Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Slightly Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.85 -.71%
- Euro/Yen Carry Return Index 138.67 -.19%
- Emerging Markets Currency Volatility(VXY) 7.68 -1.41%
- S&P 500 Implied Correlation 35.83 +.31%
- ISE Sentiment Index 141.0 +1.44%
- Total Put/Call .71 -17.4%
- NYSE Arms 1.26 +94.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.32 -.15%
- America Energy Sector High-Yield CDS Index 375.0 +.71%
- European Financial Sector CDS Index 46.15 +1.59%
- Western Europe Sovereign Debt CDS Index 3.41 -.29%
- Asia Pacific Sovereign Debt CDS Index 13.87 +.07%
- Emerging Market CDS Index 124.88 n/a
- iBoxx Offshore RMB China Corporate High Yield Index 145.52 -.20%
- 2-Year Swap Spread 20.75 +1.0 basis point
- TED Spread 24.0 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -66.75 -2.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.19 +.5%
- 3-Month T-Bill Yield 1.30% -2.0 basis points
- Yield Curve 57.5 unch.
- China Iron Ore Spot 491.0 CNY/100 Metric Tonnes -.5%
- Citi US Economic Surprise Index 63.40 -5.6 points
- Citi Eurozone Economic Surprise Index 53.30 -.6 basis point
- Citi Emerging Markets Economic Surprise Index 3.20 -3.1 points
- 10-Year TIPS Spread 1.89 +2.0 basis points
- 100.0% chance of Fed rate hike at Jan. 31 meeting, 100.0% chance at March 21 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -28 open in Japan
- China A50 Futures: Indicating +54 open in China
- DAX Futures: Indicating -19 open in Germany
Portfolio:
- Higher: On gains in my retail/biotech/tech/medial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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