Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 13.7 -4.7%
- Euro/Yen Carry Return Index 130.62 +.5%
- Emerging Markets Currency Volatility(VXY) 8.09 -.61%
- S&P 500 Implied Correlation 39.73 -4.08%
- ISE Sentiment Index 91.0 +11.0%
- Total Put/Call .98 +21.0%
- NYSE Arms 1.10 +61.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 59.37 -2.13%
- America Energy Sector High-Yield CDS Index 528.0 -1.55%
- European Financial Sector CDS Index 72.72 -1.48%
- Italian/German 10Y Yld Spread 248.5 -.75 basis point
- Asia Ex-Japan Investment Grade CDS Index 67.73 -2.41%
- Emerging Market CDS Index 169.22 -.20%
- iBoxx Offshore RMB China Corporate High Yield Index 159.54 +.12%
- 2-Year Swap Spread 12.0 -.75 basis point
- TED Spread 17.25 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -10.5 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 67.60 +.21%
- 3-Month T-Bill Yield 2.43% unch.
- Yield Curve 15.25 -1.25 basis points
- China Iron Ore Spot 83.0 USD/Metric Tonne +2.67%
- Citi US Economic Surprise Index -39.40 -7.5 points
- Citi Eurozone Economic Surprise Index -42.10 +4.9 points
- Citi Emerging Markets Economic Surprise Index -26.0 +.5 point
- 10-Year TIPS Spread 1.90 -1.0 basis point
- .8% chance of Fed rate hike at May 1st meeting, .7% chance at June 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -188 open in Japan
- China A50 Futures: Indicating +92 open in China
- DAX Futures: Indicating +4 open in Germany
Portfolio:
- Higher: On gains in my retail/biotech/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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