- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 27.2 -2.0%
- Bloomberg Global Risk On/Risk Off Index 104.0 +99.0 points
- Euro/Yen Carry Return Index 127.41 -.2%
- Emerging Markets Currency Volatility(VXY) 11.67 unch.
- S&P 500 Implied Correlation 59.4 +1.0%
- ISE Sentiment Index 97.0 +1.0 point
- Total Put/Call .86 -11.3%
- NYSE Arms 1.23 -8.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.27 -.79%
- US Energy High-Yield OAS 843.24 +1.4%
- European Financial Sector CDS Index 78.19 +.83%
- Italian/German 10Y Yld Spread 137.0 -8.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 75.05 +1.46%
- Emerging Market CDS Index 233.07 +1.02%
- iBoxx Offshore RMB China Corporate High Yield Index 178.25 +.03%
- 2-Year Swap Spread 8.25 +.25 basis point
- TED Spread 14.0 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.5 +.75 basis point
- MBS 5/10 Treasury Spread 95.5 -1.5 basis points
- IHS Markit CMBX BBB- 6 67.0 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.8 -.42%
- 3-Month T-Bill Yield .09% +1.0 basis point
- Yield Curve 54.5 unch.
- China Iron Ore Spot 113.90 USD/Metric Tonne -.08%
- Citi US Economic Surprise Index 165.0 -1.1 points
- Citi Eurozone Economic Surprise Index 47.80 -.8 point
- Citi Emerging Markets Economic Surprise Index 49.7 +.4 point
- 10-Year TIPS Spread 1.61 -2.0 basis points
- 100.0% chance of no change at Dec. 16th meeting, 100.0% chance of no change at Jan. 27th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -480 open in Japan
- China A50 Futures: Indicating -29 open in China
- DAX Futures: Indicating +29 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/industrial/consumer staple sector longs and emerging market shorts
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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