Broad Equity Market Tone:
- Advance/Decline Line: Modestly Higher
- Sector Performance: Most Sectors Rising
- Volume: Heavy
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.0 +2.8%
- Euro/Yen Carry Return Index 139.48 +.88%
- Emerging Markets Currency Volatility(VXY) 7.98 +.38%
- S&P 500 Implied Correlation n/a
- ISE Sentiment Index 110.0 +32.5%
- Total Put/Call .76 +8.57%
- NYSE Arms .97 +64.98%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.28 -1.12%
- America Energy Sector High-Yield CDS Index 386.0 -.86%
- European Financial Sector CDS Index 46.84 +1.05%
- Western Europe Sovereign Debt CDS Index 3.49 -.57%
- Asia Pacific Sovereign Debt CDS Index 13.77 -1.33%
- Emerging Market CDS Index 181.52 -.31%
- iBoxx Offshore RMB China Corporate High Yield Index 145.60 +.04%
- 2-Year Swap Spread 18.5 +.75 basis point
- TED Spread 19.25 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -47.25 +1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.24 -.08%
- 3-Month T-Bill Yield 1.26% -2.0 basis points
- Yield Curve 62.75 +1.25 basis points
- China Import Iron Ore Spot $68.13/Metric Tonne +.31%
- Citi US Economic Surprise Index 59.40 +.5 point
- Citi Eurozone Economic Surprise Index 71.30 -10.6 basis points
- Citi Emerging Markets Economic Surprise Index 1.60 -8.0 points
- 10-Year TIPS Spread 1.88 +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 +204 open in Japan
- China A50 Futures: Indicating +77 open in China
- DAX Futures: Indicating +26 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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