- Advance/Decline Line: Substantially Lower
- Sector Performance: Most Sectors Declining
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 20.0 +12.0%
- Bloomberg Global Risk On/Risk Off Index 3,027.0 -231.0 points
- Euro/Yen Carry Return Index 135.19 -.32%
- Emerging Markets Currency Volatility(VXY) 9.0 +.9%
- S&P 500 Implied Correlation 51.5 +7.5%
- ISE Sentiment Index 115.0 -5.0 points
- Total Put/Call .87 +4.8%
- NYSE Arms 1.47 -2.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.6 +2.1%
- US Energy High-Yield OAS 395.90 +.60%
- European Financial Sector CDS Index 56.22 +1.7%
- Italian/German 10Y Yld Spread 107.0 +6.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 84.13 -.34%
- Emerging Market CDS Index 15847 +1.40%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.25 +.17%
- 2-Year Swap Spread 6.5 -.75 basis point
- TED Spread 9.5 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -3.75 -.5 basis point
- MBS 5/10 Treasury Spread 72.0 +.75 basis point
- IHS Markit CMBX BBB- 6 74.0 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.37 -.51%
- 3-Month T-Bill Yield .03% unch.
- Yield Curve 130.0 -7.0 basis points
- China Iron Ore Spot 206.85 USD/Metric Tonne -.3%
- Citi US Economic Surprise Index 44.8 +.3 point
- Citi Eurozone Economic Surprise Index 116.0 -4.4 points
- Citi Emerging Markets Economic Surprise Index 78.7 -.3 point
- 10-Year TIPS Spread 2.24 unch.
- 100.0% chance of no change at Nov. 3rd meeting, 100.0% chance of no change at Dec. 15th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -329 open in Japan
- China A50 Futures: Indicating -125 open in China
- DAX Futures: Indicating +11 open in Germany
Portfolio:
- Slightly Lower: On losses in my commodity/industrial/biotech sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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