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, July 10, 2009

Weekly Scoreboard* 

Indices
S&P 500 879.13 -1.93%
DJIA 8,146.52 -1.62%
NASDAQ 1,756.03 -2.25%
Russell 2000 480.98 -3.26%
Wilshire 5000 8,920.19 -2.17%
Russell 1000 Growth 396.06 -1.47%
Russell 1000 Value 439.34 -2.67%
Morgan Stanley Consumer 538.83 -1.63%
Morgan Stanley Cyclical 523.83 -3.62%
Morgan Stanley Technology 435.39 -1.81%
Transports 3,111.16 -1.51%
Utilities 346.26 -1.26%
MSCI Emerging Markets 31.11 -3.10%


Sentiment/Internals
NYSE Cumulative A/D Line 31,616 -12.33%
Bloomberg New Highs-Lows Index -96
Bloomberg Crude Oil % Bulls 32.0 +100.0%
CFTC Oil Net Speculative Position +15,357 -62.34%

CFTC Oil Total Open Interest 1,162,597 +.24%
Total Put/Call 1.08 +2.86%
OEX Put/Call .82 -46.05%
ISE Sentiment 104.0 -29.73%
NYSE Arms 1.94 -45.20%
Volatility(VIX) 29.02 +3.83%
G7 Currency Volatility (VXY) 14.10 +6.17%
Smart Money Flow Index 7,968.37 -1.92%
AAII % Bulls 27.91 -26.24%
AAII % Bears 54.65 +22.56%


Futures Spot Prices
Crude Oil 59.68 -10.04%
Reformulated Gasoline 165.12 -7.36%
Natural Gas 3.36 -7.44%
Heating Oil 152.74 -9.99%
Gold 912.50 -1.84%
Base Metals 142.86 -5.01%
Copper 221.60 -3.55%
Agriculture 292.41 -3.49%


Economy
10-year US Treasury Yield 3.30% -20 basis points

U.S. Sovereign Debt Credit Default Swap 40.0 +11.11%

10-year TIPS Spread 1.52% -14 basis points
TED Spread 34.0 -10 basis points
N. Amer. Investment Grade Credit Default Swap Index 145.0 +5.35%
Emerging Markets Credit Default Swap Index 416.75 +7.24%
Citi US Economic Surprise Index +37.90 +1.88%

CMBS Super Senior AAA 10-year Treasury Spread 691.0 -4.56%
Fed Fund Futures imply 75.7% chance of no change, 24.3% chance of 25 basis point cut on 6/24
Iraqi 2028 Govt Bonds 64.02 -.91%
4-Wk MA of Jobless Claims 606,000 -1.6%

Continuing Claims Unemployment Rate 5.1% +2.0%
Average 30-year Mortgage Rate 5.20% -12 basis points
Weekly Mortgage Applications 493,100 +10.86%

ABC Consumer Confidence -52 -1.96%
Weekly Retail Sales -4.4%
Nationwide Gas $2.57/gallon -.06/gallon
US Cooling Demand Next 7 Days 4.0% above normal
ECRI Weekly Leading Economic Index 118.50 +.94%
US Dollar Index 80.30 +.14%
Baltic Dry Index 3,018 -17.81%

Rail Freight Carloads 169,290 -10.22%

No. 1 Heavy Melt Scrap Steel 188.33 USD/Ton +2.73%
CRB Index 233.51 -5.02%


Best Performing Style
Large-cap Growth -1.47%


Worst Performing Style
Small-cap Growth -3.40%


Leading Sectors
Airlines +.88%
Hospitals +.10%
Retail +.05%
Restaurants unch.
Drugs unch.


Lagging Sectors
Construction -6.37%
Steel -6.82%
Gold -7.98%
Oil Tankers -9.93%
Alt Energy -10.35%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change
Posted by: Gary / 5:30 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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