Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 13.0 +3.1%
- Euro/Yen Carry Return Index 136.35 +.30%
- Emerging Markets Currency Volatility(VXY) 8.53 -.35%
- S&P 500 Implied Correlation 34.08 -1.12%
- ISE Sentiment Index 117.0 +1.74%
- Total Put/Call .84 -13.4%
- NYSE Arms .75 -32.12%
Credit Investor Angst:
- North American Investment Grade CDS Index 59.60 +.37%
- America Energy Sector High-Yield CDS Index 369.0 +.03%
- European Financial Sector CDS Index 57.20 -.25%
- Italian/German 10Y Yld Spread 131.75 +.5 basis point
- Asia Pacific Sovereign Debt CDS Index 12.03 -.54%
- Emerging Market CDS Index 154.83 +.33%
- iBoxx Offshore RMB China Corporate High Yield Index 149.46 +.04%
- 2-Year Swap Spread 21.0 -1.25 basis points
- TED Spread 44.25 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -3.0 -1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 72.23 -.25%
- 3-Month T-Bill Yield 1.89% -1.0 basis point
- Yield Curve 44.75 +1.0 basis point
- China Iron Ore Spot 68.44 USD/Metric Tonne +.44%
- Citi US Economic Surprise Index 19.0 -2.4 points
- Citi Eurozone Economic Surprise Index -94.60 +3.3 points
- Citi Emerging Markets Economic Surprise Index -1.3 -1.1 points
- 10-Year TIPS Spread 2.16 unch.
- 100.0% chance of Fed rate hike at August 1 meeting, 100.0% chance at September 26 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +20 open in Japan
- China A50 Futures: Indicating +70 open in China
- DAX Futures: Indicating +7 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/retail/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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