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) 10.29 -1.63%
- Euro/Yen Carry Return Index 129.29 +.25%
- Emerging Markets Currency Volatility(VXY) 8.51 +.71%
- S&P 500 Implied Correlation 41.63 -3.7%
- ISE Sentiment Index 90.0 +38.5%
- Total Put/Call .97 +6.59%
- NYSE Arms .65 -34.06%
Credit Investor Angst:
- North American Investment Grade CDS Index 62.93 +.18%
- America Energy Sector High-Yield CDS Index 384.0 +1.26%
- European Financial Sector CDS Index 68.98 -1.64%
- Western Europe Sovereign Debt CDS Index 7.87 +.45%
- Asia Pacific Sovereign Debt CDS Index 21.04 -1.6%
- Emerging Market CDS Index 195.09 -1.36%
- iBoxx Offshore RMB China Corporate High Yield Index 137.34 +.13%
- 2-Year Swap Spread 29.0 unch.
- TED Spread 29.25 -1.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -30.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.19 +.26%
- 3-Month T-Bill Yield .88% +1.0 basis point
- Yield Curve 104.0 unch.
- China Import Iron Ore Spot $61.73/Metric Tonne -5.32%
- Citi US Economic Surprise Index -18.20 +1.9 points
- Citi Eurozone Economic Surprise Index 68.20 -.6 point
- Citi Emerging Markets Economic Surprise Index 33.9 +1.5 points
- 10-Year TIPS Spread 1.87 +1.0 basis point
- 91.5% chance of Fed rate hike at July 26 meeting, 95.4% chance at Sept. 20 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +250 open in Japan
- China A50 Futures: Indicating -4 open in China
- DAX Futures: Indicating +73 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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