- S&P 500 1,518.20 +.17%
- DJIA 14,089.66 +.64%
- NASDAQ 3,169.74 +.25%
- Russell 2000 914.73 -.16%
- Value Line Geometric(broad market) 392.96 -.43%
- Russell 1000 Growth 694.56 +.43%
- Russell 1000 Value 772.04 -.05%
- Morgan Stanley Consumer 928.01 +.33%
- Morgan Stanley Cyclical 1,122.15 +.47%
- Morgan Stanley Technology 725.72 +.21%
- Transports 5,984.90 +.69%
- Utilities 481.39 +.73%
- Bloomberg European Bank/Financial Services 94.80 -1.53%
- MSCI Emerging Markets 43.42 -.10%
- Lyxor L/S Equity Long Bias 1,120.39 -.96%
- Lyxor L/S Equity Variable Bias 837.09 -.57%
- NYSE Cumulative A/D Line 174,546 +1.36%
- Bloomberg New Highs-Lows Index 281 +378
- Bloomberg Crude Oil % Bulls 32.4 +94.5%
- CFTC Oil Net Speculative Position 236,098 -8.46%
- CFTC Oil Total Open Interest 1,654,089 +.24%
- Total Put/Call 1.18 +28.26%
- OEX Put/Call 1.95 +12.72%
- ISE Sentiment 83.0 -30.83%
- NYSE Arms 1.12 +62.32%
- Volatility(VIX) 15.36 +8.40%
- S&P 500 Implied Correlation 59.94 +2.92%
- G7 Currency Volatility (VXY) 9.64 unch.
- Smart Money Flow Index 11,176.59 -.71%
- Money Mkt Mutual Fund Assets $2.663 Trillion +.20%
- AAII % Bulls 28.4 -32.1%
- AAII % Bears 36.6 +12.6%
- CRB Index 290.36 -1.08%
- Crude Oil 90.68 -2.87%
- Reformulated Gasoline 312.86 -4.57%
- Natural Gas 3.46 +5.50%
- Heating Oil 293.01 -5.79%
- Gold 1,572.30 -.51%
- Bloomberg Base Metals Index 203.98 -3.33%
- Copper 350.10 -1.17%
- US No. 1 Heavy Melt Scrap Steel 352.67 USD/Ton unch.
- China Iron Ore Spot 150.60 USD/Ton -1.95%
- Lumber 395.80 +5.24%
- UBS-Bloomberg Agriculture 1,530.40 +.06%
- ECRI Weekly Leading Economic Index Growth Rate 6.8% -80 basis points
- Philly Fed ADS Real-Time Business Conditions Index .0969 n/a
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 113.88 +.28%
- Citi US Economic Surprise Index 7.70 +12.5 points
- Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 3/20
- US Dollar Index 82.31 +1.05%
- Yield Curve 160.0 -11 basis points
- 10-Year US Treasury Yield 1.84% -12 basis points
- Federal Reserve's Balance Sheet $3.072 Trillion -.14%
- U.S. Sovereign Debt Credit Default Swap 39.50 +1.28%
- Illinois Municipal Debt Credit Default Swap 144.0 -1.19%
- Western Europe Sovereign Debt Credit Default Swap Index 102.83 +2.26%
- Emerging Markets Sovereign Debt CDS Index 180.12 +2.63%
- Israel Sovereign Debt Credit Default Swap 123.54 +.31%
- Iraq Sovereign Debt Credit Default Swap 446.09 +2.54%
- China Blended Corporate Spread Index 397.0 +18 basis points
- 10-Year TIPS Spread 2.54% unch.
- TED Spread 18.25 +1.5 basis points
- 2-Year Swap Spread 13.75 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -20.25 -.5 basis point
- N. America Investment Grade Credit Default Swap Index 87.08 -.51%
- European Financial Sector Credit Default Swap Index 163.62 +9.07%
- Emerging Markets Credit Default Swap Index 243.93 +4.0%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 129.50 +5.5 basis points
- M1 Money Supply $2.459 Trillion -.92%
- Commercial Paper Outstanding 1,063.10 unch.
- 4-Week Moving Average of Jobless Claims 355,000 -5,800
- Continuing Claims Unemployment Rate 2.4% unch.
- Average 30-Year Mortgage Rate 3.51% -5 basis points
- Weekly Mortgage Applications 753.0 -3.76%
- Bloomberg Consumer Comfort -32.8 +.6 point
- Weekly Retail Sales +2.7% -10 basis points
- Nationwide Gas $3.77/gallon -.01/gallon
- Baltic Dry Index 757.0 +2.30%
- China (Export) Containerized Freight Index 1,134.82 -1.53%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
- Rail Freight Carloads 238,083 -5.2%
- Mid-Cap Growth +.67%
- Small-Cap Value -.27%
- Biotech +2.4%
- Homebuilders +1.7%
- Airlines +1.3%
- Foods +1.2%
- Papers +1.1%
- Gold & Silver -2.2%
- Construction -2.7%
- Alt Energy -4.2%
- Coal -7.4%
- Education -8.6%
- CWH, SLCA, WBMD, FIRE, BKS, ALC, HPQ, SSTK, GWRE, COG, CRZO, CCXI, CBRL, PANW, FRGI, BLOX, WMGI, SIR, AHS, B, TSRO, RPAI, BCPC, IMGN and BIO
- NDSN, ARCP, DDS, CEC, PZZA, ECPG, KRA, CHMT, LO, TRAK, VOLC, MMSI, TRLA, VSI and BSFT
ETFs
Stocks
*5-Day Change
4 comments:
Gary,
Just wanted to confirm that the 2/22/2013 post on the CMBS AAA Super Senior 10-Year Treasury Spread to Swaps of 129.50 is correct. Would you kindly confirm whether 129.5 bps is accurate? Thank you. Great blog, by the way, I truly enjoy it.
yes, it is correct. it may be a bit confusing because i had been using a different quote from Morgan Stanley, but it quit updating for several weeks on my Bloomberg so i switched to this quote. It is from CRE Direct News and the Bloomberg Symbol is CMBGASSW Index.
thank you, Gary. One further question for you, do you recall the ticker symbol for the quote from Morgan Stanley that you had been using?
On Bloomberg it is CMBSAAAS Index. Last update appears to be April 12 at 92.0 bps.
Post a Comment