- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 16.3 -2.5%
- Bloomberg Global Risk On/Risk Off Index 3,374.0 +17.0 points
- Euro/Yen Carry Return Index 136.89 +.22%
- Emerging Markets Currency Volatility(VXY) 8.9 -.7%
- S&P 500 Implied Correlation 45.9 -1.9%
- ISE Sentiment Index 134.0 +39.0 points
- Total Put/Call .7 -14.1%
- NYSE Arms .77 -36.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 48.78 -.43%
- US Energy High-Yield OAS 389.50 -1.1%
- European Financial Sector CDS Index 54.0 -.9%
- Italian/German 10Y Yld Spread 107.0 +1.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 84.59 -.54%
- Emerging Market CDS Index 155.59 -.69%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.25 +.29%
- 2-Year Swap Spread 6.5 -.5 basis point
- TED Spread 10.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -3.0 +.75 basis point
- MBS 5/10 Treasury Spread 69.25 -3.0 basis points
- IHS Markit CMBX BBB- 6 73.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.69 +.06%
- 3-Month T-Bill Yield .04% unch.
- Yield Curve 122.0 -2.0 basis points
- China Iron Ore Spot 208.35 USD/Metric Tonne +2.7%
- Citi US Economic Surprise Index 30.2 -16.0 points
- Citi Eurozone Economic Surprise Index 94.10 +5.0 points
- Citi Emerging Markets Economic Surprise Index 76.9 +.4 point
- 10-Year TIPS Spread 2.35 +3.0 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 -104 open in Japan
- China A50 Futures: Indicating -88 open in China
- DAX Futures: Indicating +27 open in Germany
Portfolio:
- Higher: On gains in my commodity/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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