Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 15.6 +1.9%
- Euro/Yen Carry Return Index 138.23 +.28%
- Emerging Markets Currency Volatility(VXY) 8.02 -.74%
- S&P 500 Implied Correlation 38.26 -3.2%
- ISE Sentiment Index 108.0 +.93%
- Total Put/Call .98 +3.16%
- NYSE Arms .70 -20.94%
Credit Investor Angst:
- North American Investment Grade CDS Index 59.18 -.21%
- America Energy Sector High-Yield CDS Index 415.0 -.30%
- European Financial Sector CDS Index 56.40 +1.6%
- Italian/German 10Y Yld Spread 118.5 -7.25 basis points
- Asia Pacific Sovereign Debt CDS Index 11.83 -2.31%
- Emerging Market CDS Index 135.31 -1.75%
- iBoxx Offshore RMB China Corporate High Yield Index 149.47 +.05%
- 2-Year Swap Spread 28.50 -.5 basis point
- TED Spread 56.25 -2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -3.75 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.0 +.36%
- 3-Month T-Bill Yield 1.81% +3.0 basis points
- Yield Curve 44.0 +1.5 basis points
- China Iron Ore Spot 67.71 USD/Metric Tonne +2.40%
- Citi US Economic Surprise Index 29.40 unch.
- Citi Eurozone Economic Surprise Index -91.50 +.3 point
- Citi Emerging Markets Economic Surprise Index 6.2 +.3 point
- 10-Year TIPS Spread 2.16 +2.0 basis points
- 90.2% chance of Fed rate hike at June 13 meeting, 90.8% chance at August 1 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +37 open in Japan
- China A50 Futures: Indicating +92 open in China
- DAX Futures: Indicating +5 open in Germany
Portfolio:
- Higher: On gains in my industrial/tech/retail/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment