Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 25.4 -1.9%
- Bloomberg Global Risk On/Risk Off Index 386.0 +79.0 points
- Euro/Yen Carry Return Index 129.52 -.34%
- Emerging Markets Currency Volatility(VXY) 11.2 +.7%
- S&P 500 Implied Correlation 51.6 -2.3%
- ISE Sentiment Index 124.0 +8.0 points
- Total Put/Call .68 -17.1%
- NYSE Arms 1.14 +65.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 67.80 -1.45%
- US Energy High-Yield OAS 821.28 +.65%
- European Financial Sector CDS Index 62.37 -3.19%
- Italian/German 10Y Yld Spread 151.25 unch.
- Asia Ex-Japan Investment Grade CDS Index 57.53 -1.11%
- Emerging Market CDS Index 164.40 -2.81%
- iBoxx Offshore RMB China Corporate High Yield Index 177.99 +.04%
- 2-Year Swap Spread 8.25 unch.
- TED Spread 15.25 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -4.75 +2.0 basis points
- MBS 5/10 Treasury Spread 93.25 +2.0 basis points
- IHS Markit CMBX BBB- 6 66.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.76 +.14%
- 3-Month T-Bill Yield .11% unch.
- Yield Curve 53.25 -.5 basis point
- China Iron Ore Spot 122.88 USD/Metric Tonne -2.82%
- Citi US Economic Surprise Index 178.0 -3.5 points
- Citi Eurozone Economic Surprise Index 83.2 +.2 point
- Citi Emerging Markets Economic Surprise Index 49.6 +2.9 points
- 10-Year TIPS Spread 1.68 +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 -90 open in Japan
- China A50 Futures: Indicating -16 open in China
- DAX Futures: Indicating -21 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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