Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 13.9 -1.1%
- Euro/Yen Carry Return Index 125.37 -.21%
- Emerging Markets Currency Volatility(VXY) 7.64 -1.42%
- S&P 500 Implied Correlation 30.9 -.45%
- ISE Sentiment Index 93.0 -18.8%
- Total Put/Call .87 -7.5%
- NYSE Arms .90 +7.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.09 +.14%
- America Energy Sector High-Yield CDS Index 494.0 +1.67%
- European Financial Sector CDS Index 56.97 -.60%
- Italian/German 10Y Yld Spread 129.25 -3.5 basis points
- Asia Ex-Japan Investment Grade CDS Index 69.30 -1.18%
- Emerging Market CDS Index 201.30 +.01%
- iBoxx Offshore RMB China Corporate High Yield Index 166.86 +.02%
- 2-Year Swap Spread 2.0 -.5 basis point
- TED Spread 33.0 +3.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -24.25 -1.5 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.10 +.29%
- 3-Month T-Bill Yield 1.63% -2.0 basis points
- Yield Curve .18 unch.
- China Iron Ore Spot 84.30 USD/Metric Tonne +.89%
- Citi US Economic Surprise Index 6.6 -.6 point
- Citi Eurozone Economic Surprise Index -55.9 +1.3 points
- Citi Emerging Markets Economic Surprise Index -20.50 -.4 basis point
- 10-Year TIPS Spread 1.61 unch.
- 94.7% chance of Fed rate cut at Dec. 11th meeting, 96.5% chance of cut at Jan. 29th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +182 open in Japan
- China A50 Futures: Indicating -19 open in China
- DAX Futures: Indicating -58 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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