- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 20.5 -3.7%
- Bloomberg Global Risk On/Risk Off Index 2,665.0 +111.0 points
- Euro/Yen Carry Return Index 131.55 +.10%
- Emerging Markets Currency Volatility(VXY) 9.51 -.94%
- S&P 500 Implied Correlation 50.68 -4.1%
- ISE Sentiment Index 125.0 -7.0 points
- Total Put/Call .77 +6.94%
- NYSE Arms .60 -53.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.69 -.59%
- US Energy High-Yield OAS 500.56 -.46%
- European Financial Sector CDS Index 56.71 +.63%
- Italian/German 10Y Yld Spread 90.75 -.75 basis point
- Asia Ex-Japan Investment Grade CDS Index 57.55 -.13%
- Emerging Market CDS Index 159.57 +.41%
- iBoxx Offshore RMB China Corporate High Yield Index 185.03 +.02%
- 2-Year Swap Spread 9.5 +.25 basis point
- TED Spread 16.25 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap 0.0 +.25 basis point
- MBS 5/10 Treasury Spread 67.0 +1.0 basis point
- IHS Markit CMBX BBB- 6 75.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 63.08 +.08%
- 3-Month T-Bill Yield .04% unch.
- Yield Curve 105.0 +1.0 basis point
- China Iron Ore Spot 160.95 USD/Metric Tonne -1.1%
- Citi US Economic Surprise Index 53.50 -6.7 points
- Citi Eurozone Economic Surprise Index 136.9 -2.4 points
- Citi Emerging Markets Economic Surprise Index 63.8 +2.8 points
- 10-Year TIPS Spread 2.22 +2.0 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 +50 open in Japan
- China A50 Futures: Indicating +37 open in China
- DAX Futures: Indicating -17 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/biotech/energy/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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