Die Woche in Zahlen: KW 28 / 2014

11.38 Uhr

Aktienmarkt:

  • S&P 500 1,967.57 -.90%
  • DJIA 16,943.81 -.73%
  • NASDAQ 4,415.49 -1.57%
  • Russell 2000 1,159.93 -3.99%
  • S&P 500 High Beta 33.28 -2.03%
  • Wilshire 5000 20,554.98 -1.27%
  • Russell 1000 Growth 913.58 -1.13%
  • Russell 1000 Value 992.81 -.99%
  • S&P 500 Consumer Staples 465.51 +.30%
  • Solactive US Cyclical 136.63 -1.24%
  • Morgan Stanley Technology 963.57 -1.39%
  • Transports 8,254.31 -.49%
  • Utilities 559.43 +.93%
  • Bloomberg European Bank/Financial Services 103.59 -3.94%
  • MSCI Emerging Markets 43.78 -.31%
  • HFRX Equity Hedge 1,175.28 -.79%
  • HFRX Equity Market Neutral 967.41 +.16%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 228,237 -1.01%
  • Bloomberg New Highs-Lows Index -70 -608
  • Bloomberg Crude Oil % Bulls 42.86 +121.50%
  • CFTC Oil Net Speculative Position 424,887 -4.70%
  • CFTC Oil Total Open Interest 1,742,131 -.99%
  • Total Put/Call .88 unch.
  • OEX Put/Call 3.11 +170.43%
  • ISE Sentiment 109.0 -3.54%
  • NYSE Arms 1.05 +87.50%
  • Volatility(VIX) 12.08 +17.05%
  • S&P 500 Implied Correlation 50.38 +9.83%
  • G7 Currency Volatility (VXY) 5.33 +3.09%
  • Emerging Markets Currency Volatility (EM-VXY) 5.82 -.68%
  • Smart Money Flow Index 11,669.06 +1.27%
  • ICI Money Mkt Mutual Fund Assets $2.575 Trillion +.21%
  • ICI US Equity Weekly Net New Cash Flow -$8.887 Billion
  • AAII % Bulls 37.6 -2.3%
  • AAII % Bears 28.7 +27.8%

Rohstoffe:

  • CRB Index 297.07 -3.15%
  • Crude Oil 100.83 -3.13%
  • Reformulated Gasoline 290.85 -3.61%
  • Natural Gas 4.15 -5.54%
  • Heating Oil 286.09 -2.28%
  • Gold 1,337.40 +1.29%
  • Bloomberg Base Metals Index 201.83 unch.
  • Copper 326.90 -.17%
  • US No. 1 Heavy Melt Scrap Steel 357.0 USD/Ton unch.
  • China Iron Ore Spot 96.90 USD/Ton +.42%
  • Lumber 330.90 -1.30
  • UBS-Bloomberg Agriculture 1,329.42 -5.25%

Konjunktur/Zinsen/Credit:

  • ECRI Weekly Leading Economic Index Growth Rate 4.3% unch.
  • Philly Fed ADS Real-Time Business Conditions Index .2503 -3.25%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.67 +.32%
  • Citi US Economic Surprise Index -13.10 -3.4 points
  • Citi Emerging Markets Economic Surprise Index -4.40 +4.6 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 7/30
  • US Dollar Index 80.19 -.10%
  • Euro/Yen Carry Return Index 143.98 -.60%
  • Yield Curve 207.0 -6.0 basis points
  • 10-Year US Treasury Yield 2.52% -12.0 basis points
  • Federal Reserve’s Balance Sheet $4.340 Trillion +.15%
  • U.S. Sovereign Debt Credit Default Swap 16.41 -14.6%
  • Illinois Municipal Debt Credit Default Swap 170.0 +1.02%
  • Western Europe Sovereign Debt Credit Default Swap Index 36.89 +18.69%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 71.96 +2.04%
  • Emerging Markets Sovereign Debt CDS Index 190.29 -.75%
  • Israel Sovereign Debt Credit Default Swap 86.50 +13.07%
  • Iraq Sovereign Debt Credit Default Swap 350.03 +4.56%
  • Russia Sovereign Debt Credit Default Swap 172.94 -5.65%
  • China Blended Corporate Spread Index 303.39 +.97%
  • 10-Year TIPS Spread 2.26% unch.
  • TED Spread 21.75 -1.0 basis point
  • 2-Year Swap Spread 16.75 +3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.50 -.5 basis point
  • N. America Investment Grade Credit Default Swap Index 57.96 +4.58%
  • European Financial Sector Credit Default Swap Index 71.69 +18.81%
  • Emerging Markets Credit Default Swap Index 225.54 -3.15%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 82.0 -1 basis point
  • M1 Money Supply $2.846 Trillion +.7%
  • Commercial Paper Outstanding 1,041.80 -1.1%
  • 4-Week Moving Average of Jobless Claims 311,500 -3,500
  • Continuing Claims Unemployment Rate 2.0% unch.
  • Average 30-Year Mortgage Rate 4.15% +3 basis points
  • Weekly Mortgage Applications 353.90 +1.90%
  • Bloomberg Consumer Comfort 37.6 +1.2 points
  • Weekly Retail Sales +3.80% +50 basis points
  • Nationwide Gas $3.63/gallon -.03/gallon
  • Baltic Dry Index 814.0 -8.85%
  • China (Export) Containerized Freight Index 1,092.07 -.46%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • Rail Freight Carloads 227,097 -14.23%

Top Sektoren:

  • Gold & Silver +2.5%
  • REITs +1.0%
  • Airlines +.9%
  • Utilities +.9%
  • Telecom +.4%

Flop Sektoren:

  • Gaming -4.6%
  • Coal -4.9%
  • Social Media -5.1%
  • Alt Energy -5.2%
  • 3D Printing -5.5%
Posted on: 13. Juli 2014, by : David Pieper