- Advance/Decline Line: Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 28.7 -1.7%
- Bloomberg Global Risk On/Risk Off Index 125.0 +107.0 points
- Euro/Yen Carry Return Index 129.24 +.55%
- Emerging Markets Currency Volatility(VXY) 10.9 -.91%
- S&P 500 Implied Correlation 51.60 -1.2%
- ISE Sentiment Index 109.0 +24.0 points
- Total Put/Call .72 -12.2%
- NYSE Arms .68 -44.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 57.07 -2.0%
- US Energy High-Yield OAS 806.44 -.17%
- European Financial Sector CDS Index 72.52 +.12%
- Italian/German 10Y Yld Spread 133.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 65.97 +.94%
- Emerging Market CDS Index 203.29 -2.1%
- iBoxx Offshore RMB China Corporate High Yield Index 179.50 +.05%
- 2-Year Swap Spread 9.0 +.25 basis point
- TED Spread 12.75 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -11.75 -1.0 basis point
- MBS 5/10 Treasury Spread 81.5 -.25 basis point
- IHS Markit CMBX BBB- 6 68.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.66 +.33%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 62.0 +1.25 basis points
- China Iron Ore Spot 116.23 USD/Metric Tonne +.36%
- Citi US Economic Surprise Index 128.1 -2.5 points
- Citi Eurozone Economic Surprise Index 16.40 -5.3 points
- Citi Emerging Markets Economic Surprise Index 40.80 -.6 point
- 10-Year TIPS Spread 1.73 +2.0 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 -63 open in Japan
- China A50 Futures: Indicating -25 open in China
- DAX Futures: Indicating +19 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/consumer staple/industrial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and then added them back
- Market Exposure: 50% Net Long
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