- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Around Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 22.2 +3.6%
- Bloomberg Global Risk On/Risk Off Index 2,910.0 -13.0 points
- Euro/Yen Carry Return Index 131.87 -.68%
- Emerging Markets Currency Volatility(VXY) 9.74+1.35%
- S&P 500 Implied Correlation 53.69 +2.75%
- ISE Sentiment Index 136.0 +16.0 points
- Total Put/Call .73 -5.19%
- NYSE Arms .87 +27.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.36 -.22%
- US Energy High-Yield OAS 488.29 -.04%
- European Financial Sector CDS Index 57.91 +.71%
- Italian/German 10Y Yld Spread 95.5 +4.75 basis points
- Asia Ex-Japan Investment Grade CDS Index 57.18 +.89%
- Emerging Market CDS Index 165.14 +1.1%
- iBoxx Offshore RMB China Corporate High Yield Index 185.55 +.15%
- 2-Year Swap Spread 9.25 -.25 basis point
- TED Spread 15.5 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -3.0 -3.0 basis points
- MBS 5/10 Treasury Spread 77.75 +5.0 basis points
- IHS Markit CMBX BBB- 6 75.25 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.91 -.24%
- 3-Month T-Bill Yield .04% unch.
- Yield Curve 118.0 -2.0 basis points
- China Iron Ore Spot 167.5 USD/Metric Tonne +.35%
- Citi US Economic Surprise Index 77.70 +28.8 points
- Citi Eurozone Economic Surprise Index 134.6 -2.3 points
- Citi Emerging Markets Economic Surprise Index 65.7 +1.9 points
- 10-Year TIPS Spread 2.22 unch.
- 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 +132 open in Japan
- China A50 Futures: Indicating +405 open in China
- DAX Futures: Indicating +45 open in Germany
Portfolio:
- Higher: On gains in my biotech/energy/industrial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
No comments:
Post a Comment