Economic Gauges:
- Bloomberg Emerging Markets Currency Index 39.0 -.14%
- 3-Month T-Bill Yield 4.61% -1.0 basis point
- China Iron Ore Spot 96.0 USD/Metric Tonne -.5%
- Dutch TTF Nat Gas(European benchmark) 37.3 euros/megawatt-hour +5.4%
- Citi US Economic Surprise Index -12.7 +1.1 points
- Citi Eurozone Economic Surprise Index -58.0 unch.
- Citi Emerging Markets Economic Surprise Index -6.7 +1.1 points
- S&P 500 Current Quarter EPS Growth Rate YoY(9 of 500 reporting) +5.4% +.5 percentage point
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 266.62 +.03: Growth Rate +14.1% unch., P/E 21.5 unch.
- S&P 500 Current Year Estimated Profit Margin 12.68% +1.0 basis point
- NYSE FANG+ Current Quarter EPS Growth Rate YoY(0 of 10 reporting) n/a n/a
- NYSE FANG+ Blended Forward 12 Months Mean EPS Estimate 363.73 +.16: Growth Rate +27.7% unch., P/E 31.5 -.1
- Bloomberg US Financial Conditions Index .75 +5.0 basis points
- Bloomberg Euro-Zone Financial Conditions Index .65 -4.0 basis points
- US Yield Curve 22.5 basis point (2s/10s) +3.0 basis points
- US Atlanta Fed 3Q GDPNow Forecast +2.93% unch.
- US Recession Within 6 Months Probability(3M/18M Forward Yld Curve Spread) 63.4 +.5 percentage point
- Cleveland Fed Inflation Nowcast Core PCE YoY +2.77% unch.: CPI YoY +2.25% unch.
- 10-Year TIPS Spread 2.18 unch.
- Highest target rate probability for Dec. 18th FOMC meeting: 49.2%(+.3 percentage point) chance of 4.0%-4.25%. Highest target rate probability for Jan. 29th meeting: 39.9%(+2.4 percentage points) chance of 3.75%-4.0%. (current target rate is 4.75-5.0%)
Overseas Futures:
- Nikkei 225 Futures: Indicating +260 open in Japan
- China A50 Futures: Indicating +85 open in China
- DAX Futures: Indicating +160 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/utility sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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