- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.2 +.8%
- Bloomberg Global Risk On/Risk Off Index 2,485.0 +7.0 points
- Euro/Yen Carry Return Index 131.43 +.27%
- Emerging Markets Currency Volatility(VXY) 9.7 -.82%
- S&P 500 Implied Correlation 52.3 -1.5%
- ISE Sentiment Index 132.0 -5.0 points
- Total Put/Call .70 -6.7%
- NYSE Arms 1.34 +46.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.41 +.06%
- US Energy High-Yield OAS 503.56 -.47%
- European Financial Sector CDS Index 56.36 -1.95%
- Italian/German 10Y Yld Spread 91.5 -2.5 basis points
- Asia Ex-Japan Investment Grade CDS Index 57.48 -.26%
- Emerging Market CDS Index 159.25 -.93%
- iBoxx Offshore RMB China Corporate High Yield Index 185.0 -.16%
- 2-Year Swap Spread 9.25 +.25 basis point
- TED Spread 16.75 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -.25 -.25 basis point
- MBS 5/10 Treasury Spread 66.0 +.25 basis point
- IHS Markit CMBX BBB- 6 75.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 63.02 +.23%
- 3-Month T-Bill Yield .04% +1.0 basis point
- Yield Curve 104.0 unch.
- China Iron Ore Spot 161.90 USD/Metric Tonne +.37%
- Citi US Economic Surprise Index 60.20 -1.9 points
- Citi Eurozone Economic Surprise Index 139.3 -2.9 points
- Citi Emerging Markets Economic Surprise Index 61.0 +1.4 points
- 10-Year TIPS Spread 2.20 unch.
- 100.0% chance of no change at April 28th meeting, 100.0% chance of no change at June 16th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -157 open in Japan
- China A50 Futures: Indicating +6 open in China
- DAX Futures: Indicating -26 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
No comments:
Post a Comment