- Advance/Decline Line: Modestly Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 18.3 +5.7%
- Bloomberg Global Risk On/Risk Off Index 3,150.0 +8.0 points
- Euro/Yen Carry Return Index 134.54 -.06%
- Emerging Markets Currency Volatility(VXY) 10.9 +.65%
- S&P 500 Implied Correlation 48.3 -3.3%
- ISE Sentiment Index 120.0 +16.0 points
- Total Put/Call .69 -1.43%
- NYSE Arms 1.19 -33.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.15 +.78%
- US Energy High-Yield OAS 459.52 -2.97%
- European Financial Sector CDS Index 58.08 +.25%
- Italian/German 10Y Yld Spread 96.0 -1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 63.21 -.61%
- Emerging Market CDS Index 176.65 -1.56%
- iBoxx Offshore RMB China Corporate High Yield Index 189.0 +.05%
- 2-Year Swap Spread 13.75 +.5 basis point
- TED Spread 18.75 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.75 -1.5 basis points
- MBS 5/10 Treasury Spread 69.75 -1.25 basis points
- IHS Markit CMBX BBB- 6 73.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 60.42 +.33%
- 3-Month T-Bill Yield .02% +1.0 basis point
- Yield Curve 153.0 -1.0 basis point
- China Iron Ore Spot 160.30 USD/Metric Tonne -.27%
- Citi US Economic Surprise Index 40.60 +4.1 points
- Citi Eurozone Economic Surprise Index 169.90 -2.4 points
- Citi Emerging Markets Economic Surprise Index 25.90 +.3 point
- 10-Year TIPS Spread 2.36 -1.0 basis point
- 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 +81 open in Japan
- China A50 Futures: Indicating -51 open in China
- DAX Futures: Indicating +6 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/industrial/bioetch sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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