- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 18.3 -3.1%
- Bloomberg Global Risk On/Risk Off Index 3,281.0 +24.0 points
- Euro/Yen Carry Return Index 137.42 -.19%
- Emerging Markets Currency Volatility(VXY) 9.3 +.9%
- S&P 500 Implied Correlation 49.0 -3.5%
- ISE Sentiment Index 116.0 +18.0 points
- Total Put/Call .76 -7.3%
- NYSE Arms .64 -56.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.71 -.41%
- US Energy High-Yield OAS 439.08 -.42%
- European Financial Sector CDS Index 59.46 -.24%
- Italian/German 10Y Yld Spread 114.0 +1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 85.81 -.87%
- Emerging Market CDS Index 160.84 -.66%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.21 +.03%
- 2-Year Swap Spread 8.0 -.5 basis point
- TED Spread 13.0 -1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -1.5 +.25 basis point
- MBS 5/10 Treasury Spread 62.25 -.25 basis point
- IHS Markit CMBX BBB- 6 71.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.22 unch.
- 3-Month T-Bill Yield .01% unch.
- Yield Curve 143.0 -2.0 basis points
- China Iron Ore Spot 172.90 USD/Metric Tonne -8.7%
- Citi US Economic Surprise Index 3.8 -.2 point
- Citi Eurozone Economic Surprise Index 136.70 +.2 point
- Citi Emerging Markets Economic Surprise Index 53.3 -.1 point
- 10-Year TIPS Spread 2.43 -2.0 basis points
- 93.0% chance of no change at Sept. 22nd meeting, 93.0% chance of no change at Nov. 3rd meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -27 open in Japan
- China A50 Futures: Indicating +82 open in China
- DAX Futures: Indicating -7 open in Germany
Portfolio:
- Higher: On gains in my biotech/commodity/industrial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
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