- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 21.8 -3.0%
- Bloomberg Global Risk On/Risk Off Index 2,890.0 +90.0 points
- Euro/Yen Carry Return Index 132.21 +.01%
- Emerging Markets Currency Volatility(VXY) 9.58 -.62%
- S&P 500 Implied Correlation 53.03 +3.74%
- ISE Sentiment Index 116.0 +6.0 points
- Total Put/Call .76 -7.32%
- NYSE Arms .87 -33.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.09 +.36%
- US Energy High-Yield OAS 486.31 -.63%
- European Financial Sector CDS Index 58.60 -.33%
- Italian/German 10Y Yld Spread 93.5 -5.75 basis points
- Asia Ex-Japan Investment Grade CDS Index 57.04 -.16%
- Emerging Market CDS Index 167.65 +1.39%
- iBoxx Offshore RMB China Corporate High Yield Index 185.79 +.04%
- 2-Year Swap Spread 9.5 unch.
- TED Spread 15.5 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.75 unch.
- MBS 5/10 Treasury Spread 78.0 +3.25 basis points
- IHS Markit CMBX BBB- 6 75.5 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.86 -.06%
- 3-Month T-Bill Yield .03% unch.
- Yield Curve 124.0 +7.0 basis points
- China Iron Ore Spot 168.1 USD/Metric Tonne +1.1%
- Citi US Economic Surprise Index 79.0 -.8 point
- Citi Eurozone Economic Surprise Index 155.8 +22.9 points
- Citi Emerging Markets Economic Surprise Index 65.8 +1.6 points
- 10-Year TIPS Spread 2.14 -4.0 basis points
- 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 +232 open in Japan
- China A50 Futures: Indicating +30 open in China
- DAX Futures: Indicating -27 open in Germany
Portfolio:
- Higher: On gains in my biotech/energy/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
No comments:
Post a Comment