Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 10.14 -.69%
- Euro/Yen Carry Return Index 137.98 -.05%
- Emerging Markets Currency Volatility(VXY) 8.09 +3.3%
- S&P 500 Implied Correlation 23.05 +4.25%
- ISE Sentiment Index 108.0 +20.0%
- Total Put/Call .98 +40.0%
- NYSE Arms 1.19 +23.65%
Credit Investor Angst:
- North American Investment Grade CDS Index 58.97 -.97%
- America Energy Sector High-Yield CDS Index 425.0 -1.44%
- European Financial Sector CDS Index 60.44 +.75%
- Western Europe Sovereign Debt CDS Index 5.11 unch.
- Asia Pacific Sovereign Debt CDS Index 16.50 +.21%
- Emerging Market CDS Index 190.10 -.40%
- iBoxx Offshore RMB China Corporate High Yield Index 141.95 n/a
- 2-Year Swap Spread 26.75 +1.0 basis point
- TED Spread 29.0 -2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -32.25 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.92 -.34%
- 3-Month T-Bill Yield 1.05% +3.0 basis points
- Yield Curve 80.0 +1.0 basis point
- China Import Iron Ore Spot $64.95/Metric Tonne +3.0%
- Citi US Economic Surprise Index -13.10 -4.4 points
- Citi Eurozone Economic Surprise Index 37.70 -3.1 points
- Citi Emerging Markets Economic Surprise Index 14.60 -.6 basis point
- 10-Year TIPS Spread 1.85 unch.
- 71.6% chance of Fed rate hike at Dec. 13 meeting, 72.7% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -55 open in Japan
- China A50 Futures: Indicating -4 open in China
- DAX Futures: Indicating -4 open in Germany
Portfolio:
- Higher: On gains in my medical/retail/tech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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