Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 27.6 -4.6%
- Bloomberg Global Risk On/Risk Off Index 2,459.0 -103.0 points
- Euro/Yen Carry Return Index 133.20 -.42%
- Emerging Markets Currency Volatility(VXY) 10.65 +3.9%
- S&P 500 Implied Correlation 51.1 -3.4%
- ISE Sentiment Index 100.0 -36.0 points
- Total Put/Call .86 +8.9%
- NYSE Arms 1.51 +86.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 55.95 +.29%
- US Energy High-Yield OAS 482.21 +1.72%
- European Financial Sector CDS Index 62.69 +1.1%
- Italian/German 10Y Yld Spread 102.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 60.73 +5.13%
- Emerging Market CDS Index 190.79 +5.0%
- iBoxx Offshore RMB China Corporate High Yield Index 186.47 +.07%
- 2-Year Swap Spread 10.25 +1.5 basis points
- TED Spread 15.5 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -8.5 -3.75 basis points
- MBS 5/10 Treasury Spread 86.25 +1.75 basis points
- IHS Markit CMBX BBB- 6 75.5 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.55 -.79%
- 3-Month T-Bill Yield .04% unch.
- Yield Curve 135.0 +8.0 basis points
- China Iron Ore Spot 168.20 USD/Metric Tonne -.5%
- Citi US Economic Surprise Index 86.5 +1.5 points
- Citi Eurozone Economic Surprise Index 157.3 -3.1 points
- Citi Emerging Markets Economic Surprise Index 61.7 -1.0 point
- 10-Year TIPS Spread 2.15 -1.0 basis point
- 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 +374 open in Japan
- China A50 Futures: Indicating -19 open in China
- DAX Futures: Indicating +15 open in Germany
Portfolio:
- Slightly Lower: On losses in my energy/industrial/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
No comments:
Post a Comment