Broad Equity Market Tone:
- Advance/Decline Line: Modestly Higher
- Sector Performance: Most Sectors Rising
- Volume: Light
- Market Leading Stocks: Performing In Line
- Volatility(VIX) 16.97 -9.25%
- Euro/Yen Carry Return Index 138.62 +.26%
- Emerging Markets Currency Volatility(VXY) 11.36 -.79%
- S&P 500 Implied Correlation 59.35 -1.8%
- ISE Sentiment Index 85.0 +51.79%
- Total Put/Call .89 +8.54%
- NYSE Arms .67 -24.58%
- North American Investment Grade CDS Index 94.62 -2.40%
- America Energy Sector High-Yield CDS Index 1,750.0 -2.64%
- European Financial Sector CDS Index 76.25 -2.49%
- Western Europe Sovereign Debt CDS Index 17.63 -1.95%
- Asia Pacific Sovereign Debt CDS Index 74.62 +.05%
- Emerging Market CDS Index 358.71 -.1%
- iBoxx Offshore RMB China Corporate High Yield Index 123.59 +.05%
- 2-Year Swap Spread 14.25 -.25 basis point
- TED Spread 41.75 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -31.50 -2.5 basis points
- Bloomberg Emerging Markets Currency Index 69.39 +.05%
- 3-Month T-Bill Yield .18% +2.0 basis points
- Yield Curve 127.0 +3.0 basis points
- China Import Iron Ore Spot $40.80/Metric Tonne +.84%
- Citi US Economic Surprise Index -29.2 +1.2 points
- Citi Eurozone Economic Surprise Index 17.6 unch.
- Citi Emerging Markets Economic Surprise Index 17.80 -.3 point
- 10-Year TIPS Spread 1.49% +1.0 basis point
- 54.0% chance of next Fed rate hike at April 27 meeting, 70.5% chance at June 15 meeting
- Nikkei 225 Futures: Indicating +23 open in Japan
- China A50 Futures: Indicating +29 open in China
- DAX Futures: Indicating +54 open in Germany
- Higher: On gains in my retail/tech/medical sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and some of my (EEM) short
- Market Exposure: Moved to 75% Net Long
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