Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Market Leading Stocks: Performing In Line
- Volatility(VIX) 11.55 +2.38%
- Euro/Yen Carry Return Index 136.28 +.26%
- Emerging Markets Currency Volatility(VXY) 7.17 +.84%
- S&P 500 Implied Correlation 35.49 +.28%
- ISE Sentiment Index 132.zero +22.22%
- Total Put/Call .93 -Four.12%
- North American Investment Grade CDS Index 59.46 -.99%
- America Energy Sector High-Yield CDS Index 477.zero +.31%
- European Financial Sector CDS Index 54.87 -.69%
- Western Europe Sovereign Debt CDS Index 5.88 -1.18%
- Asia Pacific Sovereign Debt CDS Index 18.21 -7.28%
- Emerging Market CDS Index 185.97 +.65%
- iBoxx Offshore RMB China Corporate High Yield Index 141.13 +.05%
- 2-Year Swap Spread 21.75 -1.5 foundation factors
- TED Spread 30.75 +.5 foundation level
- Three-Month EUR/USD Cross-Currency Basis Swap -26.75 unch.
- Bloomberg Emerging Markets Currency Index 74.56 +.09%
- Three-Month T-Bill Yield 1.02% unch.
- Yield Curve 83.zero -1.zero foundation level
- China Import Iron Ore Spot $77.15/Metric Tonne -1.57%
- Citi US Economic Surprise Index -30.90 +1.Four factors
- Citi Eurozone Economic Surprise Index 25.90 +6.7 factors
- Citi Emerging Markets Economic Surprise Index 19.70 +1.6 foundation factors
- 10-Year TIPS Spread 1.76 unch.
- 17.5% probability of Fed fee hike at Nov. 1 assembly, 38.eight% probability at Dec. 1Three assembly
- Nikkei 225 Futures: Indicating -2 open in Japan
- China A50 Futures: Indicating +46 open in China
- DAX Futures: Indicating +Three open in Germany
- Slightly Higher: On good points in my medical/biotech sector longs
- Market Exposure: 75% Net Long
SOURCE: BETWEEN THE HEDGES – Read whole story here.
