- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 18.3 -6.2%
- Bloomberg Global Risk On/Risk Off Index 3,217.0 +135.0 points
- Euro/Yen Carry Return Index 135.5 -.2%
- Emerging Markets Currency Volatility(VXY) 9.63 -.21%
- S&P 500 Implied Correlation 51.5 -1.4%
- ISE Sentiment Index 99.0 -19.0 points
- Total Put/Call .83 -3.5%
- NYSE Arms .70 -36.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.93 +.42%
- US Energy High-Yield OAS 433.76 -.54%
- European Financial Sector CDS Index 59.26 -.59%
- Italian/German 10Y Yld Spread 111.0 +1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 79.10 -.19%
- Emerging Market CDS Index 168.10 -1.85%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.31 -.15%
- 2-Year Swap Spread 11.5 unch.
- TED Spread 16.75 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.5 +.25 basis point
- MBS 5/10 Treasury Spread 63.0 unch.
- IHS Markit CMBX BBB- 6 71.5 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.69 +.1%
- 3-Month T-Bill Yield .01% unch.
- Yield Curve 148.0 unch.
- China Iron Ore Spot 185.20 USD/Metric Tonne +.5%
- Citi US Economic Surprise Index 22.2 -.6 point
- Citi Eurozone Economic Surprise Index 159.5 +1.4 points
- Citi Emerging Markets Economic Surprise Index 51.9 +.1 point
- 10-Year TIPS Spread 2.46 +3.0 basis points
- 89.0% chance of no change at Sept. 22nd meeting, 89.0% chance of no change at Nov. 3rd meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +338 open in Japan
- China A50 Futures: Indicating -173 open in China
- DAX Futures: Indicating +7 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/industrial/energy sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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