Broad Equity Market Tone:
- Advance/Decline Line: Modestly Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.27 -.18%
- Euro/Yen Carry Return Index 125.05 -.25%
- Emerging Markets Currency Volatility(VXY) 10.33 -.10%
- S&P 500 Implied Correlation 46.19 +.48%
- ISE Sentiment Index 57.0 unch.
- Total Put/Call .94 -14.6%
- NYSE Arms .94 -38.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 66.65 +1.23%
- America Energy Sector High-Yield CDS Index 381.0 +1.23%
- European Financial Sector CDS Index 94.57 +1.43%
- Western Europe Sovereign Debt CDS Index 24.28 +2.95%
- Asia Pacific Sovereign Debt CDS Index 29.68 +1.68%
- Emerging Market CDS Index 230.20 +.96%
- iBoxx Offshore RMB China Corporate High Yield Index 134.17 +.11%
- 2-Year Swap Spread 30.5 -.75 basis point
- TED Spread 50.5 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -26.75 +2.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.08 +.07%
- 3-Month T-Bill Yield .53% +1.0 basis point
- Yield Curve 120.0 -2.0 basis points
- China Import Iron Ore Spot $83.53/Metric Tonne +.29%
- Citi US Economic Surprise Index 40.90 -1.0 point
- Citi Eurozone Economic Surprise Index 51.0 -1.6 points
- Citi Emerging Markets Economic Surprise Index 36.80 -.6 point
- 10-Year TIPS Spread 1.97 -3.0 basis points
- 39.1% chance of Fed rate hike at May 3 meeting, 64.3% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -19 open in Japan
- China A50 Futures: Indicating +20 open in China
- DAX Futures: Indicating +7 open in Germany
Portfolio:
- Slightly Higher: On gains in my in my retail/tech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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