Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Slightly Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.77 +1.73%
- Euro/Yen Carry Return Index 124.81 +.23%
- Emerging Markets Currency Volatility(VXY) 9.75 +.1%
- S&P 500 Implied Correlation 45.42 +2.3%
- ISE Sentiment Index 62.0 -8.82%
- Total Put/Call .87 +6.1%
- NYSE Arms 1.25 +78.57%
Credit Investor Angst:
- North American Investment Grade CDS Index 62.56 -.37%
- America Energy Sector High-Yield CDS Index 369.0 -1.23%
- European Financial Sector CDS Index 93.90 +.75%
- Western Europe Sovereign Debt CDS Index 22.64 +3.0%
- Asia Pacific Sovereign Debt CDS Index 25.68 -2.65%
- Emerging Market CDS Index 217.90 +.83%
- iBoxx Offshore RMB China Corporate High Yield Index 134.70 -.08%
- 2-Year Swap Spread 34.50 -1.75 basis points
- TED Spread 52.25 -1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -28.25 -2.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 71.64 +.30%
- 3-Month T-Bill Yield .52% unch.
- Yield Curve 119.0 -3.0 basis points
- China Import Iron Ore Spot $94.30/Metric Tonne -.59%
- Citi US Economic Surprise Index 47.40 -.4 point
- Citi Eurozone Economic Surprise Index 71.90 +4.9 points
- Citi Emerging Markets Economic Surprise Index 46.60 +5.2 points
- 10-Year TIPS Spread 2.05 +3.0 basis points
- 61.8% chance of Fed rate hike at May 3 meeting, 76.1% chance at June 14 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -19 open in Japan
- China A50 Futures: Indicating +1 open in China
- DAX Futures: Indicating +9 open in Germany
Portfolio:
- Slightly Lowr: On losses in my in my biotech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment