Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 15.60 -.83%
- Euro/Yen Carry Return Index 130.43 -.15%
- Emerging Markets Currency Volatility(VXY) 8.82 -1.12%
- S&P 500 Implied Correlation 42.20 -3.94%
- ISE Sentiment Index 80.0 -23.1%
- Total Put/Call .86 +3.61%
- NYSE Arms 1.43 +60.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 64.21 -1.75%
- America Energy Sector High-Yield CDS Index 662.0 -.36%
- European Financial Sector CDS Index 85.72 -2.87%
- Italian/German 10Y Yld Spread 262.5 +6.75 basis points
- Asia Ex-Japan Investment Grade CDS Index 77.87 -.44%
- Emerging Market CDS Index 166.13 -2.71%
- iBoxx Offshore RMB China Corporate High Yield Index 156.20 +.02%
- 2-Year Swap Spread 14.25 -.25 basis point
- TED Spread 32.5 -2.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -4.75 +1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.76 +.03%
- 3-Month T-Bill Yield 2.40% +2.0 basis points
- Yield Curve 17.75 -1.0 basis point
- China Iron Ore Spot 86.0 USD/Metric Tonne -.15%
- Citi US Economic Surprise Index 17.0 -1.3 points
- Citi Eurozone Economic Surprise Index -71.5 -6.7 points
- Citi Emerging Markets Economic Surprise Index -13.2 -.7 point
- 10-Year TIPS Spread 1.87 unch.
- 0.0% chance of Fed rate hike at May 1st meeting, 4.7% chance at June 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +111 open in Japan
- China A50 Futures: Indicating +176 open in China
- DAX Futures: Indicating +5 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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