- Advance/Decline Line: Around Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 23.2 -2.6%
- Bloomberg Global Risk On/Risk Off Index 1,021.0 -18.0 points
- Euro/Yen Carry Return Index 127.44 +.02%
- Emerging Markets Currency Volatility(VXY) 10.4 -.5%
- S&P 500 Implied Correlation 41.4 -3.3%
- ISE Sentiment Index 98.0 -36.0 points
- Total Put/Call .70 -6.7%
- NYSE Arms .75 -41.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 53.20 -1.33%
- US Energy High-Yield OAS 709.02 -.04%
- European Financial Sector CDS Index 64.10 +1.9%
- Italian/German 10Y Yld Spread 121.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 60.72 +.69%
- Emerging Market CDS Index 169.93 -.66%
- iBoxx Offshore RMB China Corporate High Yield Index 180.74 -.29%
- 2-Year Swap Spread 8.25 unch.
- TED Spread 16.5 +2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -16.75 -2.75 basis points
- MBS 5/10 Treasury Spread 74.0 +.25 basis point
- IHS Markit CMBX BBB- 6 70.25 -.75 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.40 +.31%
- 3-Month T-Bill Yield .06% -2.0 basis points
- Yield Curve 68.0 unch.
- China Iron Ore Spot 123.58 USD/Metric Tonne +.06%
- Citi US Economic Surprise Index 69.2 +2.8 points
- Citi Eurozone Economic Surprise Index 108.3 -.9 point
- Citi Emerging Markets Economic Surprise Index 58.2 -.3 point
- 10-Year TIPS Spread 1.70 -1.0 basis point
- 100.0% chance of no change at Jan. 27th meeting, 100.0% chance of no change at March 17th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -71 open in Japan
- China A50 Futures: Indicating -3 open in China
- DAX Futures: Indicating +8 open in Germany
Portfolio:
- Slightly Higher: On gains in my biotech/medical/tech sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 50% Net Long
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