Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 33.1 -.48%
- Euro/Yen Carry Return Index 120.13 -.28%
- Emerging Markets Currency Volatility(VXY) 11.9 -1.5%
- S&P 500 Implied Correlation 69.7 -.85%
- ISE Sentiment Index 76.0 +4.0 points
- Total Put/Call .92 -12.38%
- NYSE Arms .69 +2.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 91.22 -2.25%
- America Energy Sector High-Yield CDS Index 882.0 unch.
- European Financial Sector CDS Index 100.73 -1.58%
- Italian/German 10Y Yld Spread 219.75 -1.5 basis points
- Asia Ex-Japan Investment Grade CDS Index 119.50 -1.78%
- Emerging Market CDS Index 362.0 -1.17%
- iBoxx Offshore RMB China Corporate High Yield Index 164.0 -.35%
- 2-Year Swap Spread 14.5 -1.0 basis point
- TED Spread 79.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap 18.0 -4.25 basis points
- MBS 5/10 Treasury Spread 120.0 -3.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 58.0 +.48%
- 3-Month T-Bill Yield .10% -1.0 basis point
- Yield Curve 44.0 +3.25 basis points
- China Iron Ore Spot 81.35 USD/Metric Tonne +.81%
- Citi US Economic Surprise Index -105.30 -1.6 points
- Citi Eurozone Economic Surprise Index -207.10 +6.8 points
- Citi Emerging Markets Economic Surprise Index 5.1 +.7 point
- 10-Year TIPS Spread 1.14 -3.0 basis points
- n/a chance of no change at April 29th meeting, n/a chance of no change at June 10th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +294 open in Japan
- China A50 Futures: Indicating -70 open in China
- DAX Futures: Indicating -31 open in Germany
Portfolio:
- Lower: On losses in my biotech/tech/medical sector longs emerging market shorts
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 25% Net Long
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