Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 12.2 +1.92%
- Euro/Yen Carry Return Index 134.97 +.36%
- Emerging Markets Currency Volatility(VXY) 12.56 unch.
- S&P 500 Implied Correlation 29.09 -.58%
- ISE Sentiment Index 87.0 -25.64%
- Total Put/Call .92 -8.91%
- NYSE Arms .61 -42.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 58.86 -1.72%
- America Energy Sector High-Yield CDS Index 395.0 -1.2%
- European Financial Sector CDS Index 80.35 -.21%
- Italian/German 10Y Yld Spread 278.0 -2.75 basis points
- Asia Pacific Sovereign Debt CDS Index 10.55 -.47%
- Emerging Market CDS Index 205.44 -1.86%
- iBoxx Offshore RMB China Corporate High Yield Index 151.18 +.07%
- 2-Year Swap Spread 18.25 +.25 basis point
- TED Spread 21.75 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -9.75 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.90 -.04%
- 3-Month T-Bill Yield 2.10% +1.0 basis point
- Yield Curve 20.50 +.5 basis point
- China Iron Ore Spot 65.78 USD/Metric Tonne +.17%
- Citi US Economic Surprise Index -20.90 -1.7 points
- Citi Eurozone Economic Surprise Index 5.20 +10.2 points
- Citi Emerging Markets Economic Surprise Index -9.50 +.2 point
- 10-Year TIPS Spread 2.11 +2.0 basis points
- 97.0% chance of Fed rate hike at Nov. 8th meeting, 99.1% chance at Dec. 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +96 open in Japan
- China A50 Futures: Indicating +28 open in China
- DAX Futures: Indicating +9 open in Germany
Portfolio:
- Higher: On gains in my tech/retail/medical/industrial/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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