- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 17.0 +1.9%
- Bloomberg Global Risk On/Risk Off Index 3,252.0 +77.0 points
- Euro/Yen Carry Return Index 134.87 +.12%
- Emerging Markets Currency Volatility(VXY) 10.1 -.79%
- S&P 500 Implied Correlation 48.4 +2.7%
- ISE Sentiment Index 143.0 +2.0 points
- Total Put/Call .72 +5.9%
- NYSE Arms .75 -35.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.27 +.22%
- US Energy High-Yield OAS 457.26 -.8%
- European Financial Sector CDS Index 59.01 +.03%
- Italian/German 10Y Yld Spread 103.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 89.75 +11.1%
- Emerging Market CDS Index 173.0 -2.4%
- iBoxx Offshore RMB China Corporate High Yield Index 189.29 -.01%
- 2-Year Swap Spread 12.0 +.25 basis point
- TED Spread 17.25 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -3.25 +.25 basis point
- MBS 5/10 Treasury Spread 65.25 -.75 basis point
- IHS Markit CMBX BBB- 6 72.25 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.76 +.30%
- 3-Month T-Bill Yield .02% unch.
- Yield Curve 146.0 -6.0 basis points
- China Iron Ore Spot 167.80 USD/Metric Tonne +.27%
- Citi US Economic Surprise Index 37.80 -2.9 points
- Citi Eurozone Economic Surprise Index 144.70 -1.8 points
- Citi Emerging Markets Economic Surprise Index 20.8 +.6 point
- 10-Year TIPS Spread 2.34 +1.0 basis point
- 94.4% chance of no change at June 16th meeting, 94.4% chance of no change at Sept. 22nd meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +5 open in Japan
- China A50 Futures: Indicating -100 open in China
- DAX Futures: Indicating -17 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/medical sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 50% Net Long
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