Broad Equity Market Tone:
- Advance/Decline Line: Slightly Lower
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 16.95 +2.73%
- Euro/Yen Carry Return Index 131.92 -.51%
- Emerging Markets Currency Volatility(VXY) 11.46 -1.72%
- S&P 500 Implied Correlation 58.42 -1.58%
- ISE Sentiment Index 71.0 -6.58%
- Total Put/Call 1.0 -.99%
- NYSE Arms 1.14 +44.65%
Credit Investor Angst:
- North American Investment Grade CDS Index 85.36 +2.88%
- America Energy Sector High-Yield CDS Index 1,754.0 -5.11%
- European Financial Sector CDS Index 77.25 +2.66%
- Western Europe Sovereign Debt CDS Index 27.59 -.7%
- Asia Pacific Sovereign Debt CDS Index 64.59 -2.42%
- Emerging Market CDS Index 320.42 -.04%
- iBoxx Offshore RMB China Corporate High Yield Index 125.60 +.25%
- 2-Year Swap Spread 5.25 unch.
- TED Spread 31.25 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -23.75 -1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.89 +.24%
- 3-Month T-Bill Yield .32% unch.
- Yield Curve 100.0 -2.0 basis points
- China Import Iron Ore Spot $55.55/Metric Tonne -2.70%
- Citi US Economic Surprise Index -7.50 +1.8 points
- Citi Eurozone Economic Surprise Index -51.40 +3.4 points
- Citi Emerging Markets Economic Surprise Index -21.30 +.5 point
- 10-Year TIPS Spread 1.53% unch.
- 26.7% chance of Fed rate hike at April 27 meeting, 53.1% chance at June 15 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +16 open in Japan
- China A50 Futures: Indicating -11 open in China
- DAX Futures: Indicating +19 open in Germany
Portfolio:
- Higher: On gains in my medical/biotech/tech sector longs and emerging market shorts
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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