Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 17.4 -2.0%
- Euro/Yen Carry Return Index 136.12 -.72%
- Emerging Markets Currency Volatility(VXY) 8.0 +.76%
- S&P 500 Implied Correlation 41.63 +2.16%
- ISE Sentiment Index 104.0 +18.18%
- Total Put/Call .92 -11.5%
- NYSE Arms 1.61 +6.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 56.72 -.1%
- America Energy Sector High-Yield CDS Index 391.0 +.7%
- European Financial Sector CDS Index 51.90 -1.83%
- Italian/German 10Y Yld Spread 135.75 +5.75 basis points
- Asia Pacific Sovereign Debt CDS Index 11.95 -.21%
- Emerging Market CDS Index 118.54 -.63%
- iBoxx Offshore RMB China Corporate High Yield Index 148.06 +.02%
- 2-Year Swap Spread 29.5 +.5 basis point
- TED Spread 37.0 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -29.0 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.23 -.38%
- 3-Month T-Bill Yield 1.67% -1.0 basis point
- Yield Curve 61.25 -1.75 basis points
- China Iron Ore Spot 70.10 USD/Metric Tonne +.06%
- Citi US Economic Surprise Index 38.0 -2.3 points
- Citi Eurozone Economic Surprise Index -12.80 -4.8 points
- Citi Emerging Markets Economic Surprise Index 31.30 +19.0 points
- 10-Year TIPS Spread 2.12 -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 +132 open in Japan
- China A50 Futures: Indicating +31 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Higher: On gains in my medical/biotech/tech/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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