- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 16.3 -1.8%
- Bloomberg Global Risk On/Risk Off Index 3,287.0 +52.0 points
- Euro/Yen Carry Return Index 134.70 +.11%
- Emerging Markets Currency Volatility(VXY) 10.0 -.10%
- S&P 500 Implied Correlation 49.5 +6.3%
- ISE Sentiment Index 113.0 -31.0 points
- Total Put/Call .78 +2.6%
- NYSE Arms .77 -45.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.05 -.35%
- US Energy High-Yield OAS 450.87 -.72%
- European Financial Sector CDS Index 57.51 -.6%
- Italian/German 10Y Yld Spread 101.0 -1.0 basis point
- Asia Ex-Japan Investment Grade CDS Index 82.10 -6.8%
- Emerging Market CDS Index 161.32 -2.4%
- iBoxx Offshore RMB China Corporate High Yield Index 189.12 +.03%
- 2-Year Swap Spread 11.75 +.25 basis point
- TED Spread 18.0 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -3.25 unch.
- MBS 5/10 Treasury Spread 65.75 +.75 basis point
- IHS Markit CMBX BBB- 6 72.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 61.07 +.04%
- 3-Month T-Bill Yield .01% unch.
- Yield Curve 142.0 -5.0 basis points
- China Iron Ore Spot 172.0 USD/Metric Tonne +1.5%
- Citi US Economic Surprise Index 41.20 +1.6 points
- Citi Eurozone Economic Surprise Index 141.70 -1.5 points
- Citi Emerging Markets Economic Surprise Index 36.8 -12.6 points
- 10-Year TIPS Spread 2.37 +4.0 basis points
- 90.1% chance of no change at June 16th meeting, 90.1% chance of no change at Sept. 22nd meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +112 open in Japan
- China A50 Futures: Indicating +9 open in China
- DAX Futures: Indicating +37 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/biotech/industrial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 100% Net Long
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