Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.3 -1.7%
- Euro/Yen Carry Return Index 133.49 -.08%
- Emerging Markets Currency Volatility(VXY) 10.12 -.69%
- S&P 500 Implied Correlation 47.24 +.66%
- ISE Sentiment Index 92.0 -15.6%
- Total Put/Call .98 -8.4%
- NYSE Arms .98 -24.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 79.80 -2.42%
- America Energy Sector High-Yield CDS Index 685.0 +1.09%
- European Financial Sector CDS Index 108.77 -2.42%
- Italian/German 10Y Yld Spread 289.0 +3.0 basis points
- Asia Pacific Sovereign Debt CDS Index 9.79 -1.9%
- Emerging Market CDS Index 206.42 -.79%
- iBoxx Offshore RMB China Corporate High Yield Index 149.56 +1.18%
- 2-Year Swap Spread 11.5 -1.25 basis points
- TED Spread 39.25 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -15.75 +3.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.81 -.05%
- 3-Month T-Bill Yield 2.40% +2.0 basis points
- Yield Curve 11.0 -2.5 basis points
- China Iron Ore Spot 65.3 USD/Metric Tonne +.59%
- Citi US Economic Surprise Index -7.1 -.6 point
- Citi Eurozone Economic Surprise Index -45.60 +3.3 points
- Citi Emerging Markets Economic Surprise Index -5.8 +.9 point
- 10-Year TIPS Spread 1.83 -4.0 basis points
- 75.1% chance of Fed rate hike at Jan. 30th meeting, 83.5% chance at March 20th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +247 open in Japan
- China A50 Futures: Indicating +80 open in China
- DAX Futures: Indicating +58 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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