- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.1 -.3%
- Euro/Yen Carry Return Index 129.03 -.32%
- Emerging Markets Currency Volatility(VXY) 11.5 -.6%
- S&P 500 Implied Correlation 42.8 -4.9%
- ISE Sentiment Index 111 .0 +8.0 points
- Total Put/Call .64 -11.1%
- NYSE Arms .81 -25.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 65.89 +1.6%
- US Energy High-Yield OAS 760.95 -.27%
- European Financial Sector CDS Index 64.47 -.78%
- Italian/German 10Y Yld Spread 142.75 -5.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 67.14 -.69%
- Emerging Market CDS Index 186.99 -1.23%
- iBoxx Offshore RMB China Corporate High Yield Index 177.15 +.07%
- 2-Year Swap Spread 9.0 +.5 basis point
- TED Spread 16.25 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -1.25 -.5 basis point
- MBS 5/10 Treasury Spread 79.75 -.5 basis point
- IHS Markit CMBX BBB- 6 67.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.16 -.29%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 40.5 unch.
- China Iron Ore Spot 114.65 USD/Metric Tonne +1.08%
- Citi US Economic Surprise Index 225.5 +2.5 points
- Citi Eurozone Economic Surprise Index 208.0 -3.9 points
- Citi Emerging Markets Economic Surprise Index 3.7 +2.6 points
- 10-Year TIPS Spread 1.61 -1.0 basis point
- 100.0% chance of no change at Nov. 5th meeting, 100.0% chance of no change at Dec. 16th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +171 open in Japan
- China A50 Futures: Indicating +47 open in China
- DAX Futures: Indicating +23 open in Germany
Portfolio:
- Slightly Higher: On gains in my consumer staple/industrial/tech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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