Broad Equity Market Tone:
- Advance/Decline Line: Modestly Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 19.25 +2.45%
- Euro/Yen Carry Return Index 133.65 -.56%
- Emerging Markets Currency Volatility(VXY) 10.16 +.59%
- S&P 500 Implied Correlation 43.79 +1.37%
- ISE Sentiment Index 184.0 +29.6%
- Total Put/Call .78 -13.3%
- NYSE Arms 1.16 -4.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 75.95 +1.42%
- America Energy Sector High-Yield CDS Index 672.0 -.93%
- European Financial Sector CDS Index 104.68 +1.56%
- Italian/German 10Y Yld Spread 290.0 +1.75 basis points
- Asia Pacific Sovereign Debt CDS Index 9.78 -3.83%
- Emerging Market CDS Index 206.85 -.29%
- iBoxx Offshore RMB China Corporate High Yield Index 147.41 +.52%
- 2-Year Swap Spread 16.75 -.25 basis point
- TED Spread 36.75 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -10.5 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 67.21 -.48%
- 3-Month T-Bill Yield 2.36% unch.
- Yield Curve 20.0 -1.75 basis points
- China Iron Ore Spot 63.14 USD/Metric Tonne +.40%
- Citi US Economic Surprise Index -5.3 -.8 point
- Citi Eurozone Economic Surprise Index -62.90 -6.3 points
- Citi Emerging Markets Economic Surprise Index -5.4 +.6 point
- 10-Year TIPS Spread 1.99 unch.
- 79.6% chance of Fed rate hike at Jan. 30th meeting, 90.0% chance at March 20th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +60 open in Japan
- China A50 Futures: Indicating +79 open in China
- DAX Futures: Indicating +31 open in Germany
Portfolio:
- Higher: On gains in my biotech/industrial/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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