- Bloomberg Emerging Markets Currency Index 39.3 +.13%
- 3-Month T-Bill Yield 5.41% unch.
- China Iron Ore Spot 116.6 USD/Metric Tonne -1.1%
- Dutch TTF Nat Gas(European benchmark) 29.8 euros/megawatt-hour +2.6%
- Citi US Economic Surprise Index 13.2 -6.9 points
- Citi Eurozone Economic Surprise Index 31.6 -1.1 points
- Citi Emerging Markets Economic Surprise Index 39.0 +8.4 points
- S&P 500 Current Quarter EPS Growth Rate YoY(189 of 500 reporting) +1.5% -3.3 percentage points
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 252.82 +.39: Growth Rate +13.3% +.1 percentage point, P/E 19.9 -.1
- S&P 500 Current Year Estimated Profit Margin 12.84% +2.0 basis points
- NYSE FANG+ Current Quarter EPS Growth Rate YoY(3 of 10 reporting) +62.5% +68.9 percentage points
- NYSE FANG+ Blended Forward 12 Months Mean EPS Estimate 315.61 -.66: Growth Rate +31.4% -.2 percentage point, P/E 30.1 -.2
- Bloomberg US Financial Conditions Index 1.03 +5.0 basis points
- Bloomberg Euro-Zone Financial Conditions Index .79 +1.0 basis point
- US Yield Curve -29.5 basis points (2s/10s) -1.0 basis point
- US Atlanta Fed 1Q GDPNow Forecast +2.7% unch.
- US Recession Within 6 Months Probability(3M/18M Forward Yld Curve Spread) 42.2% unch.
- Cleveland Fed Inflation Nowcast Core PCE YoY +2.74% unch.: CPI YoY +3.49% unch.
- 10-Year TIPS Spread 2.43 +2.0 basis points
- Highest target rate probability for June 12th FOMC meeting: 90.5%(+7.0 percentage points) chance of 5.25%-5.5%. Highest target rate probability for July 31st meeting: 68.1%(+12.2 percentage points) chance of 5.25%-5.5%.
Overseas Futures:
- Nikkei 225 Futures: Indicating +87 open in Japan
- China A50 Futures: Indicating +4 open in China
- DAX Futures: Indicating +207 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/consumer discretionary/financial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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