- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 28.3 -.8%
- Bloomberg Global Risk On/Risk Off Index 9.0 -17.0 points
- Euro/Yen Carry Return Index 127.54 +.14%
- Emerging Markets Currency Volatility(VXY) 12.3 +2.3%
- S&P 500 Implied Correlation 58.6 -3.8%
- ISE Sentiment Index 94.0 -31.0 points
- Total Put/Call 1.02 +14.6%
- NYSE Arms .49 -57.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 58.10 +2.27%
- US Energy High-Yield OAS 879.41 +1.89%
- European Financial Sector CDS Index 79.60 +3.5%
- Italian/German 10Y Yld Spread 140.0 +4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 77.31 +5.79%
- Emerging Market CDS Index 241.45 -2.92%
- iBoxx Offshore RMB China Corporate High Yield Index 178.29 unch.
- 2-Year Swap Spread 9.25 +.5 basis point
- TED Spread 13.5 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -3.0 -.5 basis point
- MBS 5/10 Treasury Spread 95.0 unch.
- IHS Markit CMBX BBB- 6 66.5 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.43 +.34%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 53.5 unch.
- China Iron Ore Spot 112.90 USD/Metric Tonne +.51%
- Citi US Economic Surprise Index 171.6 +7.4 points
- Citi Eurozone Economic Surprise Index 45.70 -1.6 points
- Citi Emerging Markets Economic Surprise Index 49.4 -.3 point
- 10-Year TIPS Spread 1.59 -3.0 basis points
- 100.0% chance of no change at Dec. 16th meeting, 100.0% chance of no change at Jan. 27th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -17 open in Japan
- China A50 Futures: Indicating -134 open in China
- DAX Futures: Indicating -42 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/industrial/consumer staple sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 50% Net Long
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