- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 20.99 -1.22%
- Bloomberg Global Risk On/Risk Off Index 1,323.0 +59.0 points
- Euro/Yen Carry Return Index 128.82 +.16%
- Emerging Markets Currency Volatility(VXY) 10.10 unch.
- S&P 500 Implied Correlation 50.1 +1.4%
- ISE Sentiment Index 225.0 +77.0 points
- Total Put/Call .69 -1.43%
- NYSE Arms 1.52 +45.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.21 -2.09%
- US Energy High-Yield OAS 680.32 -.11%
- European Financial Sector CDS Index 59.78 -1.7%
- Italian/German 10Y Yld Spread 118.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 59.29 +.09%
- Emerging Market CDS Index 165.03 -1.68%
- iBoxx Offshore RMB China Corporate High Yield Index 180.63 -.11%
- 2-Year Swap Spread 10.0 +.5 basis point
- TED Spread 15.25 +2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -18.5 -2.75 basis points
- MBS 5/10 Treasury Spread 76.5 +1.25 basis points
- IHS Markit CMBX BBB- 6 71.25 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.28 +.04%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 70.25 -2.0 basis points
- China Iron Ore Spot 127.25 USD/Metric Tonne +2.9%
- Citi US Economic Surprise Index 80.0 -1.4 points
- Citi Eurozone Economic Surprise Index 117.7 +8.1 points
- Citi Emerging Markets Economic Surprise Index 63.5 +7.0 points
- 10-Year TIPS Spread 1.76 unch.
- 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 +96 open in Japan
- China A50 Futures: Indicating +24 open in China
- DAX Futures: Indicating -11 open in Germany
Portfolio:
- Slightly Lower: On gains in my tech/biotech/medical/consumer staple sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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