Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 14.93 -1.58%
- Euro/Yen Carry Return Index 131.18 +.22%
- Emerging Markets Currency Volatility(VXY) 8.40 -1.52%
- S&P 500 Implied Correlation 40.50 -.61%
- ISE Sentiment Index 95.0 +26.7%
- Total Put/Call .93 +10.7%
- NYSE Arms .71 -35.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 60.01 -.94%
- America Energy Sector High-Yield CDS Index 510.0 -5.29%
- European Financial Sector CDS Index 73.67 -3.62%
- Italian/German 10Y Yld Spread 263.75 +5.25 basis points
- Asia Ex-Japan Investment Grade CDS Index 70.46 -.18%
- Emerging Market CDS Index 163.56 -.88%
- iBoxx Offshore RMB China Corporate High Yield Index 158.52 -.10%
- 2-Year Swap Spread 8.5 -.25 basis point
- TED Spread 19.25 -1.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -7.5 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.38 -.06%
- 3-Month T-Bill Yield 2.44% +1.0 basis point
- Yield Curve 19.0 +3.25 basis points
- China Iron Ore Spot 81.70 USD/Metric Tonne +1.13%
- Citi US Economic Surprise Index -33.60 -3.1 points
- Citi Eurozone Economic Surprise Index -59.50 +2.2 points
- Citi Emerging Markets Economic Surprise Index -10.70 -1.8 points
- 10-Year TIPS Spread 1.94 +2.0 basis points
- 1.6% chance of Fed rate hike at May 1st meeting, 1.6% chance at June 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +34 open in Japan
- China A50 Futures: Indicating +30 open in China
- DAX Futures: Indicating +11 open in Germany
Portfolio:
- Higher: On gains in my medical/biotech/industrial/retail sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
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