Broad Equity Market Tone:
- Advance/Decline Line: Modestly Lower
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 10.29 +1.78%
- Euro/Yen Carry Return Index 127.76 +.41%
- Emerging Markets Currency Volatility(VXY) 8.55 -1.72%
- S&P 500 Implied Correlation 42.34 +1.24%
- ISE Sentiment Index 103.0 +9.57%
- Total Put/Call .69 -17.86%
- NYSE Arms .96 -25.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.27 -.45%
- America Energy Sector High-Yield CDS Index 371.0 +.14%
- European Financial Sector CDS Index 72.24 -2.47%
- Western Europe Sovereign Debt CDS Index 9.71 +4.19%
- Asia Pacific Sovereign Debt CDS Index 22.02 -1.81%
- Emerging Market CDS Index 190.83 -2.32%
- iBoxx Offshore RMB China Corporate High Yield Index 137.07 -.06%
- 2-Year Swap Spread 30.50 unch.
- TED Spread 33.5 -4.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -32.5 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.47 +.23%
- 3-Month T-Bill Yield .84% +4.0 basis points
- Yield Curve 103.0 -1.0 basis point
- China Import Iron Ore Spot $68.80/Metric Tonne-.12
- Citi US Economic Surprise Index -21.50 -.9 point
- Citi Eurozone Economic Surprise Index 65.50 +3.0 points
- Citi Emerging Markets Economic Surprise Index 34.7 -4.6 points
- 10-Year TIPS Spread 1.89 -4.0 basis points
- 67.1% chance of Fed rate hike at June 14 meeting, 70.0% chance at July 26 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +37 open in Japan
- China A50 Futures: Indicating -7 open in China
- DAX Futures: Indicating +19 open in Germany
Portfolio:
- Higher: On gains in my retail/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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