- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 17.6 +.2%
- Bloomberg Global Risk On/Risk Off Index 3,230.0 +138.0 points
- Euro/Yen Carry Return Index 136.11 +.1%
- Emerging Markets Currency Volatility(VXY) 9.7 -.72%
- S&P 500 Implied Correlation 50.7 +5.4%
- ISE Sentiment Index 134.0 +29.0 points
- Total Put/Call .77 +11.6%
- NYSE Arms .70 -20.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.11 -.88%
- US Energy High-Yield OAS 441.72 -.83%
- European Financial Sector CDS Index 59.31 -.28%
- Italian/German 10Y Yld Spread 111.0 +4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 81.70 -1.27%
- Emerging Market CDS Index 167.56 -.68%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.15 -.12%
- 2-Year Swap Spread 11.75 +1.0 basis point
- TED Spread 18.0 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.75 +1.75 basis points
- MBS 5/10 Treasury Spread 64.25 -.25 basis point
- IHS Markit CMBX BBB- 6 71.5 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.08 +.30%
- 3-Month T-Bill Yield .01% unch.
- Yield Curve 145.0 +4.0 basis points
- China Iron Ore Spot 187.70 USD/Metric Tonne -.1%
- Citi US Economic Surprise Index 43.30 -.9 point
- Citi Eurozone Economic Surprise Index 121.9 -8.2 points
- Citi Emerging Markets Economic Surprise Index 43.3 +.5 point
- 10-Year TIPS Spread 2.42 +3.0 basis points
- 90.5% chance of no change at Sept. 22nd meeting, 86.2% chance of no change at Nov. 3rd meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -38 open in Japan
- China A50 Futures: Indicating +10 open in China
- DAX Futures: Indicating +17 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/energy sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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