Finance Analyst Report: 2026-04-02 06:00:04
Executive Summary
- Market Sentiment: Neutral (Score: -0.0)
- Volatility Regime: Contango (Normal)
- Credit Signal: Risk ON
- Breadth: Moderately Bearish (27.5% >50d, 49.3% >200d)
- Net Liquidity: $5,781B (Expanding)
- Dark Pool DIX: 0.487 (Strong Dark Pool Buying)
- MOVE Index: 90 | VIX/MOVE: 0.27 (Equity Vol Elevated vs Rates)
- Credit: HY OAS 3.28% (Watchful) | 2s10s: 0.52% (Normal (Steepening))
- Global Liquidity: $16,995B | BTC: $66,431 ▼ (Neutral)
- Seasonality (April): Avg +1.96%, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $654.75 | 37.09 | 28.0 | $646.01 | Bullish | 0.48 |
| QQQ | $583.87 | 35.75 | 30.5 | $570.92 | Bullish | 0.32 |
| IWM | $249.56 | 45.24 | 37.0 | $212.50 | Bullish | 0.50 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 24.54 | 51.76 | 50.8 | $10.00 | Neutral | 1.07 |
| TNX | 43.19 | 56.70 | 47.8 | - | - | - |
| GLD | $439.40 | 32.33 | 59.5 | $413.23 | Bullish | 0.16 |
| DXY | 99.51 | 48.19 | 46.5 | - | - | - |
| SLV | $68.23 | 35.17 | 33.6 | $61.79 | Bullish | 0.40 |
Macro Fundamentals
- 10Y Yield: 4.32%
- Yield Curve (10Y-3M): 0.71 (Normal)
- DXY: 99.51
- Growth vs Value: 0.89
- Risk Appetite (XLY/XLP): 1.35 (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 90.19
- VIX/MOVE Ratio: 0.27 (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 872,789
- 0DTE Put Volume: 1,179,387
- 0DTE Put/Call Ratio: 1.35 (Heavy 0DTE Put Buying (Hedging))
Credit Conditions
- HY OAS Spread: 3.28% (Watchful)
- BBB Spread: 1.13%
- 2s10s Spread: 0.52% (Normal (Steepening))
Market Breadth (S&P 500)
- Stocks Above 50-Day SMA: 27.5% (of 502)
- Stocks Above 200-Day SMA: 49.3%
- Breadth Signal: Moderately Bearish
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6657.2B
- Treasury General Account (TGA): $874.1B
- Reverse Repo (RRP): $2.1B
- US Net Liquidity (WALCL - TGA - RRP): $5,781B
- Liquidity Regime: Expanding
- ECB Balance Sheet: ~$6,655B (USD approx)
- BOJ Balance Sheet: ~$4,558B (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): $16,995B
- BTC-USD: $66,431 ▼ (Neutral)
Dark Pool Activity
- DIX (Dark Index): 0.487
- GEX (Gamma Exposure): 2.66B
- Signal: Strong Dark Pool Buying
Seasonality (April)
- 20yr Average Return: +1.96%
- 20yr Median Return: +1.27%
- Win Rate (% Years Positive): 80%
- Signal: Historically Bullish
EPS Revisions (Watchlist)
- AAPL: $1.96 (+0.1% vs 30d)
- MSFT: $4.09 (+0.0% vs 30d)
- NVDA: $1.78 (-0.2% vs 30d)
- GOOGL: $2.60 (+0.1% vs 30d)
- AMZN: $1.65 (+0.1% vs 30d)
- META: $6.61 (+0.1% vs 30d)
- TSLA: $0.40 (-2.2% vs 30d)
- WMT: $0.66 (-0.1% vs 30d)
- JPM: $5.42 (-1.5% vs 30d)
- GS: $16.11 (+2.7% vs 30d)
Upcoming Major Earnings
- GS: 2026-04-13
- JPM: 2026-04-14
- TSLA: 2026-04-21
- GOOGL: 2026-04-23
- MSFT: 2026-04-29
- META: 2026-04-29
- AAPL: 2026-04-30
- AMZN: 2026-04-30
- NVDA: 2026-05-20
- WMT: 2026-05-21
Economic Releases (FRED)
Today's Key Economic Prints:
- No key economic prints today.
