Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 16.28 -2.51%
- Euro/Yen Carry Return Index 131.23 +.8%
- Emerging Markets Currency Volatility(VXY) 11.65 +2.1%
- S&P 500 Implied Correlation 56.44 -1.19%
- ISE Sentiment Index 86.0 -9.47%
- Total Put/Call .87 +14.47%
- NYSE Arms .47 -35.85%
Credit Investor Angst:
- North American Investment Grade CDS Index 94.18 -2.79%
- America Energy Sector High-Yield CDS Index 2,036.0 -6.05%
- European Financial Sector CDS Index 99.0 -1.43%
- Western Europe Sovereign Debt CDS Index 31.96 +4.34%
- Asia Pacific Sovereign Debt CDS Index 68.25 -2.37%
- Emerging Market CDS Index 337.74 -2.32%
- iBoxx Offshore RMB China Corporate High Yield Index 124.40 +.07%
- 2-Year Swap Spread 4.75 +.5 basis point
- TED Spread 36.5 +4.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -30.0 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.22 +.85%
- 3-Month T-Bill Yield .27% unch.
- Yield Curve 102.0 +4.0 basis points
- China Import Iron Ore Spot $53.75/Metric Tonne +4.98%
- Citi US Economic Surprise Index -12.90 -.6 point
- Citi Eurozone Economic Surprise Index -62.50 +.4 point
- Citi Emerging Markets Economic Surprise Index -8.80 +.4 point
- 10-Year TIPS Spread 1.53% -1.0 basis point
- 20.9% chance of Fed rate hike at April 27 meeting, 41.5% chance at June 15 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +145 open in Japan
- China A50 Futures: Indicating +72 open in China
- DAX Futures: Indicating +31 open in Germany
Portfolio:
- Higher: On gains in my biotech/medical/retail/tech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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