- Advance/Decline Line: Substantially Lower
- Sector Performance: Most Sectors Declining
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 16.7 +3.3%
- Bloomberg Global Risk On/Risk Off Index 3,149.0 -22.0 points
- Euro/Yen Carry Return Index 134.56 -.43%
- Emerging Markets Currency Volatility(VXY) 8.70 -.34%
- S&P 500 Implied Correlation 48.51 +1.7%
- ISE Sentiment Index 87.0 -18.0 points
- Total Put/Call .79 -10.2%
- NYSE Arms .88 -27.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 48.4 +1.24%
- US Energy High-Yield OAS 377.27 -.83%
- European Financial Sector CDS Index 53.91 -.19%
- Italian/German 10Y Yld Spread 101.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 88.82 -.21%
- Emerging Market CDS Index 162.70 +1.8%
- China Corp. High-Yield Bond USD ETF(KCCB) 38.92 -.1%
- 2-Year Swap Spread 7.75 +.25 basis point
- TED Spread 8.5 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -4.75 unch.
- MBS 5/10 Treasury Spread 68.5 -1.75 basis points
- IHS Markit CMBX BBB- 6 73.75 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.86 -.25%
- 3-Month T-Bill Yield .05% unch.
- Yield Curve 114.0 +2.0 basis points
- China Iron Ore Spot 210.75 USD/Metric Tonne +.25%
- Citi US Economic Surprise Index 20.8 +24.0 points
- Citi Eurozone Economic Surprise Index 82.20 -1.3 points
- Citi Emerging Markets Economic Surprise Index 63.5 +5.1 points
- 10-Year TIPS Spread 2.37 +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 -178 open in Japan
- China A50 Futures: Indicating -90 open in China
- DAX Futures: Indicating -27 open in Germany
Portfolio:
- Slightly Lower: On losses in my commodity/industrial/tech/biotech sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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