- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 27.9 -2.7%
- Bloomberg Global Risk On/Risk Off Index 288.0 +103.0 points
- Euro/Yen Carry Return Index 128.39 -.10%
- Emerging Markets Currency Volatility(VXY) 11.1 +1.3%
- S&P 500 Implied Correlation 49.8 -2.3%
- ISE Sentiment Index 99.0 -5.0 points
- Total Put/Call .79 -10.2%
- NYSE Arms .59 -29.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 57.15 -.15%
- US Energy High-Yield OAS 806.55 +.26%
- European Financial Sector CDS Index 74.16 +2.67%
- Italian/German 10Y Yld Spread 137.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 65.89 +.23%
- Emerging Market CDS Index 202.44 +.01%
- iBoxx Offshore RMB China Corporate High Yield Index 179.852 -.18%
- 2-Year Swap Spread 8.5 -.25 basis point
- TED Spread 12.75 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -13.0 +.5 basis point
- MBS 5/10 Treasury Spread 79.25 -2.5 basis points
- IHS Markit CMBX BBB- 6 68.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.72 -.23%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 66.5 -.75 basis point
- China Iron Ore Spot 116.1 USD/Metric Tonne -1.82%
- Citi US Economic Surprise Index 128.1 +2.2 points
- Citi Eurozone Economic Surprise Index 5.50 -2.4 points
- Citi Emerging Markets Economic Surprise Index 40.60 -.3 point
- 10-Year TIPS Spread 1.76 +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 +126 open in Japan
- China A50 Futures: Indicating +56 open in China
- DAX Futures: Indicating +29 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/industrial/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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