Between the Hedges Between the Hedges

Portfolio Manager's commentary on investing and trading in the U.S. financial markets

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Friday, May 15, 2009

Weekly Scoreboard* 

Indices
S&P 500 882.88 -4.99%
DJIA 8,268.64 -3.57%
NASDAQ 1,680.14 -3.39%
Russell 2000 475.84 -7.03%
Wilshire 5000 8,928.51 -5.26%
Russell 1000 Growth 387.37 -3.72%
Russell 1000 Value 452.62 -6.62%
Morgan Stanley Consumer 542.05 -3.34%
Morgan Stanley Cyclical 514.70 -10.72%
Morgan Stanley Technology 408.59 -2.60%
Transports 3,053.01 -8.90%
Utilities 329.80 -5.89%
MSCI Emerging Markets 30.13 -3.71%


Sentiment/Internals
NYSE Cumulative A/D Line 28,751 -11.86%
Bloomberg New Highs-Lows Index -53 -82.76%
Bloomberg Crude Oil % Bulls 20.0 -47.37%
CFTC Oil Large Speculative Longs 170,991 -2.54%
Total Put/Call .79 -9.20%
OEX Put/Call 1.24 -28.32%
ISE Sentiment 115.0 %-15.44%
NYSE Arms 2.27 +194.81%
Volatility(VIX) 33.12 +3.33%
G7 Currency Volatility (VXY) 14.14 +5.68%
Smart Money Flow Index 8,172.10 -.07%
AAII % Bulls 43.81 -.64%
AAII % Bears 35.24 +5.73%


Futures Spot Prices
Crude Oil 56.34 -3.92%
Reformulated Gasoline 168.06 -1.26%
Natural Gas 4.10 -5.79%
Heating Oil 141.88 -6.52%
Gold 931.30 +1.51%
Base Metals 132.32 -6.02%
Copper 201.75 -6.31%
Agriculture 325.40 -1.24%


Economy
10-year US Treasury Yield 3.13% -16 basis points
10-year TIPS Spread 1.52% -5 basis points
TED Spread 67.0 -10 basis points
N. Amer. Investment Grade Credit Default Swap Index 156.86 +9.02%
Emerging Markets Credit Default Swap Index 413.99 +6.27%
Citi US Economic Surprise Index +42.70 +15.41%
Fed Fund Futures imply 82.0% chance of no change, 18.0% chance of 25 basis point cut on 6/24
Iraqi 2028 Govt Bonds 61.09 +5.59%
4-Wk MA of Jobless Claims 630,500 +1.0%
Average 30-year Mortgage Rate 4.86% +2 basis points
Weekly Mortgage Applications 895,600 -8.58%
Weekly Retail Sales +.30%
Nationwide Gas $2.29/gallon +.12/gallon
US Cooling Demand Next 7 Days 8.0% below normal
ECRI Weekly Leading Economic Index 111.0 +1.19%
US Dollar Index 82.95 +.51%
Baltic Dry Index 2,544 +14.90%
CRB Index 236.24 -2.87%


Best Performing Style
Large-Cap Growth -3.72%


Worst Performing Style
Small-cap Value -8.17%


Leading Sectors
Education +8.72%
Software +1.67%
Drugs +1.01%
Computer Services -.67%
Biotech -.77%


Lagging Sectors
Steel -12.44%
Coal -13.18%
Gaming -13.31%
Oil Tankers -13.98%
Banks -16.21%


One-Week High-Volume Gainers

One-Week High-Volume Losers


*5-Day Change
Posted by: Gary / 11:41 PM

The positions and strategies discussed on Between the Hedges are offered for entertainment purposes and are in no way intended to serve as personal investing advice. Readers should not make any investment decision without first conducting their own thorough due diligence. Readers should assume the editor holds a position in any securities discussed, recommended or panned. While the information provided is obtained from sources believed to be reliable, its accuracy or completeness cannot be guaranteed, nor can this publication be, in any way, considered liable for the future investment performance of any securities or strategies discussed.

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