- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.6 +1.1%
- Euro/Yen Carry Return Index 130.39 +.71%
- Emerging Markets Currency Volatility(VXY) 11.08 -1.2%
- S&P 500 Implied Correlation 40.1 +3.9%
- ISE Sentiment Index 97.0 +22.0 points
- Total Put/Call .60 -21.1%
- NYSE Arms 1.05 +94.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 66.19 -.09%
- US Energy High-Yield OAS 769.15 -.86%
- European Financial Sector CDS Index 62.97 +1.21%
- Italian/German 10Y Yld Spread 143.75 +1.25 basis points
- Asia Ex-Japan Investment Grade CDS Index 62.10 -1.5%
- Emerging Market CDS Index 179.03 +.36%
- iBoxx Offshore RMB China Corporate High Yield Index 177.39 -.01%
- 2-Year Swap Spread 7.25 +.5 basis point
- TED Spread 16.0 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -1.5 +1.0 basis point
- MBS 5/10 Treasury Spread 89.5 +.5 basis point
- IHS Markit CMBX BBB- 6 68.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.16 +.12%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 50.5 +2.0 basis points
- China Iron Ore Spot 116.9 USD/Metric Tonne -3.2%
- Citi US Economic Surprise Index 235.30 -1.4 points
- Citi Eurozone Economic Surprise Index 146.60 +13.4 points
- Citi Emerging Markets Economic Surprise Index 24.7 -.7 point
- 10-Year TIPS Spread 1.70 +2.0 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 -53 open in Japan
- China A50 Futures: Indicating -34 open in China
- DAX Futures: Indicating -7 open in Germany
Portfolio:
- Slightly Higher: On gains in my biotech/medical/tech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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