- Advance/Decline Line: Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 20.3 -1.2%
- Bloomberg Global Risk On/Risk Off Index 1,469.0 +144.0 points
- Euro/Yen Carry Return Index 130.19 +1.1%
- Emerging Markets Currency Volatility(VXY) 10.1 +.1%
- S&P 500 Implied Correlation 47.0 -1.2%
- ISE Sentiment Index 133.0 +12.0 points
- Total Put/Call .58 -26.6%
- NYSE Arms 1.05 -36.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 49.05 -2.62%
- US Energy High-Yield OAS 667.41 -1.32%
- European Financial Sector CDS Index 57.22 -5.65%
- Italian/German 10Y Yld Spread 120.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 58.94 -1.76%
- Emerging Market CDS Index 161.53 -1.92%
- iBoxx Offshore RMB China Corporate High Yield Index 181.25 +.13%
- 2-Year Swap Spread 7.0 -1.25 basis points
- TED Spread 14.75 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -21.25 -.25 basis point
- MBS 5/10 Treasury Spread 69.5 -3.25 basis points
- IHS Markit CMBX BBB- 6 71.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.21 +.73%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 69.75 +1.0 basis point
- China Iron Ore Spot 127.96 USD/Metric Tonne +.58%
- Citi US Economic Surprise Index 75.30 -2.5 points
- Citi Eurozone Economic Surprise Index 126.8 +3.1 points
- Citi Emerging Markets Economic Surprise Index 66.9 +1.8 points
- 10-Year TIPS Spread 1.82 +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 +118 open in Japan
- China A50 Futures: Indicating +21 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/industrial/consumer staple sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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