Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 19.0 -5.1%
- Euro/Yen Carry Return Index 136.88 +.26%
- Emerging Markets Currency Volatility(VXY) 8.20 -.85%
- S&P 500 Implied Correlation 46.1 -5.0%
- ISE Sentiment Index 128.0 +1.0%
- Total Put/Call .77 -23.8%
- NYSE Arms .60 -17.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 63.18 -2.66%
- America Energy Sector High-Yield CDS Index 464.0 -1.42%
- European Financial Sector CDS Index 62.2 -5.15%
- Italian/German 10Y Yld Spread 127.0 +2.75 basis points
- Asia Pacific Sovereign Debt CDS Index 12.97 -2.41%
- Emerging Market CDS Index 132.88 -1.62%
- iBoxx Offshore RMB China Corporate High Yield Index 148.63 +.02%
- 2-Year Swap Spread 31.75 +.75 basis point
- TED Spread 62.0 +4.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -10.5 +4.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 74.96 -.26%
- 3-Month T-Bill Yield 1.71% +1.0 basis point
- Yield Curve 52.5 +2.0 basis points
- China Iron Ore Spot 63.32 USD/Metric Tonne +1.57%
- Citi US Economic Surprise Index 44.0 -2.8 points
- Citi Eurozone Economic Surprise Index -72.50 -7.5 points
- Citi Emerging Markets Economic Surprise Index 23.80 -3.1 points
- 10-Year TIPS Spread 2.09 unch.
- 79.9% chance of Fed rate hike at June 13 meeting, 81.6% chance at August 1 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +301 open in Japan
- China A50 Futures: Indicating +215 open in China
- DAX Futures: Indicating -7 open in Germany
Portfolio:
- Higher: On gains in my retail/industrial/medical/tech sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges, then covered some of them
- Market Exposure: 100% Net Long
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