- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 16.8 -.7%
- Bloomberg Global Risk On/Risk Off Index 3,200.0 +49.0 points
- Euro/Yen Carry Return Index 134.90 +.25%
- Emerging Markets Currency Volatility(VXY) 10.5 -.38%
- S&P 500 Implied Correlation 49.1 +.7%
- ISE Sentiment Index 87.0 -31.0 points
- Total Put/Call .71 unch.
- NYSE Arms 1.45 -19.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.14 -.09%
- US Energy High-Yield OAS 453.78 -.67%
- European Financial Sector CDS Index 57.88 -.02%
- Italian/German 10Y Yld Spread 103.0 +3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 70.92 +2.9%
- Emerging Market CDS Index 178.41 +.84%
- iBoxx Offshore RMB China Corporate High Yield Index 189.27 +.02%
- 2-Year Swap Spread 13.0 -.5 basis point
- TED Spread 18.0 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.5 -.75 basis point
- MBS 5/10 Treasury Spread 67.0 -3.25 basis points
- IHS Markit CMBX BBB- 6 73.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.49 -.44%
- 3-Month T-Bill Yield .01% unch.
- Yield Curve 148.0 -3.0 basis points
- China Iron Ore Spot 165.50 USD/Metric Tonne -.35%
- Citi US Economic Surprise Index 37.20 -.6 point
- Citi Eurozone Economic Surprise Index 150.40 -19.0 points
- Citi Emerging Markets Economic Surprise Index 25.20 +.3 point
- 10-Year TIPS Spread 2.33 unch.
- 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 +103 open in Japan
- China A50 Futures: Indicating -20 open in China
- DAX Futures: Indicating +23 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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