- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 16.1 -3.9%
- Bloomberg Global Risk On/Risk Off Index 3,519.0 +70.0 points
- Euro/Yen Carry Return Index 134.80 +.05%
- Emerging Markets Currency Volatility(VXY) 9.16 +.66%
- S&P 500 Implied Correlation 47.8 +.2%
- ISE Sentiment Index 117.0 -1.0 point
- Total Put/Call .66 -5.7%
- NYSE Arms .95 +4.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.70 -.96%
- US Energy High-Yield OAS 436.0 -.02%
- European Financial Sector CDS Index 58.36 -1.0%
- Italian/German 10Y Yld Spread 110.0 -1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 85.77 -.44%
- Emerging Market CDS Index 160.07 +.03%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.40 +.25%
- 2-Year Swap Spread 8.5 +.25 basis point
- TED Spread 12.75 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -1.0 unch.
- MBS 5/10 Treasury Spread 62.25 -1.25 basis points
- IHS Markit CMBX BBB- 6 71.75 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.38 +.12%
- 3-Month T-Bill Yield .01% unch.
- Yield Curve 147.0 +4 basis points
- China Iron Ore Spot 188.50 USD/Metric Tonne +2.3%
- Citi US Economic Surprise Index 4.4 +1.1 points
- Citi Eurozone Economic Surprise Index 154.70 +10.0 points
- Citi Emerging Markets Economic Surprise Index 54.0 +2.3 points
- 10-Year TIPS Spread 2.45 +1.0 basis point
- 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 -59 open in Japan
- China A50 Futures: Indicating -21 open in China
- DAX Futures: Indicating -9 open in Germany
Portfolio:
- Higher: On gains in my technology/commodity/industrial/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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