Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 25.02 -2.3%
- Euro/Yen Carry Return Index 138.59 -.39%
- Emerging Markets Currency Volatility(VXY) 8.77 -2.66%
- S&P 500 Implied Correlation 44.67 -4.94%
- ISE Sentiment Index 103.0 -11.2%
- Total Put/Call .97 +5.43%
- NYSE Arms .92 +51.3%
Credit Investor Angst:
- North American Investment Grade CDS Index 59.23 +.94%
- America Energy Sector High-Yield CDS Index 408.0 +2.54%
- European Financial Sector CDS Index 56.45 +4.1%
- Italian/German 10Y Yld Spread 133.50 +5.5 basis points
- Asia Pacific Sovereign Debt CDS Index 13.70 +2.2%
- Emerging Market CDS Index 134.45 +2.61%
- iBoxx Offshore RMB China Corporate High Yield Index 147.42 +.01%
- 2-Year Swap Spread 25.5 -2.5 basis points
- TED Spread 24.0 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -32.0 +3.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.15 +.04%
- 3-Month T-Bill Yield 1.59% +2.0 basis points
- Yield Curve 73.50 -5.0 basis points
- China Iron Ore Spot 76.60 USD/Metric Tonne +.98%
- Citi US Economic Surprise Index 43.30 -.2 point
- Citi Eurozone Economic Surprise Index 38.60 -.9 point
- Citi Emerging Markets Economic Surprise Index .4 -.6 point
- 10-Year TIPS Spread 2.06 -1.0 basis point
- 100.0% chance of Fed rate hike at May 2 meeting, 100.0% chance at June 13 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -39 open in Japan
- China A50 Futures: Indicating -8 open in China
- DAX Futures: Indicating +41 open in Germany
Portfolio:
- Higher: On gains in my tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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