Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.56 -1.7%
- Euro/Yen Carry Return Index 125.07 -.95%
- Emerging Markets Currency Volatility(VXY) 9.80 +.51%
- S&P 500 Implied Correlation 43.97 -3.95%
- ISE Sentiment Index 86.0 -10.42%
- Total Put/Call 1.01 +13.48%
- NYSE Arms 1.12 -13.59%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.76 +.56%
- America Energy Sector High-Yield CDS Index 378.0 +.58%
- European Financial Sector CDS Index 92.82 +1.39%
- Western Europe Sovereign Debt CDS Index 22.0 -2.85%
- Asia Pacific Sovereign Debt CDS Index 27.07 +.15%
- Emerging Market CDS Index 222.54 +1.09%
- iBoxx Offshore RMB China Corporate High Yield Index 134.60 +.08%
- 2-Year Swap Spread 36.25 +.5 basis point
- TED Spread 53.75 +2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -25.75 -.75 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.33 -.32%
- 3-Month T-Bill Yield .52% unch.
- Yield Curve 122.0 -2.0 basis points
- China Import Iron Ore Spot $90.37/Metric Tonne +.34%
- Citi US Economic Surprise Index 53.10 -.5 point
- Citi Eurozone Economic Surprise Index 41.50 -.9 point
- Citi Emerging Markets Economic Surprise Index 42.10 +1.5 points
- 10-Year TIPS Spread 2.02 -1.0 basis point
- 56.1% chance of Fed rate hike at May 3 meeting, 74.7% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -89 open in Japan
- China A50 Futures: Indicating +2 open in China
- DAX Futures: Indicating +13 open in Germany
Portfolio:
- Higher: On gains in my in my biotech/medical/tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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