Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.755 +2.25%
- Euro/Yen Carry Return Index 125.11 -.81%
- Emerging Markets Currency Volatility(VXY) 9.19 +2.11%
- S&P 500 Implied Correlation 47.76 -2.25%
- ISE Sentiment Index 90.0 +4.65%
- Total Put/Call .97 -3.9%
- NYSE Arms 1.03 -33.98%
Credit Investor Angst:
- North American Investment Grade CDS Index 68.89 -.47%
- America Energy Sector High-Yield CDS Index 410.0 +.69%
- European Financial Sector CDS Index 91.81 +1.29%
- Western Europe Sovereign Debt CDS Index 12.42 -5.12%
- Asia Pacific Sovereign Debt CDS Index 20.88 +1.09%
- Emerging Market CDS Index 218.85 +.35%
- iBoxx Offshore RMB China Corporate High Yield Index 136.03 -.01%
- 2-Year Swap Spread 35.75 +.25 basis point
- TED Spread 39.0 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -27.25 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.23 -.01%
- 3-Month T-Bill Yield .76% +1.0 basis point
- Yield Curve 115.0 -1.0 basis point
- China Import Iron Ore Spot $84.99/Metric Tonne -2.97%
- Citi US Economic Surprise Index 54.40 -.8 point
- Citi Eurozone Economic Surprise Index 43.30 -2.0 points
- Citi Emerging Markets Economic Surprise Index 47.0 -1.4 points
- 10-Year TIPS Spread 1.98 -2.0 basis points
- 50.2% chance of Fed rate hike at June 14 meeting, 57.2% chance at July 26 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -106 open in Japan
- China A50 Futures: Indicating +40 open in China
- DAX Futures: Indicating +47 open in Germany
Portfolio:
- Lower: On losses in my retail/tech/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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