Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.43 -1.26%
- Euro/Yen Carry Return Index 138.55 +.36%
- Emerging Markets Currency Volatility(VXY) 7.88 -2.11%
- S&P 500 Implied Correlation 21.77 -3.03%
- ISE Sentiment Index 119.0 +6.25%
- Total Put/Call .95 +31.94%
- NYSE Arms .98 -8.25%
Credit Investor Angst:
- North American Investment Grade CDS Index 55.84 -1.74%
- America Energy Sector High-Yield CDS Index 407.0 +.33%
- European Financial Sector CDS Index 59.52 -1.11%
- Western Europe Sovereign Debt CDS Index 5.00 -3.0%
- Asia Pacific Sovereign Debt CDS Index 18.99 +7.16%
- Emerging Market CDS Index 185.08 -.66%
- iBoxx Offshore RMB China Corporate High Yield Index 142.05 +.04%
- 2-Year Swap Spread 25.75 +.25 basis point
- TED Spread 29.0 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -40.0 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.73 +.16%
- 3-Month T-Bill Yield 1.04% -1.0 basis point
- Yield Curve 85.0 -1.0 basis point
- China Import Iron Ore Spot $62.05/Metric Tonne -1.34%
- Citi US Economic Surprise Index -7.90 +.6 point
- Citi Eurozone Economic Surprise Index 50.20 -3.9 points
- Citi Emerging Markets Economic Surprise Index 15.0 +1.7 basis points
- 10-Year TIPS Spread 1.86 -2.0 basis points
- 70.5% chance of Fed rate hike at Dec. 13 meeting, 71.1% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +44 open in Japan
- China A50 Futures: Indicating +57 open in China
- DAX Futures: Indicating unch. open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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