Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 13.9 -.6%
- Euro/Yen Carry Return Index 125.17 -.34%
- Emerging Markets Currency Volatility(VXY) 7.44 -1.3%
- S&P 500 Implied Correlation 32.2 +3.6%
- ISE Sentiment Index 74.0 -4.1%
- Total Put/Call .79 -12.2%
- NYSE Arms 1.62 +105.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.63 +.49%
- America Energy Sector High-Yield CDS Index 497.0 +1.1%
- European Financial Sector CDS Index 58.01 +1.41%
- Italian/German 10Y Yld Spread 131.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 69.07 -.53%
- Emerging Market CDS Index 194.66 -1.60%
- iBoxx Offshore RMB China Corporate High Yield Index 166.95 -.01%
- 2-Year Swap Spread 3.5 -.25 basis point
- TED Spread 28.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -1.5 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.13 -.21%
- 3-Month T-Bill Yield 1.66% +1.0 basis point
- Yield Curve .18 unch.
- China Iron Ore Spot 84.60 USD/Metric Tonne -.04%
- Citi US Economic Surprise Index 5.6 -.4 point
- Citi Eurozone Economic Surprise Index -57.3 unch.
- Citi Emerging Markets Economic Surprise Index -20.90 -.1 basis point
- 10-Year TIPS Spread 1.62 +1.0 basis point
- 94.0% chance of Fed rate cut at Dec. 11th meeting, 96.1% chance of cut at Jan. 29th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +70 open in Japan
- China A50 Futures: Indicating +13 open in China
- DAX Futures: Indicating -19 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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