Indices
- Russell 2000 1,228.11 -3.11%
- S&P 500 High Beta 35.58 -.17%
- Goldman 50 Most Shorted 138.34 -1.73%
- Wilshire 5000 22,007.85 -.79%
- Russell 1000 Growth 1,010.68 -1.04%
- Russell 1000 Value 1,032.05 -.10%
- S&P 500 Consumer Staples 500.90 -.71%
- Solactive US Cyclical 140.54 +1.16%
- Morgan Stanley Technology 1,042.90 -.70%
- Transports 8,737.0 -1.61%
- Bloomberg European Bank/Financial Services 117.69 -2.15%
- MSCI Emerging Markets 42.96 -2.05%
- HFRX Equity Hedge 1,226.15 -.11%
- HFRX Equity Market Neutral 989.90 -.19%
Sentiment/Internals
- NYSE Cumulative A/D Line 240,637 -.85%
- Bloomberg New Highs-Lows Index -128 -342
- Bloomberg Crude Oil % Bulls 30.56 +13.9%
- CFTC Oil Net Speculative Position 323,092 n/a
- CFTC Oil Total Open Interest 1,723,025 n/a
- Total Put/Call .96 +26.32%
- ISE Sentiment 115.0 +21.05%
- Volatility(VIX) 12.70 +3.34%
- S&P 500 Implied Correlation 64.96 -5.07%
- G7 Currency Volatility (VXY) 10.43 +.97%
- Emerging Markets Currency Volatility (EM-VXY) 10.29 +3.52%
- Smart Money Flow Index 17,570.62 -.90%
- ICI Money Mkt Mutual Fund Assets $2.582 Trillion -.23%
- ICI US Equity Weekly Net New Cash Flow -$3.397 Billion
- AAII % Bulls 30.8 -2.0%
- AAII % Bears 22.0 -5.4%
Futures Spot Prices
- Reformulated Gasoline 204.53 +1.94%
- Heating Oil 198.22 +2.63%
- Bloomberg Base Metals Index 183.49 +5.36%
- US No. 1 Heavy Melt Scrap Steel 230.0 USD/Ton unch.
- China Iron Ore Spot 56.18 USD/Ton -2.82%
- UBS-Bloomberg Agriculture 1,095.29 -1.54%
Economy
- ECRI Weekly Leading Economic Index Growth Rate -.1% +60.0 basis points
- Philly Fed ADS Real-Time Business Conditions Index -.5070 unch.
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.29 +.18%
- Citi US Economic Surprise Index -62.3 -4.6 points
- Citi Eurozone Economic Surprise Index 10.80 -9.7 points
- Citi Emerging Markets Economic Surprise Index -16.0 -2.5 points
- Fed Fund Futures imply 60.0% chance of no change, 40.0% chance of 25 basis point cut on 6/17
- US Dollar Index 95.30 -1.61%
- Euro/Yen Carry Return Index 140.59 +4.04%
- Yield Curve 152.0 +12.0 basis points
- 10-Year US Treasury Yield 2.11% +20.0 basis points
- Federal Reserve's Balance Sheet $4.433 Trillion -.42%
- U.S. Sovereign Debt Credit Default Swap 16.18 +.27%
- Illinois Municipal Debt Credit Default Swap 198.0 +14.29%
- Western Europe Sovereign Debt Credit Default Swap Index 22.80 -12.68%
- Asia Pacific Sovereign Debt Credit Default Swap Index 60.51 -.35%
- Emerging Markets Sovereign Debt CDS Index 324.89 +.13%
- Israel Sovereign Debt Credit Default Swap 67.83 -9.27%
- Iraq Sovereign Debt Credit Default Swap 346.59 -1.31%
- Russia Sovereign Debt Credit Default Swap 359.84 +2.63%
- iBoxx Offshore RMB China Corporates High Yield Index 117.86 +.66%
- 10-Year TIPS Spread 1.95% +5.0 basis points
- TED Spread 27.75 +2.0 basis points
- 2-Year Swap Spread 26.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -19.75 +.75 basis point
- N. America Investment Grade Credit Default Swap Index 63.51 +2.82%
- America Energy Sector High-Yield Credit Default Swap Index 1,083.0 +1.43%
- European Financial Sector Credit Default Swap Index 70.42 -4.16%
- Emerging Markets Credit Default Swap Index 300.32 +2.31%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 87.50 unch.
