Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.14 -3.38%
- Euro/Yen Carry Return Index 124.75 -.62%
- Emerging Markets Currency Volatility(VXY) 9.13 -.54%
- S&P 500 Implied Correlation 43.91 -3.22%
- ISE Sentiment Index 81.0 +1.0%
- Total Put/Call .79 -9.2%
- NYSE Arms .79 -3.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 67.60 +.16%
- America Energy Sector High-Yield CDS Index 375.0 -2.70%
- European Financial Sector CDS Index 87.52 +.49%
- Western Europe Sovereign Debt CDS Index 11.35 +1.43%
- Asia Pacific Sovereign Debt CDS Index 21.26 -.58%
- Emerging Market CDS Index 211.94 -.83%
- iBoxx Offshore RMB China Corporate High Yield Index 136.37 +.01%
- 2-Year Swap Spread 33.5 +.25 basis point
- TED Spread 37.0 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -23.0 -1.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.31 +.17%
- 3-Month T-Bill Yield .77% unch.
- Yield Curve 111.0 -1.0 basis point
- China Import Iron Ore Spot $82.25/Metric Tonne +.29%
- Citi US Economic Surprise Index 52.5 -.6 point
- Citi Eurozone Economic Surprise Index 68.20 +1.7 points
- Citi Emerging Markets Economic Surprise Index 40.80 -1.0 point
- 10-Year TIPS Spread 1.98 +1.0 basis point
- 50.2% chance of Fed rate hike at June 14 meeting, 56.3% chance at July 26 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +10 open in Japan
- China A50 Futures: Indicating +55 open in China
- DAX Futures: Indicating +45 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/retail/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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