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) 11.70 +2.18%
- Euro/Yen Carry Return Index 126.0 +.18%
- Emerging Markets Currency Volatility(VXY) 9.39 +1.19%
- S&P 500 Implied Correlation 44.47 -5.56%
- ISE Sentiment Index 95.0 unch.
- Total Put/Call .95 +14.47%
- NYSE Arms .75 -48.3%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.04 +2.38%
- America Energy Sector High-Yield CDS Index 360.0 +1.37%
- European Financial Sector CDS Index 88.87 +1.43%
- Western Europe Sovereign Debt CDS Index 17.87 -5.82%
- Asia Pacific Sovereign Debt CDS Index 27.49 +2.14%
- Emerging Market CDS Index 214.09 +2.79%
- iBoxx Offshore RMB China Corporate High Yield Index 135.68 +.07%
- 2-Year Swap Spread 31.25 -.75 basis point
- TED Spread 37.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -25.0 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.74 -.68%
- 3-Month T-Bill Yield .73% -1.0 basis points
- Yield Curve 120.0 +1.0 basis point
- China Import Iron Ore Spot $87.19/Metric Tonne -2.91%
- Citi US Economic Surprise Index 45.80 +7.8 points
- Citi Eurozone Economic Surprise Index 58.90 -.2 point
- Citi Emerging Markets Economic Surprise Index 48.0 -7.9 points
- 10-Year TIPS Spread 2.0 -3.0 basis points
- 100.0% chance of Fed rate hike at May 3 meeting, 100.0% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +86 open in Japan
- China A50 Futures: Indicating -28 open in China
- DAX Futures: Indicating -5 open in Germany
Portfolio:
- Higher: On gains in my in my retail/biotech/medical/tech sector longs and emerging markets shorts
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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