Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 14.44 -2.96%
- Euro/Yen Carry Return Index 130.70 +.28%
- Emerging Markets Currency Volatility(VXY) 8.82 +.57%
- S&P 500 Implied Correlation 40.58 -1.72%
- ISE Sentiment Index 76.0 -18.28%
- Total Put/Call .77 -8.83%
- NYSE Arms 1.01 -11.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 61.14 -.57%
- America Energy Sector High-Yield CDS Index 539.0 -.57%
- European Financial Sector CDS Index 79.69 -2.5%
- Italian/German 10Y Yld Spread 276.0 +7.75 basis points
- Asia Ex-Japan Investment Grade CDS Index 72.93 -1.42%
- Emerging Market CDS Index 173.02 +1.12%
- iBoxx Offshore RMB China Corporate High Yield Index 157.70 -.05%
- 2-Year Swap Spread 11.25 -.75 basis point
- TED Spread 22.25 -4.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -8.50 -2.5 basis points.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.26 +.09%
- 3-Month T-Bill Yield 2.44% +2.0 basis points
- Yield Curve 15.25 +.5 basis point
- China Iron Ore Spot 85.38 USD/Metric Tonne +.59%
- Citi US Economic Surprise Index -18.0 +.3 point
- Citi Eurozone Economic Surprise Index -72.70 +2.2 points
- Citi Emerging Markets Economic Surprise Index -7.2 +1.0 point
- 10-Year TIPS Spread 1.89 +1.0 basis point
- 0.0% chance of Fed rate hike at May 1st meeting, 0.0% chance at June 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +10 open in Japan
- China A50 Futures: Indicating +72 open in China
- DAX Futures: Indicating +33 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/retail/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment