Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Almost Every Sector Declining
- Volume: Slightly Below Average
- Market Leading Stocks: Performing In Line
- Volatility(VIX) 17.73 -.73%
- Euro/Yen Carry Return Index 138.69 -.47%
- Emerging Markets Currency Volatility(VXY) 11.28 +.71%
- S&P 500 Implied Correlation 57.53 +1.25%
- ISE Sentiment Index 76.0 -30.28%
- Total Put/Call .93 +20.78%
- NYSE Arms 2.67 +192.15%
- North American Investment Grade CDS Index 92.87 +3.93%
- America Energy Sector High-Yield CDS Index 1,735.0 +3.63%
- European Financial Sector CDS Index 74.86 -.84%
- Western Europe Sovereign Debt CDS Index 17.36 +.96%
- Asia Pacific Sovereign Debt CDS Index 72.22 -.69%
- Emerging Market CDS Index 350.28 +2.25%
- iBoxx Offshore RMB China Corporate High Yield Index 123.48 +.08%
- 2-Year Swap Spread 10.0 +3.5 basis points
- TED Spread 27.75 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -31.5 +7.0 basis points
- Bloomberg Emerging Markets Currency Index 69.12 -.42%
- 3-Month T-Bill Yield .22% -3.0 basis points
- Yield Curve 124.0 -4.0 basis points
- China Import Iron Ore Spot $39.43/Metric Tonne +.64%
- Citi US Economic Surprise Index -23.9 -.9 point
- Citi Eurozone Economic Surprise Index 19.0 -1.4 points
- Citi Emerging Markets Economic Surprise Index 17.80 -1.0 basis point
- 10-Year TIPS Spread 1.50 unch.
- 67.6% chance of next Fed rate hike at June 15 meeting
- Nikkei 225 Futures: Indicating +51 open in Japan
- China A50 Futures: Indicating -141 open in China
- DAX Futures: Indicating -3 open in Germany
- Slightly Higher: On gains in my index hedges and emerging markets shorts
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 25% Net Long
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