Die Woche in Zahlen: KW 27 / 2014

10.13 Uhr

  • S&P 500 1,985.44 +1.44%
  • DJIA 17,068.26 +1.32%
  • NASDAQ 4,485.92 +2.44%
  • Russell 2000 1,208.15 +2.32%
  • S&P 500 High Beta 33.97 +2.44%
  • Wilshire 5000 20,820.09 +1.53%
  • Russell 1000 Growth 923.97 +1.83%
  • Russell 1000 Value 1,002.76 +1.09%
  • S&P 500 Consumer Staples 464.14 +1.15%
  • Morgan Stanley Cyclical 1,623.90 +2.10%
  • Morgan Stanley Technology 977.15 +2.33%
  • Transports 8,294,74 +1.78%
  • Utilities 554.27 -2.76%
  • Bloomberg European Bank/Financial Services 107.84 +1.24%
  • MSCI Emerging Markets 43.92 +1.65%
  • HFRX Equity Hedge 1,184.61 +.84%
  • HFRX Equity Market Neutral 965.91 +.46%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 230,670 +1.01%
  • Bloomberg New Highs-Lows Index 538 +379
  • Bloomberg Crude Oil % Bulls 19.35 -50.88%
  • CFTC Oil Net Speculative Position 445,840 -2.86%
  • CFTC Oil Total Open Interest 1,759,554 +2.25%
  • Total Put/Call 1.02 +22.9%
  • OEX Put/Call 1.15 +17.35%
  • ISE Sentiment 113.0 -19.86%
  • NYSE Arms .56 -62.16%
  • Volatility(VIX) 10.32 -11.26%
  • S&P 500 Implied Correlation 45.87 -7.95%
  • G7 Currency Volatility (VXY) 5.17 -4.08%
  • Emerging Markets Currency Volatility (EM-VXY) 5.85 -.17%
  • Smart Money Flow Index 11,522.21 +1.58%
  • ICI Money Mkt Mutual Fund Assets $2.569 Trillion +.51%
  • ICI US Equity Weekly Net New Cash Flow -$1.312 Billion
  • AAII % Bulls 38.5 +3.5%
  • AAII % Bears 22.4 +6.2%

Rohstoffe:

  • CRB Index 306.74 -1.69%
  • Crude Oil 103.77 -1.66%
  • Reformulated Gasoline 301.3 -1.01%
  • Natural Gas 4.37 -1.71%
  • Heating Oil 291.72 -1.80%
  • Gold 1,321.30 -.49%
  • Bloomberg Base Metals Index 201.83 +2.45%
  • Copper 327.0 +2.43%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 96.50 USD/Ton +1.69%
  • Lumber 338.10 unch.
  • UBS-Bloomberg Agriculture 1,402.35 -4.74%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.3% -10.0 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .1095 -6.0%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.27 +.26%
  • Citi US Economic Surprise Index -9.70 +14.0 points
  • Citi Emerging Markets Economic Surprise Index -9.0 -2.90 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.27 +.32%
  • Euro/Yen Carry Return Index 144.88 +.29%
  • Yield Curve 213.0 +6.0 basis points
  • 10-Year US Treasury Yield 2.64% +11.0 basis points
  • Federal Reserve’s Balance Sheet $4.334 Trillion +.19%
  • U.S. Sovereign Debt Credit Default Swap 19.22 +13.28%
  • Illinois Municipal Debt Credit Default Swap 168.0 +5.27%
  • Western Europe Sovereign Debt Credit Default Swap Index 31.08 +8.41%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 70.52 -3.85%
  • Emerging Markets Sovereign Debt CDS Index 191.72 +1.74%
  • Israel Sovereign Debt Credit Default Swap 76.50 -.95%
  • Iraq Sovereign Debt Credit Default Swap 334.77 +1.55%
  • Russia Sovereign Debt Credit Default Swap 183.31 +5.35%
  • China Blended Corporate Spread Index 300.47 -3.05%
  • 10-Year TIPS Spread 2.26% unch.
  • TED Spread 22.75 +1.25 basis points
  • 2-Year Swap Spread 13.25 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 -1.25 basis points
  • N. America Investment Grade Credit Default Swap Index 55.42 -3.92%
  • European Financial Sector Credit Default Swap Index 60.34 -7.9%
  • Emerging Markets Credit Default Swap Index 232.87 -1.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 83.0 unch.
  • M1 Money Supply $2.826 Trillion -.14%
  • Commercial Paper Outstanding 1,053.90 -.10%
  • 4-Week Moving Average of Jobless Claims 315,000 +750
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.12% -2 basis points
  • Weekly Mortgage Applications 347.30 -.23%
  • Bloomberg Consumer Comfort 36.4 -.7 point
  • Weekly Retail Sales +3.30% -10 basis points
  • Nationwide Gas $3.66/gallon -.02/gallon
  • Baltic Dry Index 893.0 +7.46%
  • China (Export) Containerized Freight Index 1,097.12 +.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 -8.33%
  • Rail Freight Carloads 264,766 -2.86%

Top Sektoren:

  • Computer Hardware +4.2%
  • Steel +4.0%
  • Biotech +3.6%
  • Semis +3.5%
  • Computer Services +3.5%

Flop Sektoren:

  • Restaurants +.2%
  • Coal +.1%
  • Energy unch.
  • Oil Tankers -.5%
  • Utilities -2.8%
Posted on: 6. Juli 2014, by : David Pieper