Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 16.83 -4.7%
- Euro/Yen Carry Return Index 129.50 -.46%
- Emerging Markets Currency Volatility(VXY) 8.84 -1.34%
- S&P 500 Implied Correlation 43.49 -.96%
- ISE Sentiment Index 121.0 +39.1%
- Total Put/Call .82 -6.82%
- NYSE Arms 1.41 +50.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 66.71 -4.30%
- America Energy Sector High-Yield CDS Index 677.0 -2.35%
- European Financial Sector CDS Index 84.32 -4.75%
- Italian/German 10Y Yld Spread 244.0 -3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 80.0 -3.95%
- Emerging Market CDS Index 171.16 -2.79%
- iBoxx Offshore RMB China Corporate High Yield Index 155.92 +.16%
- 2-Year Swap Spread 14.5 +.25 basis point
- TED Spread 35.0-1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -5.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.92 +.53%
- 3-Month T-Bill Yield 2.39% -2.0 basis points
- Yield Curve 16.75 -1.0 basis point
- China Iron Ore Spot 82.55 USD/Metric Tonne +.36%
- Citi US Economic Surprise Index 4.50 +1.9 points
- Citi Eurozone Economic Surprise Index -82.6 -.3 point
- Citi Emerging Markets Economic Surprise Index -12.4 -.1 point
- 10-Year TIPS Spread 1.85 +1.0 basis point
- 0.0% chance of Fed rate hike at May 1st meeting, .2% chance at June 19th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -28 open in Japan
- China A50 Futures: Indicating +99 open in China
- DAX Futures: Indicating +1 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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