- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 20.5 -7.6%
- Bloomberg Global Risk On/Risk Off Index 3,155.0 +156.0 points
- Euro/Yen Carry Return Index 137.2 -.05%
- Emerging Markets Currency Volatility(VXY) 9.3 -.22%
- S&P 500 Implied Correlation 51.3 -1.3%
- ISE Sentiment Index 143.0 +38.0 points
- Total Put/Call .83 -21.7%
- NYSE Arms 1.26 -19.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.34 -.98%
- US Energy High-Yield OAS 439.44 +.72%
- European Financial Sector CDS Index 60.39 -1.75%
- Italian/German 10Y Yld Spread 118.0 -5.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 89.0 +3.7%
- Emerging Market CDS Index 161.17 -2.65%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.26 -.17%
- 2-Year Swap Spread 10.0 unch.
- TED Spread 15.0 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -.75 +1.5 basis points
- MBS 5/10 Treasury Spread 63.0 +1.0 basis point
- IHS Markit CMBX BBB- 6 71.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.41 +.18%
- 3-Month T-Bill Yield .00% -1.0 basis point
- Yield Curve 151.0 +2.0 basis points
- China Iron Ore Spot 198.90 USD/Metric Tonne +1.1%
- Citi US Economic Surprise Index -.5 -4.1 points
- Citi Eurozone Economic Surprise Index 134.60 -1.6 points
- Citi Emerging Markets Economic Surprise Index 54.0 +3.9 points
- 10-Year TIPS Spread 2.46 -7.0 basis points
- 89.0% chance of no change at Sept. 22nd meeting, 87.1% chance of no change at Nov. 3rd meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +117 open in Japan
- China A50 Futures: Indicating +45 open in China
- DAX Futures: Indicating -5 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical/industrial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
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