Between the Hedges Between the Hedges

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

Google
Web Site

Friday, July 03, 2009

Weekly Scoreboard* 

Indices
S&P 500 896.42 -2.59%
DJIA 8,280.74 -2.26%
NASDAQ 1,796.52 -1.80%
Russell 2000 497.21 -2.35%
Wilshire 5000 9,118.50 -2.29%
Russell 1000 Growth 401.97 -2.13%
Russell 1000 Value 451.38 -2.75%
Morgan Stanley Consumer 547.74 -2.02%
Morgan Stanley Cyclical 543.49 -2.02%
Morgan Stanley Technology 443.44 -1.58%
Transports 3,158.74 -3.14%
Utilities 350.69 -2.07%
MSCI Emerging Markets 32.11 +.89%


Sentiment/Internals
NYSE Cumulative A/D Line 34,222 +1.11%
Bloomberg New Highs-Lows Index -82 -18.84%
Bloomberg Crude Oil % Bulls 27.0 +28.0%
CFTC Oil Large Speculative Longs 201,463 unch.
Total Put/Call 1.05 +17.98%
OEX Put/Call 1.52 +12.59%
ISE Sentiment 148.0 +54.17%
NYSE Arms 3.54 +331.71%
Volatility(VIX) 27.95 +6.03%
G7 Currency Volatility (VXY) 13.28 -7.65%
Smart Money Flow Index 8,030.34 -1.22%
AAII % Bulls 37.84 4+35.14%
AAII % Bears 44.59 -8.63%


Futures Spot Prices
Crude Oil 65.63 –5.49%
Reformulated Gasoline 175.37 -6.68%
Natural Gas 3.60 -12.60%
Heating Oil 166.89 -6.76%
Gold 932.50 -.71%
Base Metals 150.40 -1.96%
Copper 226.45 -1.26%
Agriculture 302.97 -4.37%


Economy
10-year US Treasury Yield 3.50% -4 basis points

U.S. Sovereign Debt Credit Default Swap 36.0 -14.29%

10-year TIPS Spread 1.66% -3 basis points
TED Spread 41.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 137.63 -2.53%
Emerging Markets Credit Default Swap Index 388.61 -5.14%
Citi US Economic Surprise Index +35.80 -29.80%
Fed Fund Futures imply 76.0% chance of no change, 24.0% chance of 25 basis point cut on 8/12
Iraqi 2028 Govt Bonds 64.19 -.53%
4-Wk MA of Jobless Claims 615,300 -.40%
Average 30-year Mortgage Rate 5.32% -10 basis points
Weekly Mortgage Applications 444,800 -18.86%
Weekly Retail Sales -4.40%
Nationwide Gas $2.63/gallon -.03/gallon
US Cooling Demand Next 7 Days 7.0% below normal
ECRI Weekly Leading Economic Index 117.60 unch.
US Dollar Index 80.44 +.66%
Baltic Dry Index 3,672 -.84%
CRB Index 245.86 -2.17%


Best Performing Style
Mid-cap Value -2.12%


Worst Performing Style
Large-cap Value -2.75%


Leading Sectors
Semis +1.61%
Computer Hardware +.98%
Disk Drives +.54%
Restaurants -.46%
Education -.57%


Lagging Sectors
Construction -4.67%
Road & Rail -4.73%
Insurance -4.74%
Oil Service -6.60%
Coal -6.91%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change
Posted by: Gary / 4:10 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.

This page is powered by Blogger. Isn't yours?


All Rights Reserved © 2004-2009, Between the Hedges