- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 22.0 unch.
- Bloomberg Global Risk On/Risk Off Index 567.15 -54.4 points
- Euro/Yen Carry Return Index 129.87 -.46%
- Emerging Markets Currency Volatility(VXY) 11.09 +.36%
- S&P 500 Implied Correlation 37.37 -2.5%
- ISE Sentiment Index 130.0 +33.0 points
- Total Put/Call .61 -1.6%
- NYSE Arms .93 -11.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 66.20 +.16%
- US Energy High-Yield OAS 764.98 -.26%
- European Financial Sector CDS Index 61.33 -2.6%
- Italian/German 10Y Yld Spread 145.0 +1.25 basis points
- Asia Ex-Japan Investment Grade CDS Index 62.0 -.05%
- Emerging Market CDS Index 180.03 +1.37%
- iBoxx Offshore RMB China Corporate High Yield Index 177.50 +.06%
- 2-Year Swap Spread 8.0 +.75 basis point
- TED Spread 13.75 -2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -2.0 -.5 basis point
- MBS 5/10 Treasury Spread 90.25 +.75 basis point
- IHS Markit CMBX BBB- 6 68.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.09 -.15%
- 3-Month T-Bill Yield .10% +1.0 basis point
- Yield Curve 55.0 +4.5 basis points
- China Iron Ore Spot 119.45 USD/Metric Tonne -.54%
- Citi US Economic Surprise Index 238.10 +2.7 points
- Citi Eurozone Economic Surprise Index 143.70 -2.9 points
- Citi Emerging Markets Economic Surprise Index 24.9 +.2 point
- 10-Year TIPS Spread 1.73 +3.0 basis points
- 100.0% chance of no change at Nov. 5th meeting, 100.0% chance of no change at Dec. 16th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -10 open in Japan
- China A50 Futures: Indicating -39 open in China
- DAX Futures: Indicating -39 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/medical/industrial/consumer staple sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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