- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 28.5 +3.1%
- Bloomberg Global Risk On/Risk Off Index 47.0 +43.0 points
- Euro/Yen Carry Return Index 128.98 +.84%
- Emerging Markets Currency Volatility(VXY) 11.7 +.5%
- S&P 500 Implied Correlation 55.0 -3.0%
- ISE Sentiment Index 103.0 -14.0 points
- Total Put/Call .73 -18.0%
- NYSE Arms .74 +12.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 57.37 -3.4%
- US Energy High-Yield OAS 846.09 -.50%
- European Financial Sector CDS Index 74.52 -2.8%
- Italian/German 10Y Yld Spread 132.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 74.75 -.81%
- Emerging Market CDS Index 216.45 -4.49%
- iBoxx Offshore RMB China Corporate High Yield Index 178.09 +.05%
- 2-Year Swap Spread 8.5 -.25 basis point
- TED Spread 14.75 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -11.75 -.75 basis point
- MBS 5/10 Treasury Spread 87.75 -2.75 basis points
- IHS Markit CMBX BBB- 6 67.0 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.51 +.38%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 57.5 +3.0 basis points
- China Iron Ore Spot 116.34 USD/Metric Tonne unch.
- Citi US Economic Surprise Index 159.4 -4.8 points
- Citi Eurozone Economic Surprise Index 50.80 +8.8 points
- Citi Emerging Markets Economic Surprise Index 47.0 -3.0 points
- 10-Year TIPS Spread 1.68 +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 +53 open in Japan
- China A50 Futures: Indicating +77 open in China
- DAX Futures: Indicating -33 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/consumer staple/industrial/medical sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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