- M1 Money Supply $2.975 Trillion -.18%
- Commercial Paper Outstanding 1,023.20 -.20%
- 4-Week Moving Average of Jobless Claims 283,750 -750
- Continuing Claims Unemployment Rate 1.7% unch.
- Average 30-Year Mortgage Rate 3.65% -2.0 basis points
- Weekly Mortgage Applications 447.90 -2.29%
- Bloomberg Consumer Comfort 44.7 -.7 point
- Weekly Retail Sales +1.1% +10 basis points
- Nationwide Gas $2.60/gallon +.09/gallon
- Baltic Dry Index 591.0 -1.50%
- China (Export) Containerized Freight Index 989.97 -5.53%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 unch.
- Rail Freight Carloads 279,012 -.36%
Best Performing Style
Worst Performing Style
Leading Sectors
Lagging Sectors
Weekly High-Volume Stock Gainers (24)
- GNE, GIMO, TBI, AAN, BLVD, FBC, MFLX, INCR, RCII, OSK, AAWW, IPHI, XPO, ACTG, LOGM, GPRO, XOOM, HMST, PGI, SC, HME, FCN, CRM and HUBG
Weekly High-Volume Stock Losers (69)
- SRCL, ACHC, VA, PRXL, IRM, BGG, MCY, SAM, UMBF, MSCC, GBNK, SHLM, CBT, SPW, TYC, UIS, IDTI, CAVM, WWW, WHR, GNC, BC, MRCY, NCR, AI, CHRW, AMC, HUM, UBNT, GNRC, KN, COH, HURN, HBI, AMAT, WIN, BWLD, GRUB, HAR, SAVE, OSIS, NTGR, ANIK, XRX, ASGN, BIIB, AWAY, WYNN, CVTI, FRGI, ECHO, INSM, OSTK, TCS, PFNX, PRTK, INSY, TRN, DV, CSII, EIGI, IDXX, YELP, TWTR, ASEI, MDCA, AKRX, SPNC and SSYS
Weekly Charts
ETFs
Stocks
*5-Day Change
Broad Equity Market Tone:
- Advance/Decline Line: Modestly Higher
- Sector Performance: Most Sectors Rising
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.82 -11.89%
- Euro/Yen Carry Return Index 140.54 +.44%
- Emerging Markets Currency Volatility(VXY) 10.29 +1.78%
- S&P 500 Implied Correlation 64.91 -2.83%
- ISE Sentiment Index 110.0 +10.0%
- Total Put/Call .98 -5.77%
Credit Investor Angst:
- North American Investment Grade CDS Index 62.91 -.91%
- America Energy Sector High-Yield CDS Index 1,084.0 +.54%
- European Financial Sector CDS Index 70.42 -.34%
- Western Europe Sovereign Debt CDS Index 22.80 -3.82%
- Asia Pacific Sovereign Debt CDS Index 60.01 -1.16%
- Emerging Market CDS Index 298.62 +.50%
- iBoxx Offshore RMB China Corporates High Yield Index 117.86 n/a
- 2-Year Swap Spread 26.0 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -19.75 unch.
Economic Gauges:
- 3-Month T-Bill Yield .00% unch.
- Yield Curve 151.0 +3.0 basis points
- China Import Iron Ore Spot $56.18/Metric Tonne n/a
- Citi US Economic Surprise Index -62.30 -.1 point
- Citi Eurozone Economic Surprise Index 10.80 -1.1 points
- Citi Emerging Markets Economic Surprise Index -16.0 -.4 point
- 10-Year TIPS Spread 1.95 +1.0 basis point
Overseas Futures:
- Nikkei Futures: Indicating +229 open in Japan
- DAX Futures: Indicating +33 open in Germany
Portfolio:
- Slightly Higher: On gains in my biotech/medical/retail/tech sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 50% Net Long
Bloomberg:
- Greece Races to Bridge Gap With Creditors Ahead of May Debt Bill. Greece and its international creditors were locked in intense
negotiations over a long holiday weekend as they raced against the clock
to avert a default as early as this month. While talks have picked
up pace in recent days, the two sides still have ground to cover to
bridge differences on stalled reforms. That’s
making it uncertain there would be enough progress to clinch a deal in
time for a May 11 meeting of euro-area finance ministers, some officials
warned.
