Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 13.9 +4.1%
- Euro/Yen Carry Return Index 130.20 +.47%
- Emerging Markets Currency Volatility(VXY) 8.58 -.69%
- S&P 500 Implied Correlation 37.17 -.64%
- ISE Sentiment Index 78.0 -8.24%
- Total Put/Call .80 -1.23%
- NYSE Arms 1.47 +37.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 61.93 -.07%
- America Energy Sector High-Yield CDS Index 513.0 -.39%
- European Financial Sector CDS Index 76.30 -3.2%
- Italian/German 10Y Yld Spread 253.25 -4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 66.76 -2.07%
- Emerging Market CDS Index 171.77 -.58%
- iBoxx Offshore RMB China Corporate High Yield Index 161.0 +.01%
- 2-Year Swap Spread 11.25 -.25 basis point
- TED Spread 18.25 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -13.5 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 67.50 +.31%
- 3-Month T-Bill Yield 2.42% +1.0 basis point
- Yield Curve 18.75 +1.5 basis points
- China Iron Ore Spot 89.90 USD/Metric Tonne -1.25%
- Citi US Economic Surprise Index -57.70 -12.9 points
- Citi Eurozone Economic Surprise Index -53.0 +11.9 points
- Citi Emerging Markets Economic Surprise Index -9.60 +3.5 points
- 10-Year TIPS Spread 1.91 +1.0 basis point
- 15.3% chance of Fed rate cut at June 19th meeting, 22.7% chance of cut at July 31st meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +57 open in Japan
- China A50 Futures: Indicating +42 open in China
- DAX Futures: Indicating +13 open in Germany
Portfolio:
- Higher: On gains in my retail/biotech/tech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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