- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 26.4 +.8%
- Bloomberg Global Risk On/Risk Off Index 97.0 -59.0 points
- Euro/Yen Carry Return Index 128.57 +.82%
- Emerging Markets Currency Volatility(VXY) 12.1 -.08%
- S&P 500 Implied Correlation 56.9 0 -.45%
- ISE Sentiment Index 115.0 +6.0 points
- Total Put/Call .80 +3.9%
- NYSE Arms 1.34 +19.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 59.41 +3.45%
- US Energy High-Yield OAS 878.50 +.1%
- European Financial Sector CDS Index 80.17 +1.64%
- Italian/German 10Y Yld Spread 140.0 -1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 77.22 -1.52%
- Emerging Market CDS Index 237.41 +.78%
- iBoxx Offshore RMB China Corporate High Yield Index 178.05 -.01%
- 2-Year Swap Spread 9.5 +.25 basis point
- TED Spread 13.25 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -16.0 -10.75 basis points
- MBS 5/10 Treasury Spread 93.25 -1.25 basis points
- IHS Markit CMBX BBB- 6 66.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 58.96 +.24%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 53.0 -1.0 basis point
- China Iron Ore Spot 117.85 USD/Metric Tonne +.91%
- Citi US Economic Surprise Index 168.2 -2.2 points
- Citi Eurozone Economic Surprise Index 48.60 +.8 point
- Citi Emerging Markets Economic Surprise Index 47.4 -3.1 points
- 10-Year TIPS Spread 1.64 +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 -20 open in Japan
- China A50 Futures: Indicating +86 open in China
- DAX Futures: Indicating -16 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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