- Advance/Decline Line: Substantially Lower
- Sector Performance: Almost Every Sector Declining
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 18.3 +12.8%
- Bloomberg Global Risk On/Risk Off Index 2,940.0 -202.0 points
- Euro/Yen Carry Return Index 134.25 -.34%
- Emerging Markets Currency Volatility(VXY) 9.03 +2.3%
- S&P 500 Implied Correlation 47.4 -.04%
- ISE Sentiment Index 102.0 -6.0 points
- Total Put/Call .85 +1.2%
- NYSE Arms 1.31 -13.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 49.03 +2.4%
- US Energy High-Yield OAS 387.50 +2.0%
- European Financial Sector CDS Index 55.3 +2.6%
- Italian/German 10Y Yld Spread 107.0 +6.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 88.94 +2.6%
- Emerging Market CDS Index 161.63 +2.8%
- China Corp. High-Yield Bond USD ETF(KCCB) 38.71 +.14%
- 2-Year Swap Spread 8.25 +.5 basis point
- TED Spread 9.0 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -6.25 -1.25 basis points
- MBS 5/10 Treasury Spread 70.0 +1.75 basis points
- IHS Markit CMBX BBB- 6 73.75 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.79 -.19%
- 3-Month T-Bill Yield .05% +1.0 basis point
- Yield Curve 110.0 +1.0 unch.
- China Iron Ore Spot 205.5 USD/Metric Tonne -.23%
- Citi US Economic Surprise Index .4 -.7 point
- Citi Eurozone Economic Surprise Index 91.60 -1.5 points
- Citi Emerging Markets Economic Surprise Index 67.9 -.9 point
- 10-Year TIPS Spread 2.24 -3.5 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 -278 open in Japan
- China A50 Futures: Indicating -207 open in China
- DAX Futures: Indicating -6 open in Germany
Portfolio:
- Lower: On losses in my commodity/industrial/tech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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