Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 17.2 -3.9%
- Bloomberg Global Risk On/Risk Off Index 3,317.0 +181.0 points
- Euro/Yen Carry Return Index 136.56 +.54%
- Emerging Markets Currency Volatility(VXY) 8.9 -1.1%
- S&P 500 Implied Correlation 48.2 -.41%
- ISE Sentiment Index 95.0 -15.0 points
- Total Put/Call .78 -4.9%
- NYSE Arms .94 +129.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 49.17 -.95%
- US Energy High-Yield OAS 393.32 +.16%
- European Financial Sector CDS Index 54.4 -2.2%
- Italian/German 10Y Yld Spread 106.0 +1.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 85.09 -.14%
- Emerging Market CDS Index 157.10 -.25%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.07 -.43%
- 2-Year Swap Spread 7.0 +.25 basis point
- TED Spread 10.0 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +.5 basis point
- MBS 5/10 Treasury Spread 72.25 -1.0 basis points
- IHS Markit CMBX BBB- 6 73.25 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.62 +.30%
- 3-Month T-Bill Yield .04% +1.0 basis point
- Yield Curve 124.0 +1.0 basis point
- China Iron Ore Spot 202.75 USD/Metric Tonne +1.2%
- Citi US Economic Surprise Index 46.2 -.3 point
- Citi Eurozone Economic Surprise Index 89.10 -2.5 points
- Citi Emerging Markets Economic Surprise Index 76.5 +.2 point
- 10-Year TIPS Spread 2.32 +4.0 basis points
- 100.0% chance of no change at Nov. 3rd meeting, 100.0% chance of no change at Dec. 15th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -64 open in Japan
- China A50 Futures: Indicating -66 open in China
- DAX Futures: Indicating -23 open in Germany
Portfolio:
- Higher: On gains in my commodity/industrial/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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