- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Heavy
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 28.2 -24.1%
- Bloomberg Global Risk On/Risk Off Index 1,529.0 +540.0 points
- Euro/Yen Carry Return Index 130.88 +.31%
- Emerging Markets Currency Volatility(VXY) 10.5 +.7%
- S&P 500 Implied Correlation 51.9 +3.7%
- ISE Sentiment Index 140.0 +15.0 points
- Total Put/Call .74 +1.37%
- NYSE Arms 1.89 +600.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.65 -.36%
- US Energy High-Yield OAS 519.03 -1.49%
- European Financial Sector CDS Index 62.57 +.07%
- Italian/German 10Y Yld Spread 118.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 62.53 +1.79%
- Emerging Market CDS Index 171.40 -1.72%
- iBoxx Offshore RMB China Corporate High Yield Index 185.56 +.04%
- 2-Year Swap Spread 7.75 -.25 basis point
- TED Spread 15.75 +1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -5.0 -.5 basis point
- MBS 5/10 Treasury Spread 67.0 +.25 basis point
- IHS Markit CMBX BBB- 6 73.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.12 +.28%
- 3-Month T-Bill Yield .05% -2.0 basis points
- Yield Curve 89.0 -2.75 basis points
- China Iron Ore Spot 152.95 USD/Metric Tonne -6.86%
- Citi US Economic Surprise Index 62.80 -4.8 points
- Citi Eurozone Economic Surprise Index 98.6 +7.6 points
- Citi Emerging Markets Economic Surprise Index 54.50 +.4 point
- 10-Year TIPS Spread 2.11 +5.0 basis points
- 100.0% chance of no change at April 28th meeting, 100.0% chance of no change at June 16th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +273 open in Japan
- China A50 Futures: Indicating +42 open in China
- DAX Futures: Indicating +22 open in Germany
Portfolio:
- Higher: On gains in my energy/biotech/medical/tech/industrial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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