Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.73 +9.22%
- Euro/Yen Carry Return Index 126.23 +.03%
- Emerging Markets Currency Volatility(VXY) 9.79 -.81%
- S&P 500 Implied Correlation 43.13 -4.81%
- ISE Sentiment Index 108.0 +17.4%
- Total Put/Call .90 +30.4%
- NYSE Arms .74 +23.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 62.87 -.22%
- America Energy Sector High-Yield CDS Index 374.0 -.19%
- European Financial Sector CDS Index 90.20 -2.33%
- Western Europe Sovereign Debt CDS Index 23.55 -.51%
- Asia Pacific Sovereign Debt CDS Index 27.0 -.79%
- Emerging Market CDS Index 215.24 +1.90%
- iBoxx Offshore RMB China Corporate High Yield Index 134.44 +.01%
- 2-Year Swap Spread 33.25 +1.25 basis points
- TED Spread 50.0 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -27.0 +.75 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.55 +.07%
- 3-Month T-Bill Yield .53% -1.0 basis point
- Yield Curve 125.0 +1.0 basis point
- China Import Iron Ore Spot $91.05/Metric Tonne -.72%
- Citi US Economic Surprise Index 44.60 +8.5 points
- Citi Eurozone Economic Surprise Index 43.20 -.7 point
- Citi Emerging Markets Economic Surprise Index 39.80 +.4 point
- 10-Year TIPS Spread 2.05 +3.0 basis points
- 61.4% chance of Fed rate hike at May 3 meeting, 78.0% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -7 open in Japan
- China A50 Futures: Indicating +20 open in China
- DAX Futures: Indicating -11 open in Germany
Portfolio:
- Higher: On gains in my in my biotech/medical/retail/tech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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