Broad Equity Market Tone:
- Advance/Decline Line: Substantially Lower
- Sector Performance: Almost Every Sector Declining
- Volume: Light
- Market Leading Stocks: Underperforming
- Volatility(VIX) 17.16 +8.96%
- Euro/Yen Carry Return Index 138.03 +.01%
- Emerging Markets Currency Volatility(VXY) 11.25 -.44%
- S&P 500 Implied Correlation 58.29 -1.07%
- ISE Sentiment Index 83.0 -31.97%
- Total Put/Call 1.34 unch.
- NYSE Arms 1.77 -2.41%
- North American Investment Grade CDS Index 91.43 +1.16%
- America Energy Sector High-Yield CDS Index 1,690.0 +2.09%
- European Financial Sector CDS Index 72.06 -.72%
- Western Europe Sovereign Debt CDS Index 17.21 -.52%
- Asia Pacific Sovereign Debt CDS Index 72.09 -.75%
- Emerging Market CDS Index 357.89 +1.80%
- iBoxx Offshore RMB China Corporate High Yield Index 123.77 +.03%
- 2-Year Swap Spread 12.25 unch.
- TED Spread 40.5 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -25.5 +.25 basis point
- Bloomberg Emerging Markets Currency Index 69.68 -.01%
- 3-Month T-Bill Yield .20% +1.0 basis point
- Yield Curve 121.0 -4.0 basis points
- China Import Iron Ore Spot $41.30/Metric Tonne +.73%
- Citi US Economic Surprise Index -31.2 +1.0 point
- Citi Eurozone Economic Surprise Index 13.9 -2.0 points
- Citi Emerging Markets Economic Surprise Index 15.90 -2.0 points
- 10-Year TIPS Spread 1.53% -1.0 basis point
- 56.7% chance of next Fed rate hike at April 27 meeting, 74.2% chance at June 15 meeting
- Nikkei 225 Futures: Indicating -28 open in Japan
- China A50 Futures: Indicating -63 open in China
- DAX Futures: Indicating +38 open in Germany
- Slightly Lower: On losses in my retail/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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