Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Around Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 12.09 +1.0%
- Euro/Yen Carry Return Index 126.08 -.23%
- Emerging Markets Currency Volatility(VXY) 9.73 -.82%
- S&P 500 Implied Correlation 45.19 +4.97%
- ISE Sentiment Index 100.0 +17.7%
- Total Put/Call .86 +3.61%
- NYSE Arms 1.33 +53.31%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.86 +1.33%
- America Energy Sector High-Yield CDS Index 373.0 -.25%
- European Financial Sector CDS Index 91.55 +1.76%
- Western Europe Sovereign Debt CDS Index 22.65 -5.66%
- Asia Pacific Sovereign Debt CDS Index 27.04 -.04%
- Emerging Market CDS Index 220.16 +2.23%
- iBoxx Offshore RMB China Corporate High Yield Index 134.50 +.05%
- 2-Year Swap Spread 35.75 +2.5 basis points
- TED Spread 51.50 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -25.0 +2.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.59 -.03%
- 3-Month T-Bill Yield .52% -1.0 basis point
- Yield Curve 124.0 -1.0 basis point
- China Import Iron Ore Spot $90.06/Metric Tonne -1.09%
- Citi US Economic Surprise Index 53.60 +9.0 points
- Citi Eurozone Economic Surprise Index 42.40 -.8 point
- Citi Emerging Markets Economic Surprise Index 40.60 +.8 point
- 10-Year TIPS Spread 2.03 -2.0 basis points
- 57.3% chance of Fed rate hike at May 3 meeting, 77.1% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -122 open in Japan
- China A50 Futures: Indicating +34 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Slightly Lower: On losses in my in my biotech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment