Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.79 +.68%
- Euro/Yen Carry Return Index 123.81 -.49%
- Emerging Markets Currency Volatility(VXY) 9.58 -2.04%
- S&P 500 Implied Correlation 46.61 +1.05%
- ISE Sentiment Index 92.0 unch.
- Total Put/Call .76 -8.43%
- NYSE Arms 1.64 +7.86%
Credit Investor Angst:
- North American Investment Grade CDS Index 62.69 +.45%
- America Energy Sector High-Yield CDS Index 359.0 -2.69%
- European Financial Sector CDS Index 94.88 +1.03%
- Western Europe Sovereign Debt CDS Index 22.67 +7.80%
- Asia Pacific Sovereign Debt CDS Index 25.18 +.28%
- Emerging Market CDS Index 214.82 +1.15%
- iBoxx Offshore RMB China Corporate High Yield Index 134.91 +.23%
- 2-Year Swap Spread 36.25 +1.0 basis point
- TED Spread 55.0 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -27.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.57 -.36%
- 3-Month T-Bill Yield .50% -1.0 basis point
- Yield Curve 117.0 -2.0 basis points
- China Import Iron Ore Spot $90.50/Metric Tonne -.92%
- Citi US Economic Surprise Index 45.70 -1.7 points
- Citi Eurozone Economic Surprise Index 70.20 -.5 point
- Citi Emerging Markets Economic Surprise Index 46.30 -.1 point
- 10-Year TIPS Spread 2.02 -2.0 basis points
- 61.3% chance of Fed rate hike at May 3 meeting, 74.7% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -148 open in Japan
- China A50 Futures: Indicating -13 open in China
- DAX Futures: Indicating +5 open in Germany
Portfolio:
- Higher: On gains in my in my retail/medical sector longs and emerging market shorts
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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