Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.8 -5.0%
- Euro/Yen Carry Return Index 131.52 +.22%
- Emerging Markets Currency Volatility(VXY) 12.48 +2.55%
- S&P 500 Implied Correlation 29.71 -4.84%
- ISE Sentiment Index 259.0 +99.23%
- Total Put/Call 1.02 +9.68%
- NYSE Arms .70 -30.21%
Credit Investor Angst:
- North American Investment Grade CDS Index 61.17 -.94%
- America Energy Sector High-Yield CDS Index 414.0 +1.96%
- European Financial Sector CDS Index 86.80 +1.31%
- Italian/German 10Y Yld Spread 281.5 +1.75 basis points
- Asia Pacific Sovereign Debt CDS Index 11.10 +.18%
- Emerging Market CDS Index 206.23 +.87%
- iBoxx Offshore RMB China Corporate High Yield Index 150.75 -.19%
- 2-Year Swap Spread 20.0 -.25 basis point
- TED Spread 28.5 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -9.5 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.53 -.30%
- 3-Month T-Bill Yield 2.03% -3.0 basis points
- Yield Curve 25.25 unch.
- China Iron Ore Spot 68.19 USD/Metric Tonne +.37%
- Citi US Economic Surprise Index -16.30 -3.0 points
- Citi Eurozone Economic Surprise Index -16.30 +1.2 points
- Citi Emerging Markets Economic Surprise Index -9.40 -1.1 points
- 10-Year TIPS Spread 2.09 unch.
- 92.3% chance of Fed rate hike at Nov. 8th meeting, 97.5% chance at Dec. 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +5 open in Japan
- China A50 Futures: Indicating +136 open in China
- DAX Futures: Indicating +21 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical/retail/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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