- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 38.2 +.5%
- Bloomberg Global Risk On/Risk Off Index -490.0 +29.0 points
- Euro/Yen Carry Return Index 126.24 +.02%
- Emerging Markets Currency Volatility(VXY) 11.8 +1.6%
- S&P 500 Implied Correlation 73.9 -1.0%
- ISE Sentiment Index 84.0 -14.0 points
- Total Put/Call .95 -10.4%
- NYSE Arms .72 +2.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.91 -2.47%
- US Energy High-Yield OAS 847.30 +.13%
- European Financial Sector CDS Index 81.11 -4.06%
- Italian/German 10Y Yld Spread 139.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 70.22 -.87%
- Emerging Market CDS Index 219.64 +.7%
- iBoxx Offshore RMB China Corporate High Yield Index 180.02 +.05%
- 2-Year Swap Spread 8.0 -.5 basis point
- TED Spread 13.0 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -15.25 -1.25 basis points
- MBS 5/10 Treasury Spread 79.25 -1.75 basis points
- IHS Markit CMBX BBB- 6 66.75 -1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 58.51 -.28%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 70.75 -1.0 basis point
- China Iron Ore Spot 113.22 USD/Metric Tonne -.53%
- Citi US Economic Surprise Index 131.10 +2.2 points
- Citi Eurozone Economic Surprise Index 101.6 -1.6 points
- Citi Emerging Markets Economic Surprise Index 61.20 -1.9 points
- 10-Year TIPS Spread 1.71 +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 +125 open in Japan
- China A50 Futures: Indicating +27 open in China
- DAX Futures: Indicating -35 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/consumer staple//industrial sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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