- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 21.8 -1.0%
- Euro/Yen Carry Return Index 130.37 -.32%
- Emerging Markets Currency Volatility(VXY) 11.17 -.09%
- S&P 500 Implied Correlation 44.1 -3.8%
- ISE Sentiment Index 104.0 +16.0 points
- Total Put/Call .71 -6.6%
- NYSE Arms 1.53 +98.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 67.02 -1.24%
- US Energy High-Yield OAS 772.41 +.92%
- European Financial Sector CDS Index 64.57 +.09%
- Italian/German 10Y Yld Spread 140.5 -1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 65.68 +.2%
- Emerging Market CDS Index 188.57 -.93%
- iBoxx Offshore RMB China Corporate High Yield Index 177.08 +.05%
- 2-Year Swap Spread 8.0 -1.0 basis point
- TED Spread 18.25 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -.75 -.5 basis point
- MBS 5/10 Treasury Spread 91.0 +4.0 basis points
- IHS Markit CMBX BBB- 6 68.75 +.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.15 -.34%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 53.0 -1.5 basis points
- China Iron Ore Spot 118.78 USD/Metric Tonne +1.61%
- Citi US Economic Surprise Index 239.3 -14.0 points
- Citi Eurozone Economic Surprise Index 190.20 -13.2 points
- Citi Emerging Markets Economic Surprise Index 19.4 +2.3 points
- 10-Year TIPS Spread 1.65 -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 +133 open in Japan
- China A50 Futures: Indicating -14 open in China
- DAX Futures: Indicating -11 open in Germany
Portfolio:
- Slightly Higher: On gains in my biotech/medical/tech/consumer staple sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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