- Advance/Decline Line: Substantially Lower
- Sector Performance: Almost Every Sector Declining
- Volume: Around Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 16.6 +10.0%
- Bloomberg Global Risk On/Risk Off Index 3,155.0 -240.0 points
- Euro/Yen Carry Return Index 135.14 -.62%
- Emerging Markets Currency Volatility(VXY) 8.75 +2.1%
- S&P 500 Implied Correlation 48.6 +2.4%
- ISE Sentiment Index 119.0 +15.0 points
- Total Put/Call .85 +10.4%
- NYSE Arms 1.96 +69.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 47.53 +1.3%
- US Energy High-Yield OAS 378.92 +1.1%
- European Financial Sector CDS Index 53.84 +.98%
- Italian/German 10Y Yld Spread 101.0 -4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 84.91 +1.14%
- Emerging Market CDS Index 157.51 +2.6%
- China Corp. High-Yield Bond USD ETF(KCCB) 38.60 -.71%
- 2-Year Swap Spread 7.75 +1.0 basis point
- TED Spread 9.5 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -5.0 -1.5 basis points
- MBS 5/10 Treasury Spread 68.25 +1.25 basis points
- IHS Markit CMBX BBB- 6 73.5 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.08 -.69%
- 3-Month T-Bill Yield .04% unch.
- Yield Curve 121.0 +1.0 basis point
- China Iron Ore Spot 206.05 USD/Metric Tonne -1.39%
- Citi US Economic Surprise Index 1.6 -9.9 points
- Citi Eurozone Economic Surprise Index 96.50 -11.7 points
- Citi Emerging Markets Economic Surprise Index 71.0 -3.4 points
- 10-Year TIPS Spread 2.33 -1.0 basis point
- 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 -233 open in Japan
- China A50 Futures: Indicating -222 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Slightly Lower: On losses in my commodity/industrial/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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