- We Are No Where Near a Deal at All With Greece: Schulz. (video)
- Europe’s Debt Erases $160 Billion on Path to Record Weekly Loss. Investors revolting against negative yields in Europe wiped 142
billion euros ($160 billion) off the value of the region’s government
bonds this week, heading for the biggest selloff since at least October
1993. With Bill Gross and DoubleLine Capital’s Jeffrey Gundlach among
investors saying its time to sell bunds, the value of European bonds
dropped to 5.75 trillion euros Thursday, the least since March 4, Bank
of America Merrill Lynch data show. Germany’s 10-year yields completed
their biggest two-day climb since November 2011 as signs of euro-area
inflation prompted traders to pare bets the European Central Bank’s
quantitative easing will drive up prices on the continent’s benchmark
debt.
- Treasuries Post Their Worst Weekly Decline in Almost Two Months. European debt markets took a holiday and still dragged Treasuries lower. The worst week for U.S. 10-year notes in almost two months got even
bleaker as a rout in European bonds continued to diminish investor
appetite for relatively higher U.S. yields. The notes also extended an
April decline after a report showed U.S. consumer confidence rose last
month.
- Mester Sees Signs of Growth Bounce, Rate Liftoff at Any FOMC. Federal
Reserve Bank of Cleveland President Loretta Mester, in the
first public comments of any policy maker since the Fed met earlier this
week, sees signs the economy is rallying after a first-quarter slump.
“All meetings are on the table” for the first interest-rate rise in
nine years, she told reporters Friday after a speech in Philadelphia.
“We’re getting close to the point where it’s going to be time to lift
off, and now it’s going to be this decision based on the
data.”
- Tesla’s(TSLA) Powerwall Event: The 12 Most Important Facts.
Fox News:
CNBC:
ZeroHedge:
Business Insider:
Reuters:
- U.S. shale firms revive hedging as oil rebounds, may vex OPEC. U.S. oil producers are rushing
to take advantage of the rebound in oil markets by locking in
prices for next year and beyond, safeguarding future supplies
and possibly paving the way for a rebound in production. The flurry of hedging activity in the past month will help
sustain producers' revenues even if oil markets tumble again,
which is bad news for OPEC nations, such as Saudi Arabia, that
are counting on low prices to stunt the rapid rise of U.S. shale
and other competitors.
Style Underperformer:
Sector Underperformers:
- 1) Social Media -2.42% 2) Hospitals -1.23% 3) Oil Service -.93%
Stocks Falling on Unusual Volume:
- CTCT, LNKD, ABAX, CTB, PODD, PDFS, TUES, LEAF, NSIT, COLM, ATHN, ADUS, CBM, QLGC, TAL, RKUS, TYPE, HAR, FLS, SPNC, YRCW, FNHC, DGI, TAX, HLS, AXL, PRO, FRGI, PWR, EMES, LPNT, FSLR, XOOM, CSII and GTLS
Stocks With Unusual Put Option Activity:
- 1) SWN 2) LOW 3) HIG 4) MON 5) IYR
Stocks With Most Negative News Mentions:
- 1) PODD 2) CTRL 3) CTCT 4) LNKD 5) TWTR
Charts:
Style Outperformer:
Sector Outperformers:
- 1) Airlines +2.63% 2) Semis +2.06% 3) Biotech +1.78%
Stocks Rising on Unusual Volume:
- ENOC, SYT, ELLI, WWWW, KCG, YUM, BCOR, NKTR, EXPE, SKYW, CENX, TER, CALD, WAB, DGLY, MRC, OCN, RYAM, CALD, NTRI, TASR, ALTR, LEG, LYV, EXPE, UTHR, FEYE, HABT, WU, TRN, GBX, KCG, TMST, AA and GILD
Stocks With Unusual Call Option Activity:
- 1) TSN 2) PNK 3) MEMP 4) JDSU 5) ALLY
Stocks With Most Positive News Mentions:
- 1) SKYW 2) FEYE 3) LMT 4) WU 5) GILD
Charts:
