- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 17.9 +26%
- Bloomberg Global Risk On/Risk Off Index 3,456.0 -4.0 points
- Euro/Yen Carry Return Index 138.20 -.04%
- Emerging Markets Currency Volatility(VXY) 9.04 -.44%
- S&P 500 Implied Correlation 50.7 +.2%
- ISE Sentiment Index 152.0 -18.0 points
- Total Put/Call .61 -11.6%
- NYSE Arms .50 -24.24%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.84 +1.46%
- US Energy High-Yield OAS 419.32 -.98%
- European Financial Sector CDS Index 58.3 +1.7%
- Italian/German 10Y Yld Spread 108.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 87.28 +1.20%
- Emerging Market CDS Index 160.46 +2.3%
- China Corp. High-Yield Bond USD ETF(KCCB) 39.29 -.09%
- 2-Year Swap Spread 8.0 -.25 basis point
- TED Spread 11.25 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.5 +.25 basis point
- MBS 5/10 Treasury Spread 64.75 unch.
- IHS Markit CMBX BBB- 6 72.5 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.33 -.57%
- 3-Month T-Bill Yield .02% +1.0 basis point
- Yield Curve 144.0 -2.0 basis points
- China Iron Ore Spot 196.50 USD/Metric Tonne unch.
- Citi US Economic Surprise Index 13.3 +4.1 points
- Citi Eurozone Economic Surprise Index 152.3 +1.3 points
- Citi Emerging Markets Economic Surprise Index 59.50 unch.
- 10-Year TIPS Spread 2.45 -1.0 basis point
- 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 -66 open in Japan
- China A50 Futures: Indicating -109 open in China
- DAX Futures: Indicating -3 open in Germany
Portfolio:
- Slightly Lower: On losses in my technology/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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