Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 14.9 1.6%
- Euro/Yen Carry Return Index 125.23 -.07%
- Emerging Markets Currency Volatility(VXY) 6.6 +1.2%
- S&P 500 Implied Correlation 37.3 -4.8%
- ISE Sentiment Index 97.0 -4
- Total Put/Call .71 -26.0%
- NYSE Arms .98 -3.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 45.14 -.39%
- America Energy Sector High-Yield CDS Index 617.0 -4.69%
- European Financial Sector CDS Index 48.10 -2.35%
- Italian/German 10Y Yld Spread 133.5 +1.25 basis points
- Asia Ex-Japan Investment Grade CDS Index 52.37 -.54%
- Emerging Market CDS Index 185.76 +82%
- iBoxx Offshore RMB China Corporate High Yield Index 170.10 +.04%
- 2-Year Swap Spread 5.75 -.25 basis point
- TED Spread 17.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -4.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 65.36 -.31%
- 3-Month T-Bill Yield 1.56% +1.0 basis point
- Yield Curve .21 +2.0 basis points
- China Iron Ore Spot 79.65 USD/Metric Tonne -.31%
- Citi US Economic Surprise Index 39.80 +2.6 points
- Citi Eurozone Economic Surprise Index 7.6 -5.4 points
- Citi Emerging Markets Economic Surprise Index 25.3 -1.1 points
- 10-Year TIPS Spread 1.66 unch.
- 21.3% chance of Fed April 29th meeting, 36.6% chance of cut at June 10th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +41 open in Japan
- China A50 Futures: Indicating -206 open in China
- DAX Futures: Indicating -14 open in Germany
Portfolio:
- Higher: On gains in my biotech/tech/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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