- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 20.8 -.1%
- Bloomberg Global Risk On/Risk Off Index 1,488.0 +44.0 points
- Euro/Yen Carry Return Index 130.83 +.35%
- Emerging Markets Currency Volatility(VXY) 10.06 unch.
- S&P 500 Implied Correlation 46.7 -3.1%
- ISE Sentiment Index 112.0 +21.0 points
- Total Put/Call .67 +3.1%
- NYSE Arms 1.05 -36.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 49.75 -.25%
- US Energy High-Yield OAS 660.32 -.66%
- European Financial Sector CDS Index 58.56 +2.3%
- Italian/German 10Y Yld Spread 115.0 -5.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 58.07 -1.6%
- Emerging Market CDS Index 162.61 +.15%
- iBoxx Offshore RMB China Corporate High Yield Index 181.43 +.10%
- 2-Year Swap Spread 7.25 +.25 basis point
- TED Spread 15.25 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -19.0 +2.25 basis points
- MBS 5/10 Treasury Spread 70.0 +.5 basis point
- IHS Markit CMBX BBB- 6 71.0 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.65 unch.
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 75.5 +5.75 basis points
- China Iron Ore Spot 131.20 USD/Metric Tonne +.14%
- Citi US Economic Surprise Index 73.30 -2.0 points
- Citi Eurozone Economic Surprise Index 129.1 +2.3 points
- Citi Emerging Markets Economic Surprise Index 64.7 -2.2 points
- 10-Year TIPS Spread 1.86 +4.0 basis points
- 100.0% chance of no change at Jan. 27th meeting, 100.0% chance of no change at March 17th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +65 open in Japan
- China A50 Futures: Indicating +61 open in China
- DAX Futures: Indicating -11 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/industrial/medical sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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