Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Slightly Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.03 -.36%
- Euro/Yen Carry Return Index 126.11 +.17%
- Emerging Markets Currency Volatility(VXY) 9.97 -1.29%
- S&P 500 Implied Correlation 43.74 -3.1%
- ISE Sentiment Index 96.0 +33.3%
- Total Put/Call .67 +3.08%
- NYSE Arms .58 -15.58%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.16 -.56%
- America Energy Sector High-Yield CDS Index 376.0 +.24%
- European Financial Sector CDS Index 92.36 +.36%
- Western Europe Sovereign Debt CDS Index 23.67 +.98%
- Asia Pacific Sovereign Debt CDS Index 27.2 -.91%
- Emerging Market CDS Index 209.20 -1.33%
- iBoxx Offshore RMB China Corporate High Yield Index 134.43 -.04%
- 2-Year Swap Spread 32.0 +.75 basis point
- TED Spread 50.25 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -27.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.47 +.32%
- 3-Month T-Bill Yield .54% +1.0 basis point
- Yield Curve 124.0 +1.0 basis point
- China Import Iron Ore Spot $91.71/Metric Tonne -.56%
- Citi US Economic Surprise Index 36.10 -.9 point
- Citi Eurozone Economic Surprise Index 43.90 -5.7 points
- Citi Emerging Markets Economic Surprise Index 39.40 +.2 point
- 10-Year TIPS Spread 2.02 +1.0 basis point
- 53.0% chance of Fed rate hike at May 3 meeting, 73.5% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +136 open in Japan
- China A50 Futures: Indicating +54 open in China
- DAX Futures: Indicating +12 open in Germany
Portfolio:
- Higher: On gains in my in my biotech/medical/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment