- Advance/Decline Line: Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 21.2 -2.7%
- Bloomberg Global Risk On/Risk Off Index 2,339.0 +89.0 points
- Euro/Yen Carry Return Index 131.31 +.53%
- Emerging Markets Currency Volatility(VXY) 9.99 -.40%
- S&P 500 Implied Correlation 52.36 unch.
- ISE Sentiment Index 131.0 +5.0 points
- Total Put/Call .71 -1.4%
- NYSE Arms 1.03 -20.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.87 -1.07%
- US Energy High-Yield OAS 485.20 -1.47%
- European Financial Sector CDS Index 57.70 +.01%
- Italian/German 10Y Yld Spread 98.25 -1.75 basis points
- Asia Ex-Japan Investment Grade CDS Index 58.90 -1.38%
- Emerging Market CDS Index 156.02 -1.73%
- iBoxx Offshore RMB China Corporate High Yield Index 185.54 -.1%
- 2-Year Swap Spread 9.25 +.5 basis point
- TED Spread 16.75 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -4.5 unch.
- MBS 5/10 Treasury Spread 64.75 -1.25 basis points
- IHS Markit CMBX BBB- 6 75.5 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.58 +.55%
- 3-Month T-Bill Yield .02% -1.0 basis point
- Yield Curve 106.0 +4.0 basis points
- China Iron Ore Spot 150.0 USD/Metric Tonne -1.27%
- Citi US Economic Surprise Index 71.20 -.4 point
- Citi Eurozone Economic Surprise Index 145.7 -1.7 points
- Citi Emerging Markets Economic Surprise Index 65.40 -.2 point
- 10-Year TIPS Spread 2.19 +2.0 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 +21 open in Japan
- China A50 Futures: Indicating -48 open in China
- DAX Futures: Indicating -15 open in Germany
Portfolio:
- Higher: On gains in my energy/industrial/biotech/medical sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
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