- Bloomberg Emerging Markets Currency Index 39.47 -.34%
- 3-Month T-Bill Yield 5.40% +1.0 basis point
- China Iron Ore Spot 107.3 USD/Metric Tonne -1.4%
- Dutch TTF Nat Gas(European benchmark) 33.0 euros/megawatt-hour -2.0%
- Citi US Economic Surprise Index -5.5 +5.4 points
- Citi Eurozone Economic Surprise Index 26.1 unch.
- Citi Emerging Markets Economic Surprise Index 8.3 -1.1 points
- S&P 500 Current Quarter EPS Growth Rate YoY(497 of 500 reporting) +7.8% unch.
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 258.25 +.07: Growth Rate +13.2% unch., P/E 20.7 unch.
- S&P 500 Current Year Estimated Profit Margin 12.85% unch.
- NYSE FANG+ Current Quarter EPS Growth Rate YoY(9 of 10 reporting) +52.9% unch.
- NYSE FANG+ Blended Forward 12 Months Mean EPS Estimate 330.43 +.14: Growth Rate +23.2% unch., P/E 32.2 unch.
- Bloomberg US Financial Conditions Index 1.00 unch.
- Bloomberg Euro-Zone Financial Conditions Index 1.02 +3.0 basis points
- US Yield Curve -44.75 basis points (2s/10s) -.75 basis point
- US Atlanta Fed 2Q GDPNow Forecast +2.6% unch.
- US Recession Within 6 Months Probability(3M/18M Forward Yld Curve Spread) 53.7% unch.
- Cleveland Fed Inflation Nowcast Core PCE YoY +2.69% unch.: CPI YoY +3.36% unch.
- 10-Year TIPS Spread 2.31 +2.0 basis points
- Highest target rate probability for July 31st FOMC meeting: 91.1%(+12.8 percentage points) chance of 5.25%-5.5%. Highest target rate probability for Sept. 18th meeting: 51.0%(+17.7 percentage points) chance of 5.25%-5.5%.
Overseas Futures:
- Nikkei 225 Futures: Indicating +71 open in Japan
- China A50 Futures: Indicating -82 open in China
- DAX Futures: Indicating +45 open in Germany
Portfolio:
- Higher: On gains in my industrial/tech sector longs and emerging market shorts
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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