- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 20.2 -2.2%
- Bloomberg Global Risk On/Risk Off Index 2,933.0 -33.0 points
- Euro/Yen Carry Return Index 134.65 -.17%
- Emerging Markets Currency Volatility(VXY) 10.6 +.19%
- S&P 500 Implied Correlation 50.40 +1.0%
- ISE Sentiment Index 113.0 +10.0 points
- Total Put/Call .70 -4.11%
- NYSE Arms .94 +62.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.26 -.86%
- US Energy High-Yield OAS 470.26 +.71%
- European Financial Sector CDS Index 56.10 +.15%
- Italian/German 10Y Yld Spread 92.75 unch.
- Asia Ex-Japan Investment Grade CDS Index 60.64 -1.64%
- Emerging Market CDS Index 190.38 +.56%
- iBoxx Offshore RMB China Corporate High Yield Index 186.84 +.03%
- 2-Year Swap Spread 10.25 -.5 basis point
- TED Spread 17.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -4.5 +1.0 basis point
- MBS 5/10 Treasury Spread 75.0 +2.0 basis points
- IHS Markit CMBX BBB- 6 75.0 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.40 -.02%
- 3-Month T-Bill Yield .03% unch.
- Yield Curve 148.0 +8.0 basis points
- China Iron Ore Spot 159.95 USD/Metric Tonne +1.18%
- Citi US Economic Surprise Index 79.0 +1.5 points
- Citi Eurozone Economic Surprise Index 92.4 -22.2 points
- Citi Emerging Markets Economic Surprise Index 37.1 -9.0 points
- 10-Year TIPS Spread 2.27 +1.0 basis point
- 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 -136 open in Japan
- China A50 Futures: Indicating +73 open in China
- DAX Futures: Indicating +33 open in Germany
Portfolio:
- Higher: On gains in my biotech/industrial/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment