Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 13.82 -4.16%
- Euro/Yen Carry Return Index 131.56 -.17%
- Emerging Markets Currency Volatility(VXY) 11.55 unch.
- S&P 500 Implied Correlation 56.91 -1.57%
- ISE Sentiment Index 164.0 +42.6%
- Total Put/Call .59 -11.94%
- NYSE Arms 1.01 -4.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 83.42 +.1%
- America Energy Sector High-Yield CDS Index 1,651.0 -13.0%
- European Financial Sector CDS Index 81.54 +1.45%
- Western Europe Sovereign Debt CDS Index 28.18 +1.70%
- Asia Pacific Sovereign Debt CDS Index 61.10 -1.28%
- Emerging Market CDS Index 298.25 -2.11%
- iBoxx Offshore RMB China Corporate High Yield Index 126.35 +.35%
- 2-Year Swap Spread 8.25 +1.25 basis points
- TED Spread 36.0 +1.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -19.75 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.69 -.24%
- 3-Month T-Bill Yield .28% unch.
- Yield Curve 104.0 unch.
- China Import Iron Ore Spot $57.50/Metric Tonne +2.51%
- Citi US Economic Surprise Index -.2 +.1 point
- Citi Eurozone Economic Surprise Index -45.90 +.3 point
- Citi Emerging Markets Economic Surprise Index -18.70 -.2 point
- 10-Year TIPS Spread 1.63% +4.0 basis points
- 36.6% chance of Fed rate hike at June 15 meeting, 44.2% chance at July 27 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -34 open in Japan
- China A50 Futures: Indicating +81 open in China
- DAX Futures: Indicating +31 open in Germany
Portfolio:
- Higher: On gains in my tech/retail/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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