- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 21.2 +.2%
- Bloomberg Global Risk On/Risk Off Index 1,470.0 -2.0 points
- Euro/Yen Carry Return Index 130.66 -.24%
- Emerging Markets Currency Volatility(VXY) 10.3 +1.9
- S&P 500 Implied Correlation 47.7 -.04%
- ISE Sentiment Index 140.0 +25.0 points
- Total Put/Call .64 -5.9%
- NYSE Arms .96 +43.3%
Credit Investor Angst:
- North American Investment Grade CDS Index 49.70 -.89%
- US Energy High-Yield OAS 649.81 -1.16%
- European Financial Sector CDS Index 57.05 -2.64%
- Italian/German 10Y Yld Spread 116.0 +1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 57.62 -.76%
- Emerging Market CDS Index 160.80 -.68%
- iBoxx Offshore RMB China Corporate High Yield Index 181.41 -.01%
- 2-Year Swap Spread 7.75 +.5 basis point
- TED Spread 15.5 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -17.75 +1.25 basis points
- MBS 5/10 Treasury Spread 71.0 +1.0 basis point
- IHS Markit CMBX BBB- 6 71.0 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.13 +.7%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 78.0 +2.5 basis points
- China Iron Ore Spot 132.30 USD/Metric Tonne +.18%
- Citi US Economic Surprise Index 75.20 +1.9 points
- Citi Eurozone Economic Surprise Index 135.0 +5.9 points
- Citi Emerging Markets Economic Surprise Index 62.1 -2.6 points
- 10-Year TIPS Spread 1.87 +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 +3 open in Japan
- China A50 Futures: Indicating +38 open in China
- DAX Futures: Indicating -13 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/industrial/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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