Broad Equity Market Tone:
- Advance/Decline Line: Slightly Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.74 -2.1%
- Euro/Yen Carry Return Index 127.20 +.03%
- Emerging Markets Currency Volatility(VXY) 10.65 -.37%
- S&P 500 Implied Correlation 45.70 -2.43%
- ISE Sentiment Index 84.0 +5.0%
- Total Put/Call .91 -10.78%
- NYSE Arms 1.21 -10.07%
Credit Investor Angst:
- North American Investment Grade CDS Index 65.97 -.08%
- America Energy Sector High-Yield CDS Index 402.0 -3.4%
- European Financial Sector CDS Index 90.36 +.04%
- Western Europe Sovereign Debt CDS Index 22.46 +3.65%
- Asia Pacific Sovereign Debt CDS Index 32.31 +1.25%
- Emerging Market CDS Index 235.70 -.51%
- iBoxx Offshore RMB China Corporate High Yield Index 133.36 -.11%
- 2-Year Swap Spread 29.50 unch.
- TED Spread 52.25 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -30.0 -.75 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.85 +.09%
- 3-Month T-Bill Yield .50% -1.0 basis point
- Yield Curve 126.0 +2.0 basis points
- China Import Iron Ore Spot $83.34/Metric Tonne n/a
- Citi US Economic Surprise Index 39.40 +7.6 points
- Citi Eurozone Economic Surprise Index 57.60 +2.3 points
- Citi Emerging Markets Economic Surprise Index 37.10 +5.4 points
- 10-Year TIPS Spread 2.06 -1.0 basis point
- 48.6% chance of Fed rate hike at May 3 meeting, 71.4% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +62 open in Japan
- China A50 Futures: Indicating n/a open in China
- DAX Futures: Indicating +10 open in Germany
Portfolio:
- Higher: On gains in my in my biotech/tech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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