Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 10.55 +3.94%
- Euro/Yen Carry Return Index 128.93 +.11%
- Emerging Markets Currency Volatility(VXY) 7.84 -1.75%
- S&P 500 Implied Correlation 37.98 -1.49%
- ISE Sentiment Index 81.0 +5.19%
- Total Put/Call .99 +43.48%
- NYSE Arms .91 -32.27%
Credit Investor Angst:
- North American Investment Grade CDS Index 60.20 -1.57%
- America Energy Sector High-Yield CDS Index 421.0 +1.42%
- European Financial Sector CDS Index 65.52 -1.55%
- Western Europe Sovereign Debt CDS Index 7.54 -3.4%
- Asia Pacific Sovereign Debt CDS Index 17.78 -2.28%
- Emerging Market CDS Index 194.05 -.75%
- iBoxx Offshore RMB China Corporate High Yield Index 138.86 +.14%
- 2-Year Swap Spread 20.75 -.5 basis point
- TED Spread 22.75 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -33.5 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.30 +.04%
- 3-Month T-Bill Yield 1.0% +1.0 basis point
- Yield Curve 87.0 unch.
- China Import Iron Ore Spot $54.41/Metric Tonne -1.72%
- Citi US Economic Surprise Index -43.40 -.2 point
- Citi Eurozone Economic Surprise Index 39.10 -.4 point
- Citi Emerging Markets Economic Surprise Index 6.90 -4.1 points
- 10-Year TIPS Spread 1.80 unch.
- 95.7% chance of Fed rate hike at July 26 meeting, 96.9% chance at Sept. 20 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -23 open in Japan
- China A50 Futures: Indicating -30 open in China
- DAX Futures: Indicating -53 open in Germany
Portfolio:
- Lower: On losses in my medical/tech sector longs
- Disclosed Trades: Added to my (QQQ) hedges and (EEM) short
- Market Exposure: Moved to 50% Net Long
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