- Advance/Decline Line: Substantially Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 25.4 -15.9%
- Bloomberg Global Risk On/Risk Off Index 1,899.0 +481.0 points
- Euro/Yen Carry Return Index 130.70 -.17%
- Emerging Markets Currency Volatility(VXY) 10.3 -1.1%
- S&P 500 Implied Correlation 52.1 -.02%
- ISE Sentiment Index 101.0 -54.0 points
- Total Put/Call .76 -1.3%
- NYSE Arms 2.27 +180.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 53.01 -3.4%
- US Energy High-Yield OAS 510.40 -1.60%
- European Financial Sector CDS Index 60.83 -2.2%
- Italian/German 10Y Yld Spread 114.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 61.50 -1.79%
- Emerging Market CDS Index 165.47 -3.37%
- iBoxx Offshore RMB China Corporate High Yield Index 185.40 -.12%
- 2-Year Swap Spread 7.75 unch.
- TED Spread 15.25 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -4.75 +.25 basis point
- MBS 5/10 Treasury Spread 66.5 -2.25 basis points
- IHS Markit CMBX BBB- 6 73.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.42 +.34%
- 3-Month T-Bill Yield .04% -1.0 basis point
- Yield Curve 98.75 +2.5 basis points
- China Iron Ore Spot 144.15 USD/Metric Tonne -3.71%
- Citi US Economic Surprise Index 60.50 -.1 point
- Citi Eurozone Economic Surprise Index 125.4 +1.4 points
- Citi Emerging Markets Economic Surprise Index 68.70 +4.9 points
- 10-Year TIPS Spread 2.14 +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 +113 open in Japan
- China A50 Futures: Indicating -103 open in China
- DAX Futures: Indicating +12 open in Germany
Portfolio:
- Higher: On gains in my energy/tech/industrial/biotech/medical sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
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