Broad Equity Market Tone:
- Advance/Decline Line: Substantially Lower
- Sector Performance: Most Sectors Declining
- Volume: Aaround Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.77 +5.61%
- Euro/Yen Carry Return Index 124.22 -.35%
- Emerging Markets Currency Volatility(VXY) 9.56 -.62%
- S&P 500 Implied Correlation 46.13 -1.45%
- ISE Sentiment Index 75.0 +1.0%
- Total Put/Call 1.13 +36.13%
- NYSE Arms 1.32 +78.90%
Credit Investor Angst:
- North American Investment Grade CDS Index 62.12 -.43%
- America Energy Sector High-Yield CDS Index 357.0 +.55%
- European Financial Sector CDS Index 91.85 -1.73%
- Western Europe Sovereign Debt CDS Index 20.87 -5.84%
- Asia Pacific Sovereign Debt CDS Index 26.60 +4.09%
- Emerging Market CDS Index 217.26 +1.07%
- iBoxx Offshore RMB China Corporate High Yield Index 135.09 +.02%
- 2-Year Swap Spread 35.25 -.5 basis point
- TED Spread 54.75 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -26.25 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.41 -.24%
- 3-Month T-Bill Yield .52% +2.0 basis point4
- Yield Curve 116.0 -2.0 basis points
- China Import Iron Ore Spot $91.27/Metric Tonne -1.15%
- Citi US Economic Surprise Index 34.70 -2.4 points
- Citi Eurozone Economic Surprise Index 71.10 -1.2 points
- Citi Emerging Markets Economic Surprise Index 46.60 +3.7 points
- 10-Year TIPS Spread 2.02 -1.0 basis point
- 66.9% chance of Fed rate hike at May 3 meeting, 79.9% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +11 open in Japan
- China A50 Futures: Indicating +30 open in China
- DAX Futures: Indicating -1 open in Germany
Portfolio:
- Slightly Lower: On losses in my in my retail/tech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
No comments:
Post a Comment