Thursday, 28 June 2012

Stocks Falling into Final Hour on ObamaCare Ruling, Rising Eurozone Debt Angst, Rising Global Growth Fears, Tech/Medical Sector Weakness

BETWEEN THE HEDGES: Stocks Falling into Final Hour on ObamaCare Ruling, Rising Eurozone Debt Angst, Rising Global Growth Fears, Tech/Medical Sector Weakness

Stocks Falling into Final Hour on ObamaCare Ruling, Rising Eurozone Debt Angst, Rising Global Growth Fears, Tech/Medical Sector Weakness


Broad Market Tone:

  • Advance/Decline Line: Substantially Lower
  • Sector Performance: Almost Every Sector Declining
  • Volume: Below Average
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • VIX 20.71 +6.48%
  • ISE Sentiment Index 95.0 +7.95%
  • Total Put/Call 1.06 +12.77%
  • NYSE Arms 1.24 +57.25%
Credit Investor Angst:
  • North American Investment Grade CDS Index 119.11 +1.22%
  • European Financial Sector CDS Index 289.28 +.76%
  • Western Europe Sovereign Debt CDS Index 296.87 -.29%
  • Emerging Market CDS Index 307.31 +3.64%
  • 2-Year Swap Spread 25.50 +2.0 basis points
  • TED Spread 38.5 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -59.0 -1.25 basis points
Economic Gauges:
  • 3-Month T-Bill Yield .08% unch.
  • Yield Curve 128.0 -3 basis points
  • China Import Iron Ore Spot $134.90/Metric Tonne -.37%
  • Citi US Economic Surprise Index -60.60 +.3 point
  • 10-Year TIPS Spread 2.07 -1 basis point
Overseas Futures:
  • Nikkei Futures: Indicating -50 open in Japan
  • DAX Futures: Indicating +3 open in Germany
Portfolio:
  • Slightly Lower: On losses in my tech, retail, medical and biotech sector longs
  • Disclosed Trades: Added to my (IWM)/(QQQ) hedges, added to my (EEM) short, then covered some of them.
  • Market Exposure: 50% Net Long

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