Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 11.17 +2.95%
- Euro/Yen Carry Return Index 125.82 -.02%
- Emerging Markets Currency Volatility(VXY) 10.10 -.88%
- S&P 500 Implied Correlation 45.57 -4.0%
- ISE Sentiment Index 85.0 +49.12%
- Total Put/Call .60 -38.78%
- NYSE Arms .71 -36.51%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.42 -1.83%
- America Energy Sector High-Yield CDS Index 374.0 -1.16%
- European Financial Sector CDS Index 92.02 -2.04%
- Western Europe Sovereign Debt CDS Index 23.10 -5.29%
- Asia Pacific Sovereign Debt CDS Index 27.54 -4.74%
- Emerging Market CDS Index 212.60 -3.24%
- iBoxx Offshore RMB China Corporate High Yield Index 134.48 +.10%
- 2-Year Swap Spread 31.25 unch.
- TED Spread 50.25 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -27.75 -1.5 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.23 -.06%
- 3-Month T-Bill Yield .53% unch.
- Yield Curve 123.0 +1.0 basis point
- China Import Iron Ore Spot $92.23/Metric Tonne +6.48%
- Citi US Economic Surprise Index 37.0 -3.8 points
- Citi Eurozone Economic Surprise Index 49.60 -2.2 points
- Citi Emerging Markets Economic Surprise Index 39.20 +.6 point
- 10-Year TIPS Spread 2.01 -1.0 basis point
- 48.6% chance of Fed rate hike at May 3 meeting, 71.2% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +65 open in Japan
- China A50 Futures: Indicating +46 open in China
- DAX Futures: Indicating +12 open in Germany
Portfolio:
- Higher: On gains in my in my tech/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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