Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Light
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 12.57 -.55%
- Euro/Yen Carry Return Index 131.46 -.01%
- Emerging Markets Currency Volatility(VXY) 12.35 -.96%
- S&P 500 Implied Correlation 29.60 +3.86%
- ISE Sentiment Index 158.0 -25.8%
- Total Put/Call .80 -22.33%
- NYSE Arms 1.13 +78.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 61.53 +.73%
- America Energy Sector High-Yield CDS Index 417.0 +.07%
- European Financial Sector CDS Index 85.83 -1.12%
- Italian/German 10Y Yld Spread 271.25 -10.25 basis points
- Asia Pacific Sovereign Debt CDS Index 11.0 -.9%
- Emerging Market CDS Index 207.53 +.92%
- iBoxx Offshore RMB China Corporate High Yield Index 150.94 +.13%
- 2-Year Swap Spread 20.25 +.25 basis point
- TED Spread 28.0 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -9.25 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.49 -.24%
- 3-Month T-Bill Yield 2.03% unch.
- Yield Curve 23.25 -2.0 basis points
- China Iron Ore Spot 67.64 USD/Metric Tonne -.68%
- Citi US Economic Surprise Index -16.40 -.1 point
- Citi Eurozone Economic Surprise Index -9.40 +5.1 points
- Citi Emerging Markets Economic Surprise Index -9.50 -.1 point
- 10-Year TIPS Spread 2.08 -1.0 basis point
- 90.0% chance of Fed rate hike at Nov. 8th meeting, 96.7% chance at Dec. 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +21 open in Japan
- China A50 Futures: Indicating +27 open in China
- DAX Futures: Indicating -8 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/retail/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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