- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 26.4 -2.2%
- Bloomberg Global Risk On/Risk Off Index 240.0 +47.0 points
- Euro/Yen Carry Return Index 127.91 +.04%
- Emerging Markets Currency Volatility(VXY) 11.12 unch.
- S&P 500 Implied Correlation 44.5 -.29%
- ISE Sentiment Index 124.0 +12.0 points
- Total Put/Call .90 +18.4%
- NYSE Arms .76 +13.4
Credit Investor Angst:
- North American Investment Grade CDS Index 55.35 -2.02%
- US Energy High-Yield OAS 808.66 -.48%
- European Financial Sector CDS Index 71.74 -3.56%
- Italian/German 10Y Yld Spread 127.0 -4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 66.60 -.55%
- Emerging Market CDS Index 204.68 -1.74%
- iBoxx Offshore RMB China Corporate High Yield Index 179.26 +.03%
- 2-Year Swap Spread 8.75 -.5 basis point
- TED Spread 12.25 -1.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -9.25 +3.0 basis points
- MBS 5/10 Treasury Spread 82.25 -2.75 basis points
- IHS Markit CMBX BBB- 6 68.0 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.34 +.19%
- 3-Month T-Bill Yield .09% -1.0 basis point
- Yield Curve 59.25 +2.0 basis points
- China Iron Ore Spot 117.0 USD/Metric Tonne +3.36%
- Citi US Economic Surprise Index 134.2 -4.6 points
- Citi Eurozone Economic Surprise Index 31.50 -2.3 points
- Citi Emerging Markets Economic Surprise Index 43.0 -1.7 points
- 10-Year TIPS Spread 1.71 +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 +135 open in Japan
- China A50 Futures: Indicating +25 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Higher: On gains in my industrial/consumer staple/tech/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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