- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 21.4 +1.0%
- Bloomberg Global Risk On/Risk Off Index 2,476.0 -26.0 points
- Euro/Yen Carry Return Index 132.81 +.04%
- Emerging Markets Currency Volatility(VXY) 11.2 -1.2%
- S&P 500 Implied Correlation 51.7 -3.5%
- ISE Sentiment Index 92.0 -12.0 points
- Total Put/Call .89 +3.5%
- NYSE Arms .59 -58.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 58.21 +.29%
- US Energy High-Yield OAS 495.70 +.22%
- European Financial Sector CDS Index 62.22 +.42%
- Italian/German 10Y Yld Spread 97.0 +2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 64.3 -1.9%
- Emerging Market CDS Index 181.05 +.84%
- iBoxx Offshore RMB China Corporate High Yield Index 188.65 +.01%
- 2-Year Swap Spread 12.0 +.25 basis point
- TED Spread 18.5 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.5 +1.0 basis point
- MBS 5/10 Treasury Spread 75.0 -1.5 basis points
- IHS Markit CMBX BBB- 6 73.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.33 -.18%
- 3-Month T-Bill Yield .02% +1.0 basis point
- Yield Curve 148.0 +3.0 basis points
- China Iron Ore Spot 153.50 USD/Metric Tonne -1.7%
- Citi US Economic Surprise Index 24.10 +2.0 points
- Citi Eurozone Economic Surprise Index 151.70 +1.5 points
- Citi Emerging Markets Economic Surprise Index 29.90 +.1 point
- 10-Year TIPS Spread 2.33 +2.0 basis points
- 100.0% chance of no change at June 16th meeting, 100.0% chance of no change at Sept. 22nd meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +140 open in Japan
- China A50 Futures: Indicating -2 open in China
- DAX Futures: Indicating +45 open in Germany
Portfolio:
- Higher: On gains in my industrial/medical/biotech sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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