Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 15.72 -3.2%
- Euro/Yen Carry Return Index 137.59 -.11%
- Emerging Markets Currency Volatility(VXY) 8.33 -1.65%
- S&P 500 Implied Correlation 41.7 +6.6%
- ISE Sentiment Index 99.0 -12.39%
- Total Put/Call .88 +6.0%
- NYSE Arms .98 -8.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 60.17 -.5%
- America Energy Sector High-Yield CDS Index 404.0 -1.05%
- European Financial Sector CDS Index 56.45 +.82%
- Italian/German 10Y Yld Spread 117.0 +1.5 basis points
- Asia Pacific Sovereign Debt CDS Index 11.92 -3.68%
- Emerging Market CDS Index 140.55 -1.77%
- iBoxx Offshore RMB China Corporate High Yield Index 149.44 +.11%
- 2-Year Swap Spread 25.0 -1.0 basis point
- TED Spread 55.25 +2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -9.0 +1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.64 +.32%
- 3-Month T-Bill Yield 1.81% unch.
- Yield Curve 48.0 -2.0 basis points
- China Iron Ore Spot 65.54 USD/Metric Tonne unch.
- Citi US Economic Surprise Index 46.0 +7.3 points
- Citi Eurozone Economic Surprise Index -83.40 +1.0 point
- Citi Emerging Markets Economic Surprise Index 8.7 -.4 point
- 10-Year TIPS Spread 2.17 -1.0 basis point
- 92.0% chance of Fed rate hike at June 13 meeting, 92.3% chance at August 1 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +13 open in Japan
- China A50 Futures: Indicating +48 open in China
- DAX Futures: Indicating +24 open in Germany
Portfolio:
- Slightly Higher: On gains in my retail/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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