Die Woche in Zahlen: KW 20/2014

18.20 Uhr

  • S&P 500 1,877.86 -.03%
  • DJIA 16,491.30 -.56%
  • NASDAQ 4,090.58 +.46%
  • Russell 2000 1,102.91 -.39%
  • S&P 500 High Beta 30.72 -.49%
  • Wilshire 5000 19,610.30 -.05%
  • Russell 1000 Growth 870.26 +.23%
  • Russell 1000 Value 950.83 -.29%
  • S&P 500 Consumer Staples 454.22 -.57%
  • Morgan Stanley Cyclical 1,517.10 -.02%
  • Morgan Stanley Technology 904.34 +1.14%
  • Transports 7,719.30 +.27%
  • Utilities 537.78 -.33%
  • Bloomberg European Bank/Financial Services 108.20 -.70%
  • MSCI Emerging Markets 42.71 +2.45%
  • HFRX Equity Hedge 1,154.38 -.24%
  • HFRX Equity Market Neutral 963.37 -.64%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 218,170 +.23%
  • Bloomberg New Highs-Lows Index -145 -250
  • Bloomberg Crude Oil % Bulls 34.48 -24.96%
  • CFTC Oil Net Speculative Position 387,739 +1.21%
  • CFTC Oil Total Open Interest 1,627,403 -.67%
  • Total Put/Call .92 -2.13%
  • OEX Put/Call .60 -65.32%
  • ISE Sentiment 98.0 +2.08%
  • NYSE Arms 1.22 -14.08%
  • Volatility(VIX) 12.44 -3.71%
  • S&P 500 Implied Correlation 55.62 -1.61%
  • G7 Currency Volatility (VXY) 6.27 +2.96%
  • Emerging Markets Currency Volatility (EM-VXY) 7.20 -1.64%
  • Smart Money Flow Index 10,971.31 -.47%
  • ICI Money Mkt Mutual Fund Assets $2.588 Trillion -.12%
  • ICI US Equity Weekly Net New Cash Flow -$1.963 Billion
  • AAII % Bulls 33.1 +16.9%
  • AAII % Bears 22.6 -21.1%

Rohstoffe:

  • CRB Index 305.92 +.45%
  • Crude Oil 101.02 +1.99%
  • Reformulated Gasoline 297.35 +2.60%
  • Natural Gas 4.41 -2.65%
  • Heating Oil 295.36 +1.53%
  • Gold 1,293.40 +.27%
  • Bloomberg Base Metals Index 193.70 +1.14%
  • Copper 314.70 +1.94%
  • US No. 1 Heavy Melt Scrap Steel 371.80 USD/Ton -.85%
  • China Iron Ore Spot 100.70 USD/Ton -1.95%
  • Lumber 324.20 -5.48%
  • UBS-Bloomberg Agriculture 1,527.43 -1.13%

Konjunktur/Zinsen/Credit Default Swaps:

  • ECRI Weekly Leading Economic Index Growth Rate 4.9% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.0748 +20.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.49 +.28%
  • Citi US Economic Surprise Index -2.30 +6.8 points
  • Citi Emerging Markets Economic Surprise Index -25.20 +.2 point
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 80.04 +.22%
  • Euro/Yen Carry Return Index 145.0 -.86%
  • Yield Curve 216.0 -8 basis points
  • 10-Year US Treasury Yield 2.52% -10 basis points
  • Federal Reserve’s Balance Sheet $4.294 Trillion +.79%
  • U.S. Sovereign Debt Credit Default Swap 17.27 +3.13%
  • Illinois Municipal Debt Credit Default Swap 156.0 +9.10%
  • Western Europe Sovereign Debt Credit Default Swap Index 35.64 +9.95%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 84.65 +.12%
  • Emerging Markets Sovereign Debt CDS Index 231.57 +.34%
  • Israel Sovereign Debt Credit Default Swap 83.50 -5.65%
  • Russia Sovereign Debt Credit Default Swap 232.10 -12.69%
  • China Blended Corporate Spread Index 359.70 -.02%
  • 10-Year TIPS Spread 2.18% unch.
  • TED Spread 21.25 +1.0 basis point
  • 2-Year Swap Spread 14.75 +1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -6.75 -2.5 basis points
  • N. America Investment Grade Credit Default Swap Index 64.91 +1.03%
  • European Financial Sector Credit Default Swap Index 78.03 +4.53%
  • Emerging Markets Credit Default Swap Index 269.32 unch.
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 89.0 +5.0 basis points
  • M1 Money Supply $2.808 Trillion +1.14%
  • Commercial Paper Outstanding 1,038.20 -.40%
  • 4-Week Moving Average of Jobless Claims 323,250 -1,500
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.20% -1 basis point
  • Weekly Mortgage Applications 363,400 +3.56%
  • Bloomberg Consumer Comfort 34.9 -2.2 points
  • Weekly Retail Sales +4.20% +60 basis points
  • Nationwide Gas $3.65/gallon -.01/gallon
  • Baltic Dry Index 1021.0 +2.41%
  • China (Export) Containerized Freight Index 1,086.19 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 unch.
  • Rail Freight Carloads 267,283 -.03%

Top Sektoren:

  • Road & Rail +2.5%
  • Computer Hardware +2.2%
  • Steel +2.2%
  • Internet +1.6%
  • Telecom +1.4%

Flop Sektoren:

  • Construction -1.7%
  • Alt Energy -2.0%
  • I-Banking -2.2%
  • Oil Service -2.9%
  • 3D Printing -4.1%

 

Posted on: 17. Mai 2014, by : David Pieper