Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Aeound Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 17.73 +5.16%
- Euro/Yen Carry Return Index 130.43 -.35%
- Emerging Markets Currency Volatility(VXY) 11.63 -.51%
- S&P 500 Implied Correlation 58.52 +.58%
- ISE Sentiment Index 70.0 -18.0%
- Total Put/Call .81 -2.41%
- NYSE Arms .77 +10.08%
Credit Investor Angst:
- North American Investment Grade CDS Index 94.38 -.07%
- America Energy Sector High-Yield CDS Index 1,553.0.0 -22.54%
- European Financial Sector CDS Index 98.17 -1.09%
- Western Europe Sovereign Debt CDS Index 30.62 -3.65%
- Asia Pacific Sovereign Debt CDS Index 68.65 +.75%
- Emerging Market CDS Index 339.28 -.39%
- iBoxx Offshore RMB China Corporate High Yield Index 124.60 +.16%
- 2-Year Swap Spread 4.25 -.5 basis point
- TED Spread 36.5 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -28.75 +2.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.25 +.11%
- 3-Month T-Bill Yield .27% unch.
- Yield Curve 100.0 -2.0 basis points
- China Import Iron Ore Spot $63.74/Metric Tonne +18.59%
- Citi US Economic Surprise Index -11.80 +1.1 points
- Citi Eurozone Economic Surprise Index -61.80 +.7 point
- Citi Emerging Markets Economic Surprise Index -11.0 +2.2 points
- 10-Year TIPS Spread 1.50% -3.0 basis points
- 22.7% chance of Fed rate hike at April 27 meeting, 45.9% chance at June 15 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -141 open in Japan
- China A50 Futures: Indicating +22 open in China
- DAX Futures: Indicating -20 open in Germany
Portfolio:
- Higher: On gains in my biotech/medical/retail sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges, then covered some of them
- Market Exposure: 50% Net Long
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