Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 16.44 -4.59%
- Euro/Yen Carry Return Index 136.31 -.47%
- Emerging Markets Currency Volatility(VXY) 7.79 unch.
- S&P 500 Implied Correlation 42.10 -.73%
- ISE Sentiment Index 108.0 +52.11%
- Total Put/Call .78 -25.0%
- NYSE Arms 1.30 +1.09%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.62 -.62%
- America Energy Sector High-Yield CDS Index 399.0 +.35%
- European Financial Sector CDS Index 52.76 +1.03%
- Italian/German 10Y Yld Spread 141.0 -1.25 basis points
- Asia Pacific Sovereign Debt CDS Index 11.42 +1.92%
- Emerging Market CDS Index 119.20 +2.33%
- iBoxx Offshore RMB China Corporate High Yield Index 148.38 +.10%
- 2-Year Swap Spread 29.75 +1.5 basis point
- TED Spread 36.75 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -31.75 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.13 -.44%
- 3-Month T-Bill Yield 1.77% +2.0 basis points
- Yield Curve 54.5 -.75 basis point
- China Iron Ore Spot 69.23 USD/Metric Tonne -1.24%
- Citi US Economic Surprise Index 39.70 -.1 point
- Citi Eurozone Economic Surprise Index -31.60 +.1 point
- Citi Emerging Markets Economic Surprise Index 39.50 +.4 point
- 10-Year TIPS Spread 2.09 +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 -144 open in Japan
- China A50 Futures: Indicating +6 open in China
- DAX Futures: Indicating -8 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/industrial sector longs and emerging markets shorts
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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