Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 14.09 +.14%
- Euro/Yen Carry Return Index 127.09 -.25%
- Emerging Markets Currency Volatility(VXY) 9.86 unch.
- S&P 500 Implied Correlation 53.71 -.24%
- ISE Sentiment Index 100.0 +42.86%
- Total Put/Call .85 -1.16%
- NYSE Arms 1.05 +.19%
Credit Investor Angst:
- North American Investment Grade CDS Index 73.39 -.62%
- America Energy Sector High-Yield CDS Index 762.0 -4.11%
- European Financial Sector CDS Index 95.18 +1.12%
- Western Europe Sovereign Debt CDS Index 25.62 -1.44%
- Asia Pacific Sovereign Debt CDS Index 51.37 +.58%
- Emerging Market CDS Index 275.57 -2.15%
- iBoxx Offshore RMB China Corporate High Yield Index 129.19 +.01%
- 2-Year Swap Spread 14.25 +.25 basis point
- TED Spread 40.25 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -29.5 +2.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.89 +.73%
- 3-Month T-Bill Yield .24% -2.0 basis points
- Yield Curve 93.0 unch.
- China Import Iron Ore Spot $52.56/Metric Tonne +.04%
- Citi US Economic Surprise Index -24.40 +.8 point
- Citi Eurozone Economic Surprise Index -5.0 -2.6 points
- Citi Emerging Markets Economic Surprise Index 9.0 -1.6 points
- 10-Year TIPS Spread 1.61% +1.0 basis point
- 20.0% chance of Fed rate hike at July 27 meeting, 39.2% chance at September 21 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -55 open in Japan
- China A50 Futures: Indicating -216 open in China
- DAX Futures: Indicating +5 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/tech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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