Broad Equity Market Tone:
- Advance/Decline Line: Modestly Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.71 -.72%
- Euro/Yen Carry Return Index 140.0 +.61%
- Emerging Markets Currency Volatility(VXY) 7.80 +1.56%
- S&P 500 Implied Correlation 22.29 +1.32%
- ISE Sentiment Index 52.0 -8.77%
- Total Put/Call .80 -6.98%
- NYSE Arms 1.11 +24.11%
Credit Investor Angst:
- North American Investment Grade CDS Index 59.33 +1.09%
- America Energy Sector High-Yield CDS Index 429.0 +4.67%
- European Financial Sector CDS Index 57.62 +1.44%
- Western Europe Sovereign Debt CDS Index 4.44 -.67%
- Asia Pacific Sovereign Debt CDS Index 15.10 -3.14%
- Emerging Market CDS Index 188.89 -.36%
- iBoxx Offshore RMB China Corporate High Yield Index 141.85 +.13%
- 2-Year Swap Spread 27.25 +1.5 basis points
- TED Spread 30.25 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -25.5 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 74.42 -.13%
- 3-Month T-Bill Yield 1.03% unch.
- Yield Curve 84.0 +1.0 basis point
- China Import Iron Ore Spot $66.09/Metric Tonne -5.11%
- Citi US Economic Surprise Index -9.30 +8.1 points
- Citi Eurozone Economic Surprise Index 21.20 -1.1 points
- Citi Emerging Markets Economic Surprise Index 16.40 +.9 basis point
- 10-Year TIPS Spread 1.84 -2.0 basis points
- 72.2% chance of Fed rate hike at Dec. 13 meeting, 72.8% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -32 open in Japan
- China A50 Futures: Indicating -7 open in China
- DAX Futures: Indicating -7 open in Germany
Portfolio:
- Slightly Lower: On losses in my medical/tech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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