- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 28.1 -.11%
- Bloomberg Global Risk On/Risk Off Index 266.0 unch.
- Euro/Yen Carry Return Index 128.67 +.19%
- Emerging Markets Currency Volatility(VXY) 10.93 -.18%
- S&P 500 Implied Correlation 51.04 +1.71%
- ISE Sentiment Index 134.0 +35.0 points
- Total Put/Call .81 +2.53%
- NYSE Arms 1.19 +142.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 56.75 -1.02%
- US Energy High-Yield OAS 803.40 -.17%
- European Financial Sector CDS Index 72.50 -2.23%
- Italian/German 10Y Yld Spread 133.0 -4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 65.44 -.61%
- Emerging Market CDS Index 203.16 +.25%
- iBoxx Offshore RMB China Corporate High Yield Index 179.56 +.02%
- 2-Year Swap Spread 8.25 -.25 basis point
- TED Spread 13.0 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -13.5 -.5 basis point
- MBS 5/10 Treasury Spread 80.0 +.75 basis point
- IHS Markit CMBX BBB- 6 68.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 59.74 +.04%
- 3-Month T-Bill Yield .09% unch.
- Yield Curve 70.0 +3.5 basis points
- China Iron Ore Spot 113.75 USD/Metric Tonne -3.1%
- Citi US Economic Surprise Index 127.9 -.2 point
- Citi Eurozone Economic Surprise Index 15.70 +10.2 points
- Citi Emerging Markets Economic Surprise Index 40.50 -.1 point
- 10-Year TIPS Spread 1.75 -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 +19 open in Japan
- China A50 Futures: Indicating +167 open in China
- DAX Futures: Indicating -31 open in Germany
Portfolio:
- Slightly Higher: On gains in my biotech/industrial/consumer staple sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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