- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 25.4 +1.6%
- Bloomberg Global Risk On/Risk Off Index 444.0 +41.0 points
- Euro/Yen Carry Return Index 128.87 -.41%
- Emerging Markets Currency Volatility(VXY) 11.47 +.70%
- S&P 500 Implied Correlation 40.6 -2.5%
- ISE Sentiment Index 155.0 +16.0 points
- Total Put/Call .69 -17.9%
- NYSE Arms 1.17 -4.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 53.39 -.2%
- US Energy High-Yield OAS 808.19 n/a
- European Financial Sector CDS Index 66.57 -2.17%
- Italian/German 10Y Yld Spread 122.0 -3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 64.35 -1.95%
- Emerging Market CDS Index 199.0 +2.43%
- iBoxx Offshore RMB China Corporate High Yield Index 178.80 +.1%
- 2-Year Swap Spread 8.75 unch.
- TED Spread 13.0 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -9.5 +.25 basis point
- MBS 5/10 Treasury Spread 85.0 unch.
- IHS Markit CMBX BBB- 6 68.0 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.68 -.16%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 62.5 unch.
- China Iron Ore Spot 118.41 USD/Metric Tonne -.95%
- Citi US Economic Surprise Index 137.9 -12.0 points
- Citi Eurozone Economic Surprise Index 46.20 -3.5 points
- Citi Emerging Markets Economic Surprise Index 41.7 -3.2 points
- 10-Year TIPS Spread 1.74 +1.0 basis point
- 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 +102 open in Japan
- China A50 Futures: Indicating +1 open in China
- DAX Futures: Indicating +17 open in Germany
Portfolio:
- Higher: On gains in my medical/industrial/consumer staple/tech/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
No comments:
Post a Comment