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) 14.50 -1.09%
- Euro/Yen Carry Return Index 121.41 +.29%
- Emerging Markets Currency Volatility(VXY) 9.19 -.43%
- S&P 500 Implied Correlation 45.89 -.78%
- ISE Sentiment Index 80.0 -22.33%
- Total Put/Call .65 -23.53%
- NYSE Arms 1.42 +119.18%
Credit Investor Angst:
- North American Investment Grade CDS Index 68.79 +1.40%
- America Energy Sector High-Yield CDS Index 362.0 +.27%
- European Financial Sector CDS Index 94.31 +.50%
- Western Europe Sovereign Debt CDS Index 13.72 +2.85%
- Asia Pacific Sovereign Debt CDS Index 23.94 +1.35%
- Emerging Market CDS Index 212.80 +.52%
- iBoxx Offshore RMB China Corporate High Yield Index 136.85 +.10%
- 2-Year Swap Spread 32.0 -.75 basis point
- TED Spread 35.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -30.0 +1.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.34 +.06%
- 3-Month T-Bill Yield .80% unch.
- Yield Curve 100.0 -5.0 basis points
- China Import Iron Ore Spot $66.25/Metric Tonne n/a
- Citi US Economic Surprise Index 6.60 -3.9 points
- Citi Eurozone Economic Surprise Index 38.50 -.1 point
- Citi Emerging Markets Economic Surprise Index 39.7 +.4 point
- 10-Year TIPS Spread 1.85 -4.0 basis points
- 43.7% chance of Fed rate hike at June 14 meeting, 49.1% chance at July 26 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -68 open in Japan
- China A50 Futures: Indicating -51 open in China
- DAX Futures: Indicating +11 open in Germany
Portfolio:
- Lower: On losses in my biotech/medical sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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