Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Outpeforming
Equity Investor Angst:
- Volatility(VIX) 10.52 -3.04%
- Euro/Yen Carry Return Index 126.27 -.12%
- Emerging Markets Currency Volatility(VXY) 8.73 -.68%
- S&P 500 Implied Correlation 41.99 -.02%
- ISE Sentiment Index 117.0 +27.17%
- Total Put/Call .89 +14.1%
- NYSE Arms 1.40 +16.42%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.62 +.43%
- America Energy Sector High-Yield CDS Index 371.0 -.15%
- European Financial Sector CDS Index 75.25 +1.69%
- Western Europe Sovereign Debt CDS Index 9.45 -1.56%
- Asia Pacific Sovereign Debt CDS Index 22.54 -.13%
- Emerging Market CDS Index 198.22 -1.55%
- iBoxx Offshore RMB China Corporate High Yield Index 137.16 +.02%
- 2-Year Swap Spread 30.5 -.5 basis point
- TED Spread 37.0 +1.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -31.5 -3.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.25 -.07%
- 3-Month T-Bill Yield .80% -1.0 basis point
- Yield Curve 104.0 unch.
- China Import Iron Ore Spot $66.42/Metric Tonne -.30%
- Citi US Economic Surprise Index 4.10 -3.0 points
- Citi Eurozone Economic Surprise Index 61.20 +10.9 points
- Citi Emerging Markets Economic Surprise Index 39.1 +.2 point
- 10-Year TIPS Spread 1.93 +!.0 basis point
- 69.7% chance of Fed rate hike at June 14 meeting, 72.0% chance at July 26 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -6 open in Japan
- China A50 Futures: Indicating -17 open in China
- DAX Futures: Indicating +25 open in Germany
Portfolio:
- Higher: On gains in my biotech/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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