BETWEEN THE HEDGES: Stocks Slightly Higher into Final Hour on Less Eurozone Debt Angst, Buyout Speculation, Technical Buying, Gaming

Broad Equity Market Tone:

  • Advance/Decline Line: Higher
  • Sector Performance: M ixed
  • Volume: B elow Media
  • Market Leading Stocks: Outperforming

Equity Investor Angst:

  • Volatility(VIX) 1 1.45 -1.8 %
  • Euro/Yen Carry Return Index 1 2 7.75 -.15 %
  • Emerging Markets Currency Volatility(VXY) 9.34 -.85 %
  • S&P 500 Implied Correlation 44.55 -3.09 %
  • ISE Sentiment Index 57.0 -44.12%

  • Total Put/Call .91 +4.6%
  • NYSE Arms .91 -5.68 %

Credit Investor Angst:

  • North American Investment Grade CDS Index 6 5.03 +1.5 %
  • America Energy Sector High-Yield CDS Index 3 85.0 +.29 %
  • European Financial Sector CDS Index 8 6.95 +.83 %
  • Película del Oeste Europe Sovereign Debt CDS Index 14.52 -16.75 %
  • Asia Pacific Sovereign Debt CDS Index 2 7.69 -1.0 %
  • Emerging Market CDS Index 2 16.11 -.44 %
  • iBoxx Offshore RMB China Corporate High Yield Index 13 5. 79 +.10%
  • 2-Year Swap Spread 3 3. 25 – .2 5 basis point
  • TED Spread 3 7. 5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap – 21 .0 -1.25 basis points
  • Bloomberg Emerging Markets Currency Index 7 0.97 +.02%
  • 3-Month T-Bill Yield. 7 4 % unch.
  • Yield Curve 1 23. 0 +1 .0 basis point
  • China Import Iron Ore Spot $ 88.26 /Metric Tonne +1.78%
  • Citi US Economic Surprise Index 47. 50 -.5 point
  • Citi Eurozone Economic Surprise Index 51. 40 – 6.5 poi nts
  • Citi Emerging Markets Economic Surprise Index 48. 60 -2.9 points
  • 10-Year TIPS Spread 2. 02 +1.0 basis point
  • 100.0 % chance of Fed rate hike at Ma y 3 meeting, 100.0 % chance at June 14 meeting
  • Nikkei 225 Futures: Indicating -49 open in Japan
  • China A50 Futures: Indicating – 2 open in China
  • DAX Futures: Indicating +4 open in Germany
  • Slightly Lower. O n losses i n my in my retail sector longs and emerging markets shorts
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 75 % Net Long

All Rights Reserved © 2004-201 7. BETWEEN THE HEDGES

The positions and strategies discussed on BETWEEN THE HEDGES are offered for entertainment purposes only and are in no way intended to serve as personal investing advice. Readers should not make any investment decision without first conducting their own thorough due diligence. Readers should assume the editor of this blog holds a position in any securities discussed, recommended or panned. While the information provided is obtained from sources believed to be reliable, its accuracy or completeness cannot be guaranteed, nor can this publication be, in anyway, considered liable for the investment performance of any securities or strategies discussed.

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