Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 21.81 -2.94%
- Euro/Yen Carry Return Index 135.41 -.25%
- Emerging Markets Currency Volatility(VXY) 8.20 -.36%
- S&P 500 Implied Correlation 41.31 +1.47%
- ISE Sentiment Index 86.0 +17.81%
- Total Put/Call 1.17 -9.3%
- NYSE Arms .84 -29.22%
Credit Investor Angst:
- North American Investment Grade CDS Index 56.87 -1.04%
- America Energy Sector High-Yield CDS Index 398.0 +2.18%
- European Financial Sector CDS Index 55.64 +2.81%
- Italian/German 10Y Yld Spread 132.0 +1.75 basis points
- Asia Pacific Sovereign Debt CDS Index 12.01 -.83%
- Emerging Market CDS Index 125.27 -.93%
- iBoxx Offshore RMB China Corporate High Yield Index 147.97 +.02%
- 2-Year Swap Spread 25.50 -.5 basis point
- TED Spread 39.0 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -33.0 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.32 +.12%
- 3-Month T-Bill Yield 1.63% +1.0 basis point
- Yield Curve 62.0 +2.0 basis points
- China Iron Ore Spot 74.90 USD/Metric Tonne -1.32%
- Citi US Economic Surprise Index 39.10 -.4 point
- Citi Eurozone Economic Surprise Index -.5 -.7 point
- Citi Emerging Markets Economic Surprise Index 9.90 +2.6 points
- 10-Year TIPS Spread 2.13 +3.0 basis points
- 100.0% chance of Fed rate hike at May 2 meeting, 100.0% chance at June 13 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -116 open in Japan
- China A50 Futures: Indicating -4 open in China
- DAX Futures: Indicating +56 open in Germany
Portfolio:
- Higher: On gains in my biotech/medical/tech/retail sector longs and index hedges
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and some of my emerging markets shorts
- Market Exposure: Moved to 50% Net Long
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