- Advance/Decline Line: Substantially Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 19.5 +1.6%
- Bloomberg Global Risk On/Risk Off Index 3,134.0 +2.0 points
- Euro/Yen Carry Return Index 135.86 +.27%
- Emerging Markets Currency Volatility(VXY) 9.5 -1.4%
- S&P 500 Implied Correlation 53.2 +.5%
- ISE Sentiment Index 94.0 -5.0 points
- Total Put/Call .87 +2.4%
- NYSE Arms .86 +6.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.54 +1.06%
- US Energy High-Yield OAS 433.02 -.13%
- European Financial Sector CDS Index 59.98 +1.21%
- Italian/German 10Y Yld Spread 115.0 +4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 79.74 +.87%
- Emerging Market CDS Index 165.57 -1.26%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.42 +.28%
- 2-Year Swap Spread 10.75 -.75 basis point
- TED Spread 16.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -1.5 +1.0 basis point
- MBS 5/10 Treasury Spread 63.25 +.25 basis point
- IHS Markit CMBX BBB- 6 71.5 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.05 +.57%
- 3-Month T-Bill Yield .01% unch.
- Yield Curve 143.0 -5.0 basis points
- China Iron Ore Spot 191.10 USD/Metric Tonne +8.9%
- Citi US Economic Surprise Index 22.3 +.1 point
- Citi Eurozone Economic Surprise Index 164.3 +5.2 points
- Citi Emerging Markets Economic Surprise Index 51.7 -.2 point
- 10-Year TIPS Spread 2.46 unch.
- 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 -46 open in Japan
- China A50 Futures: Indicating -56 open in China
- DAX Futures: Indicating +13 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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