Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 14.6 -.47%
- Euro/Yen Carry Return Index 126.71 +.66%
- Emerging Markets Currency Volatility(VXY) 8.18 -1.68%
- S&P 500 Implied Correlation 37.16 +2.79%
- ISE Sentiment Index 108.0 -25.5%
- Total Put/Call .77 -2.5%
- NYSE Arms .83 +12.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.86 +1.33%
- America Energy Sector High-Yield CDS Index 604.0 -3.73%
- European Financial Sector CDS Index 67.20 -.56%
- Italian/German 10Y Yld Spread 243.5 -3.25 basis points
- Asia Ex-Japan Investment Grade CDS Index 65.85 +.21%
- Emerging Market CDS Index 176.28 +1.98%
- iBoxx Offshore RMB China Corporate High Yield Index 163.75 +.10%
- 2-Year Swap Spread 1.5 -1.25 basis points
- TED Spread 26.0 +3.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -12.25 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 67.27 -.13%
- 3-Month T-Bill Yield 2.1% -2.0 basis points
- Yield Curve 28.50 +1.5 basis points
- China Iron Ore Spot 109.80 USD/Metric Tonne -1.52%
- Citi US Economic Surprise Index -62.40 -.8 point
- Citi Eurozone Economic Surprise Index -1.3 +14.0 points
- Citi Emerging Markets Economic Surprise Index -31.20 unch.
- 10-Year TIPS Spread 1.74 -1.0 basis point
- 100.0% chance of Fed rate cut at Sept. 18th meeting, 100.0% chance of cut at October 30th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +17 open in Japan
- China A50 Futures: Indicating -43 open in China
- DAX Futures: Indicating -47 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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