- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 27.09 -5.0%
- Bloomberg Global Risk On/Risk Off Index 25.0 +34.0 points
- Euro/Yen Carry Return Index 127.21 -.2%
- Emerging Markets Currency Volatility(VXY) 12.17 +.08%
- S&P 500 Implied Correlation 58.44 -1.27%
- ISE Sentiment Index 97.0 +3.2 points
- Total Put/Call .87 -13.0%
- NYSE Arms 1.51 +137.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 59.41 +2.11%
- US Energy High-Yield OAS 887.99 +.69%
- European Financial Sector CDS Index 81.64 +2.56%
- Italian/German 10Y Yld Spread 142.0 +2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 78.75 +2.46%
- Emerging Market CDS Index 239.98 -.86%
- iBoxx Offshore RMB China Corporate High Yield Index 178.16 -.07%
- 2-Year Swap Spread 9.25 unch.
- TED Spread 14.25 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -4.5 -1.5 basis points
- MBS 5/10 Treasury Spread 94.5 -.5 basis point
- IHS Markit CMBX BBB- 6 66.25 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.10 -.51%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 54.0 +.5 basis point
- China Iron Ore Spot 113.80 USD/Metric Tonne +.54%
- Citi US Economic Surprise Index 170.4 -1.2 points
- Citi Eurozone Economic Surprise Index 47.80 +2.1 points
- Citi Emerging Markets Economic Surprise Index 50.5 +1.1 points
- 10-Year TIPS Spread 1.58 -1.0 basis point
- 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 -120 open in Japan
- China A50 Futures: Indicating -82 open in China
- DAX Futures: Indicating +24 open in Germany
Portfolio:
- Higher: On gains in my tech/industrial/biotech/medical sector longs and emerging market shorts
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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