/Metric Tonne -.65%
- Citi US Economic Surprise Index 38.10 -.4 point
- Citi Eurozone Economic Surprise Index 57.80 -1.1 basis points
- Citi Emerging Markets Economic Surprise Index 13.10 -1.0 point
- 10-Year TIPS Spread 1.91 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 +45 open in Japan
- China A50 Futures: Indicating +20 open in China
- DAX Futures: Indicating +31 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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