Broad Equity Market Tone:
- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
- Volatility(VIX) 15.69 +.83%
- Euro/Yen Carry Return Index 137.69 -.11%
- Emerging Markets Currency Volatility(VXY) 11.35 unch.
- S&P 500 Implied Correlation 58.37 +.53%
- ISE Sentiment Index 151.0 +17.0%
- Total Put/Call .85 +2.41%
- NYSE Arms 1.39 +224.54%
- North American Investment Grade CDS Index 91.05 +.06%
- America Energy Sector High-Yield CDS Index 1,665.0 -2.72%
- European Financial Sector CDS Index 73.50 +.34%
- Western Europe Sovereign Debt CDS Index 17.41 +.14%
- Asia Pacific Sovereign Debt CDS Index 73.44 -.42%
- Emerging Market CDS Index 352.70 +.07%
- iBoxx Offshore RMB China Corporate High Yield Index 123.70 +.05%
- 2-Year Swap Spread 12.25 -1.5 basis points
- TED Spread 40.0 +1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -25.75 -.5 basis point
- Bloomberg Emerging Markets Currency Index 69.77 +.14%
- 3-Month T-Bill Yield .19% unch.
- Yield Curve 125.0 -3.0 basis points
- China Import Iron Ore Spot $41.00/Metric Tonne +.44%
- Citi US Economic Surprise Index -32.2 +.6 point
- Citi Eurozone Economic Surprise Index 15.9 -.4 point
- Citi Emerging Markets Economic Surprise Index 17.90 +1.6 points
- 10-Year TIPS Spread 1.54% unch.
- 55.0% chance of next Fed rate hike at April 27 meeting, 72.3% chance at June 15 meeting
- Nikkei 225 Futures: Indicating +79 open in Japan
- China A50 Futures: Indicating -17 open in China
- DAX Futures: Indicating +14 open in Germany
- Slightly Higher: On gains in my tech/medical/biotech sector longs and emerging markets shorts
- Disclosed Trades: None
- Market Exposure: 50% Net Long
No comments:
Post a Comment