- S&P 500 Current Quarter EPS Growth Rate YoY(474 of 500 reporting) +4.9% -.2 percentage point
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 256.04 -.17: Growth Rate +12.4% -2.5 percentage points, P/E 20.8 +.1
- S&P 500 Current Year Estimated Profit Margin 12.86% -2.0 basis points
- NYSE FANG+ Current Quarter EPS Growth Rate YoY(7 of 10 reporting) +37.2% unch.
- NYSE FANG+ Blended Forward 12 Months Mean EPS Estimate 328.38 +.11: Growth Rate +36.7% +.1%, P/E 32.0 unch.
- Bloomberg US Financial Conditions Index .93 -19.0 basis points
- Bloomberg Euro-Zone Financial Conditions Index .93 -3.0 basis points
- US Yield Curve -44.75 basis points (2s/10s) -2.75 basis points
- US Atlanta Fed 2Q GDPNow Forecast +3.6% unch.
- US Recession Within 6 Months Probability(3M/18M Forward Yld Curve Spread) 46.8% -1.3 percentage points
- Cleveland Fed Inflation Nowcast Core PCE YoY +2.74% unch.: CPI YoY +3.37% unch.
- 10-Year TIPS Spread 2.34 unch.
- Highest target rate probability for July 31st FOMC meeting: 80.1%(+5.5 percentage points) chance of 5.25%-5.5%. Highest target rate probability for Sept. 18th meeting: 49.7%(-1.9 percentage points) chance of 5.0%-5.25%.
Overseas Futures:
- Nikkei 225 Futures: Indicating -47 open in Japan
- China A50 Futures: Indicating -10 open in China
- DAX Futures: Indicating +15 open in Germany
Portfolio:
- Slightly Lower: On losses in my financial/consumer discretionary sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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