Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.38 +3.74%
- Euro/Yen Carry Return Index 125.47 -1.08%
- Emerging Markets Currency Volatility(VXY) 10.27 -1.15%
- S&P 500 Implied Correlation 46.13 -3.37%
- ISE Sentiment Index 56.0 -30.0%
- Total Put/Call 103.0 +98.0%
- NYSE Arms 1.32 +26.92%
Credit Investor Angst:
- North American Investment Grade CDS Index 65.31 +1.61%
- America Energy Sector High-Yield CDS Index 371.0 +.36%
- European Financial Sector CDS Index 91.48 +5.39%
- Western Europe Sovereign Debt CDS Index 23.70 +2.82%
- Asia Pacific Sovereign Debt CDS Index 30.02 -3.64%
- Emerging Market CDS Index 226.15 -.50%
- iBoxx Offshore RMB China Corporate High Yield Index 133.85 +.13%
- 2-Year Swap Spread 32.5 +1.25 basis points
- TED Spread 52.75 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -28.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.36 -.10%
- 3-Month T-Bill Yield .51% +1.0 basis point
- Yield Curve 126.0 -1.0 basis point
- China Import Iron Ore Spot $80.60/Metric Tonne -1.93%
- Citi US Economic Surprise Index 43.80 -2.5 points
- Citi Eurozone Economic Surprise Index 63.0 +7.1 points
- Citi Emerging Markets Economic Surprise Index 37.80 -.2 point
- 10-Year TIPS Spread 2.02 -3.0 basis points
- 40.80% chance of Fed rate hike at May 3 meeting, 65.1% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -94 open in Japan
- China A50 Futures: Indicating +49 open in China
- DAX Futures: Indicating +16 open in Germany
Portfolio:
- Slightly Higher: On gains in my in my biotech/tech sector longs and emerging markets shorts
- Disclosed Trades: None
- Market Exposure: 75% Net Long
No comments:
Post a Comment