Broad Equity Market Tone:
- Advance/Decline Line: Slightly Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.51 -.73%
- Euro/Yen Carry Return Index 139.41 +.12%
- Emerging Markets Currency Volatility(VXY) 7.87 -1.13%
- S&P 500 Implied Correlation 36.42 +1.73%
- ISE Sentiment Index 109.0 +17.2%
- Total Put/Call .76 -20.0%
- NYSE Arms .71 +36.57%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.48 -1.02%
- America Energy Sector High-Yield CDS Index 374.0 +.19%
- European Financial Sector CDS Index 45.39 -.63%
- Western Europe Sovereign Debt CDS Index 3.41 -.87%
- Asia Pacific Sovereign Debt CDS Index 14.04 -1.34%
- Emerging Market CDS Index 177.26 -.02%
- iBoxx Offshore RMB China Corporate High Yield Index 145.99 +.07%
- 2-Year Swap Spread 19.25 -.25 basis point
- TED Spread 27.25 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -57.75 +3.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.03 +.04%
- 3-Month T-Bill Yield 1.29% +1.0 basis point
- Yield Curve 56.5 -2.0 basis points
- China Iron Ore Spot 504.0 CNY/100 Metric Tonnes +.80%
- Citi US Economic Surprise Index 63.10 -2.1 points
- Citi Eurozone Economic Surprise Index 55.40 -4.7 basis points
- Citi Emerging Markets Economic Surprise Index 9.50 +.8 point
- 10-Year TIPS Spread 1.90 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 -13 open in Japan
- China A50 Futures: Indicating +40 open in China
- DAX Futures: Indicating +21 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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