Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 16.42 -.91%
- Euro/Yen Carry Return Index 130.45 +.72%
- Emerging Markets Currency Volatility(VXY) 8.87 +.23%
- S&P 500 Implied Correlation 43.64 +.61%
- ISE Sentiment Index 70.0 -48.91%
- Total Put/Call .94 +10.59%
- NYSE Arms 1.01 -24.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 66.92 +.36%
- America Energy Sector High-Yield CDS Index 654.0 -3.4%
- European Financial Sector CDS Index 86.42 +2.49%
- Italian/German 10Y Yld Spread 258.25 +14.25 basis points
- Asia Ex-Japan Investment Grade CDS Index 78.80 -1.74%
- Emerging Market CDS Index 171.35 -.47%
- iBoxx Offshore RMB China Corporate High Yield Index 156.10 +.11%
- 2-Year Swap Spread 14.0 -.5 basis point
- TED Spread 35.50 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -6.25-.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.82 -.19%
- 3-Month T-Bill Yield 2.39% unch.
- Yield Curve 17.25 +.5 basis point
- China Iron Ore Spot 84.0 USD/Metric Tonne +1.27%
- Citi US Economic Surprise Index 27.30 +22.8 points
- Citi Eurozone Economic Surprise Index -77.3 +5.3 points
- Citi Emerging Markets Economic Surprise Index -12.1 +.3 point
- 10-Year TIPS Spread 1.88 +3.0 basis points
- .9% chance of Fed rate hike at May 1st meeting, 3.3% chance at June 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -18 open in Japan
- China A50 Futures: Indicating +23 open in China
- DAX Futures: Indicating -7 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech sector longs and emerging markets shorts
- Disclosed Trades: None
- Market Exposure: 75% Net Long
No comments:
Post a Comment