- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Above Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 21.4 -1.3%
- Bloomberg Global Risk On/Risk Off Index 1,283.0 -21.0 points
- Euro/Yen Carry Return Index 128.86 +.17%
- Emerging Markets Currency Volatility(VXY) 10.16 -.49%
- S&P 500 Implied Correlation 49.3 +1.6%
- ISE Sentiment Index 148.0 +35.0 points
- Total Put/Call .64 unch.
- NYSE Arms .94 +32.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 512.61 +1.0%
- US Energy High-Yield OAS 680.32 -.51%
- European Financial Sector CDS Index 60.06 +1.5%
- Italian/German 10Y Yld Spread 118.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 59.72 -1.84%
- Emerging Market CDS Index 168.06 +2.2%
- iBoxx Offshore RMB China Corporate High Yield Index 179.84 +.3%
- 2-Year Swap Spread 9.5 unch.
- TED Spread 12.75 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -15.75 unch.
- MBS 5/10 Treasury Spread 75.25 +1.75 basis points
- IHS Markit CMBX BBB- 6 70.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.22 +.41%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 72.25 +1.75 basis points
- China Iron Ore Spot 124.70 USD/Metric Tonne -2.1%
- Citi US Economic Surprise Index 81.4 +4.4 points
- Citi Eurozone Economic Surprise Index 109.6 -.6 point
- Citi Emerging Markets Economic Surprise Index 56.5 +.9 point
- 10-Year TIPS Spread 1.76 +3.0 basis points
- 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 +68 open in Japan
- China A50 Futures: Indicating +18 open in China
- DAX Futures: Indicating +1 open in Germany
Portfolio:
- Slightly Lower: On losses in my industrial/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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