Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 13.49 -2.49%
- Euro/Yen Carry Return Index 133.19 +.10%
- Emerging Markets Currency Volatility(VXY) 11.40 -1.72%
- S&P 500 Implied Correlation 53.72 -.44%
- ISE Sentiment Index 78.0 +3.0%
- Total Put/Call 1.13 +14.14%
- NYSE Arms .63 -54.56%
Credit Investor Angst:
- North American Investment Grade CDS Index 79.63 -3.54%
- America Energy Sector High-Yield CDS Index 1,472.0 +2.07%
- European Financial Sector CDS Index 90.02 -5.30%
- Western Europe Sovereign Debt CDS Index 25.63 -1.16%
- Asia Pacific Sovereign Debt CDS Index 55.40 -2.64%
- Emerging Market CDS Index 283.40 -2.51%
- iBoxx Offshore RMB China Corporate High Yield Index 126.59 +.13%
- 2-Year Swap Spread 10.25 -.75 basis point
- TED Spread 40.5 +6.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -23.25 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.19 +.64%
- 3-Month T-Bill Yield .19% -4.0 basis points
- Yield Curve 107.0 +5.0 basis points
- China Import Iron Ore Spot $54.18/Metric Tonne -1.69%
- Citi US Economic Surprise Index -3.40 +.4 point
- Citi Eurozone Economic Surprise Index -33.60 -2.1 points
- Citi Emerging Markets Economic Surprise Index -12.20 -.1 point
- 10-Year TIPS Spread 1.65% +3.0 basis points
- 22.0% chance of Fed rate hike at June 15 meeting, 32.9% chance at July 27 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +197 open in Japan
- China A50 Futures: Indicating +114 open in China
- DAX Futures: Indicating +42 open in Germany
Portfolio:
- Higher: On gains in my medical/retail/tech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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