Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 14.68 -1.5%
- Euro/Yen Carry Return Index 130.39 +.26%
- Emerging Markets Currency Volatility(VXY) 8.83 -.23%
- S&P 500 Implied Correlation 40.71 -.44%
- ISE Sentiment Index 100.0 +6.38%
- Total Put/Call .82 +3.8%
- NYSE Arms 1.09 +57.97%
Credit Investor Angst:
- North American Investment Grade CDS Index 61.05 -2.12%
- America Energy Sector High-Yield CDS Index 542.0 -.26%
- European Financial Sector CDS Index 81.71 -3.1%
- Italian/German 10Y Yld Spread 268.25 -1.5 basis points
- Asia Ex-Japan Investment Grade CDS Index 73.61 -1.81%
- Emerging Market CDS Index 171.56 -.43%
- iBoxx Offshore RMB China Corporate High Yield Index 157.77 +.26%
- 2-Year Swap Spread 12.0 -1.75 basis points
- TED Spread 26.50 -1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -3.75 basis points.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.22 +.36%
- 3-Month T-Bill Yield 2.42% unch.
- Yield Curve 14.75 unch
- China Iron Ore Spot 86.0 USD/Metric Tonne +.14%
- Citi US Economic Surprise Index -18.30 +5.3 points
- Citi Eurozone Economic Surprise Index -74.90 +4.8 points
- Citi Emerging Markets Economic Surprise Index -8.2 +3.7 points
- 10-Year TIPS Spread 1.88 +1.0 basis point
- 0.0% chance of Fed rate hike at May 1st meeting, .1% chance at June 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +100 open in Japan
- China A50 Futures: Indicating +106 open in China
- DAX Futures: Indicating +18 open in Germany
Portfolio:
- Higher: On gains in my tech/retail/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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