- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 21.7 +4.1%
- Bloomberg Global Risk On/Risk Off Index 1,452.0 -132.0 points
- Euro/Yen Carry Return Index 130.58 -.14%
- Emerging Markets Currency Volatility(VXY) 10.5 +1.5%
- S&P 500 Implied Correlation 48.4 +1.4%
- ISE Sentiment Index 114.0 -5.0 points
- Total Put/Call .60 -10.5%
- NYSE Arms 1.02 +25.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.52 +3.4%
- US Energy High-Yield OAS 608.47 -.31%
- European Financial Sector CDS Index 58.68 +7.6%
- Italian/German 10Y Yld Spread 119.0 +2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 57.34 +.4%
- Emerging Market CDS Index 162.62 +2.09%
- iBoxx Offshore RMB China Corporate High Yield Index 182.08 +.02%
- 2-Year Swap Spread 8.5 +.25 basis point
- TED Spread 15.25 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -2.75 basis points
- MBS 5/10 Treasury Spread 72.5 +2.0 basis points
- IHS Markit CMBX BBB- 6 71.75 +.75 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.21 +.07%
- 3-Month T-Bill Yield .07% -1.0 basis point
- Yield Curve 80.5 +4.75 basis points
- China Iron Ore Spot 145.20 USD/Metric Tonne +.78%
- Citi US Economic Surprise Index 70.10 -4.2 points
- Citi Eurozone Economic Surprise Index 139.1 +2.4 points
- Citi Emerging Markets Economic Surprise Index 61.90 +1.6 points
- 10-Year TIPS Spread 1.89 -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 -137 open in Japan
- China A50 Futures: Indicating +11 open in China
- DAX Futures: Indicating -17 open in Germany
Portfolio:
- Slightly Lower: On losses in my industrial/medical/consumer staple sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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