- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 18.0 +.5%
- Bloomberg Global Risk On/Risk Off Index 3,150.0 -25.0 points
- Euro/Yen Carry Return Index 134.76 +.14%
- Emerging Markets Currency Volatility(VXY) 10.7 -1.0%
- S&P 500 Implied Correlation 50.6 +3.2%
- ISE Sentiment Index 122.0 +2.0 points
- Total Put/Call .63 -8.7%
- NYSE Arms .90 -23.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.45 +.44%
- US Energy High-Yield OAS 460.97 +.24%
- European Financial Sector CDS Index 58.17 +.10%
- Italian/German 10Y Yld Spread 101.0 +5.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 64.58 +2.16%
- Emerging Market CDS Index 174.0 -1.25%
- iBoxx Offshore RMB China Corporate High Yield Index 189.0 +.02%
- 2-Year Swap Spread 13.75 unch.
- TED Spread 19.25 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -1.5 +1.25 basis points
- MBS 5/10 Treasury Spread 70.0 +.25 basis point
- IHS Markit CMBX BBB- 6 73.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.60 +.28%
- 3-Month T-Bill Yield .01% -1.0 basis point
- Yield Curve 152.0 -1.0 basis point
- China Iron Ore Spot 163.20 USD/Metric Tonne +.96%
- Citi US Economic Surprise Index 39.10 -1.5 points
- Citi Eurozone Economic Surprise Index 166.70 -3.2 points
- Citi Emerging Markets Economic Surprise Index 25.50 -.4 point
- 10-Year TIPS Spread 2.33 -3.0 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 -6 open in Japan
- China A50 Futures: Indicating -53 open in China
- DAX Futures: Indicating -4 open in Germany
Portfolio:
- Slightly Higher: On gains in my /techmedical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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