Upcoming Economic Calendar (Next 30 Days):
- Employment Situation (Payrolls): 2026-04-03
- Gross Domestic Product (GDP): 2026-04-09
- Consumer Price Index (CPI): 2026-04-10
- Producer Price Index (PPI): 2026-04-14
- Industrial Production: 2026-04-16
- Retail Sales: 2026-04-21
- Gross Domestic Product (GDP): 2026-04-30
FX News Wire
Unread articles (20):
[1] Silver price today: Silver falls, according to FXStreet data URL: https://www.fxstreet.com/news/silver-price-today-silver-falls-according-to-fxstreet-data-202604020934 Published: Thu, 02 Apr 2026 09:34:41 Z
[2] USD: Data focus shifts to payrolls – Societe Generale URL: https://www.fxstreet.com/news/usd-data-focus-shifts-to-payrolls-societe-generale-202604020929 Published: Thu, 02 Apr 2026 09:29:06 Z
[3] Dow Jones futures plunge as risk aversion increases after Trump’s comments URL: https://www.fxstreet.com/news/dow-jones-futures-plunge-as-risk-aversion-increases-after-trumps-comments-202604020915 Published: Thu, 02 Apr 2026 09:15:19 Z
[4] USD/INR declines RBI's squeeze measures support Indian Rupee URL: https://www.fxstreet.com/news/usd-inr-recovers-as-risks-of-prolong-middle-east-war-revives-202604020543 Published: Thu, 02 Apr 2026 09:11:17 Z
[5] EUR/GBP: BoE Rate hike repricing supports gains – Commerzbank URL: https://www.fxstreet.com/news/eur-gbp-boe-rate-hike-repricing-supports-gains-commerzbank-202604020906 Published: Thu, 02 Apr 2026 09:06:30 Z
[6] Italy Retail Sales n.s.a (YoY) dipped from previous 2.3% to 1.6% in February URL: https://www.fxstreet.com/news/italy-retail-sales-nsa-yoy-dipped-from-previous-23-to-16-in-february-202604020904 Published: Thu, 02 Apr 2026 09:04:21 Z
[7] Italy Retail Sales s.a. (MoM) came in at 0% below forecasts (0.4%) in February URL: https://www.fxstreet.com/news/italy-retail-sales-sa-mom-came-in-at-0-below-forecasts-04-in-february-202604020904 Published: Thu, 02 Apr 2026 09:04:15 Z
[8] France 10-y Bond Auction rose from previous 3.39% to 3.73% URL: https://www.fxstreet.com/news/france-10-y-bond-auction-rose-from-previous-339-to-373-202604020904 Published: Thu, 02 Apr 2026 09:04:00 Z
[9] Turkey Exports climbed from previous $21.1B to $21.9B in March URL: https://www.fxstreet.com/news/turkey-exports-climbed-from-previous-211b-to-219b-in-march-202604020902 Published: Thu, 02 Apr 2026 09:02:35 Z
[10] ECB's Panetta: Tensions in energy markets are a cause for concern for financial stability URL: https://www.fxstreet.com/news/ecbs-panetta-tensions-in-energy-markets-are-a-cause-for-concern-for-financial-stability-202604020856 Published: Thu, 02 Apr 2026 08:56:29 Z
[11] USD: Risk-off tone supports Dollar – ING URL: https://www.fxstreet.com/news/usd-risk-off-tone-supports-dollar-ing-202604020844 Published: Thu, 02 Apr 2026 08:44:56 Z
[12] US Dollar Index (DXY) rallies beyond 100.00 as hopes of peace in Iran fade URL: https://www.fxstreet.com/news/us-dollar-index-dxy-rallies-beyond-10000-as-hopes-of-peace-in-iran-fade-202604020841 Published: Thu, 02 Apr 2026 08:41:19 Z
[13] EUR/JPY trades flat around 184.00 as investors seek clarity on ECB-BoJ policy outlook URL: https://www.fxstreet.com/news/eur-jpy-trades-flat-around-18400-as-investors-seek-clarity-on-ecb-boj-policy-outlook-202604020837 Published: Thu, 02 Apr 2026 08:37:00 Z
[14] WTI rises above 101.00 as Trump’s Iran stance fuels supply fears URL: https://www.fxstreet.com/news/wti-rises-above-10100-as-trumps-iran-stance-fuels-supply-fears-202604020836 Published: Thu, 02 Apr 2026 08:36:07 Z
[15] Gold pares intraday losses and moves closer to $4,650; not out of the woods yet URL: https://www.fxstreet.com/news/gold-retreats-sharply-from-two-week-top-4-800-as-trumps-iran-comments-boost-usd-202604020357 Published: Thu, 02 Apr 2026 08:29:18 Z
[16] Oil: War risks and Strait tensions – Rabobank URL: https://www.fxstreet.com/news/oil-war-risks-and-strait-tensions-rabobank-202604020819 Published: Thu, 02 Apr 2026 08:19:16 Z
[17] Brazil Fipe's IPC Inflation climbed from previous 0.25% to 0.59% in March URL: https://www.fxstreet.com/news/brazil-fipes-ipc-inflation-climbed-from-previous-025-to-059-in-march-202604020801 Published: Thu, 02 Apr 2026 08:01:54 Z
[18] ECB Simkus: Too early to say what we'll need to do in April URL: https://www.fxstreet.com/news/ecb-simkus-too-early-to-say-what-well-need-to-do-in-april-202604020753 Published: Thu, 02 Apr 2026 07:53:11 Z
[19] USD/INR: Regulatory squeeze supports Rupee – MUFG URL: https://www.fxstreet.com/news/usd-inr-regulatory-squeeze-supports-rupee-mufg-202604020752 Published: Thu, 02 Apr 2026 07:52:36 Z
[20] EUR/GBP Price Analysis: Euro stands tall above 0.8700 in risk-off markets URL: https://www.fxstreet.com/news/eur-gbp-price-analysis-euro-stands-tall-above-08700-in-risk-off-markets-202604020750 Published: Thu, 02 Apr 2026 07:50:53 Z