Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Most Sectors Rising
- Volume: Heavy
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 11.24 +.09%
- Euro/Yen Carry Return Index 138.48 -1.16%
- Emerging Markets Currency Volatility(VXY) 8.16 +1.24%
- S&P 500 Implied Correlation 18.67 -3.62%
- ISE Sentiment Index 101.0 +46.38%
- Total Put/Call .85 -26.72%
- NYSE Arms .99 -.75%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.21 +.83%
- America Energy Sector High-Yield CDS Index 391.0 +.36%
- European Financial Sector CDS Index 55.67 -3.08%
- Western Europe Sovereign Debt CDS Index 4.68 +3.08%
- Asia Pacific Sovereign Debt CDS Index 15.92 +.44%
- Emerging Market CDS Index 179.50 +1.52%
- iBoxx Offshore RMB China Corporate High Yield Index 144.60 +.02%
- 2-Year Swap Spread 22.25 -.25 basis points
- TED Spread 27.75 +2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -42.0 -2.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.50 -.72%
- 3-Month T-Bill Yield 1.10% -1.0 basis point
- Yield Curve 84.0 unch.
- China Import Iron Ore Spot $61.47/Metric Tonne -1.24%
- Citi US Economic Surprise Index 30.60 +.1 point
- Citi Eurozone Economic Surprise Index 60.10 +4.2 basis points
- Citi Emerging Markets Economic Surprise Index 21.30 +4.4 basis points
- 10-Year TIPS Spread 1.90 +2.0 basis points
- 85.9% chance of Fed rate hike at Dec. 13 meeting, 86.5% chance at Jan. 31 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +131 open in Japan
- China A50 Futures: Indicating +44 open in China
- DAX Futures: Indicating +19 open in Germany
Portfolio:
- Higher: On gains in my tech/retail/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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