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2026-W15

Finance Analyst Report: 2026-04-09 14:15:27

Executive Summary

  • Market Sentiment: Bullish (Score: 0.21)
  • Volatility Regime: Contango (Normal)
  • Credit Signal: Risk ON
  • Breadth: Moderately Bullish (50.5% >50d, 55.6% >200d)
  • Net Liquidity: $5,827B (Expanding ◆)
  • Dark Pool DIX: 0.455 (Strong Dark Pool Buying)
  • MOVE Index: 79 | VIX/MOVE: 0.25 (Equity Vol Elevated vs Rates)
  • Credit: HY OAS 2.94% (Benign) | 2s10s: 0.50% (Normal (Steepening))
  • Global Liquidity: $16,995B ◆ | BTC: $71,967 ▼ (Neutral)
  • Seasonality (April): Avg +2.14%, Hit Rate 80% (Historically Bullish)

Equity & Derivatives Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
SPY $679.23 ▼ 57.72 38.9 $665.83 Bullish 0.25
QQQ $608.28 ▼ 55.38 40.7 $595.05 Bullish 0.60
IWM $261.80 ▼ 64.54 51.0 $252.31 Bullish 0.63

Macro Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
VIX 20.02 ▲ 42.31 64.5 $10.50 Bearish 1.52
TNX 42.83 ▲ 52.47 70.1 - - -
GLD $439.21 ▼ 45.85 55.2 $416.81 Neutral 0.75
DXY 98.72 ▲ 45.17 ▲ 51.1 ▼ - - -
SLV $68.72 ▼ 47.72 28.4 $56.07 Bullish 0.57

Macro Fundamentals

  • 10Y Yield: 4.28% ▲
  • Yield Curve (10Y-3M): 0.70 ▲ (Normal)
  • DXY: 98.72 ▲
  • Growth vs Value: 0.90 ▼
  • Risk Appetite (XLY/XLP): 1.35 ▼ (Defensive)

Volatility Structure

  • MOVE Index (Bond Vol): 78.74
  • VIX/MOVE Ratio: 0.25 (Equity Vol Elevated vs Rates)
  • 0DTE Call Volume: 2,506,599 ▲
  • 0DTE Put Volume: 3,438,679 ▲
  • 0DTE Put/Call Ratio: 1.37 ▲ (Heavy 0DTE Put Buying (Hedging))

Credit Conditions

  • HY OAS Spread: 2.94% (Benign)
  • BBB Spread: 1.05%
  • 2s10s Spread: 0.50% (Normal (Steepening))

Market Breadth (S&P 500)

  • Stocks Above 50-Day SMA: 50.5% (of 501)
  • Stocks Above 200-Day SMA: 55.6%
  • Breadth Signal: Moderately Bullish

Fed & Global Liquidity

  • Fed Balance Sheet (WALCL): $6675.3B
  • Treasury General Account (TGA): $847.7B
  • Reverse Repo (RRP): $0.4B ▲
  • US Net Liquidity (WALCL - TGA - RRP): $5,827B
  • Liquidity Regime: Expanding ◆
  • ECB Balance Sheet: ~$6,754B ▲ (USD approx)
  • BOJ Balance Sheet: ~$4,414B (USD approx)
  • Global Net Liquidity (Fed+ECB+BOJ): $16,995B ◆
  • BTC-USD: $71,967 ▼ (Neutral)

Dark Pool Activity

  • DIX (Dark Index): 0.455
  • GEX (Gamma Exposure): 5.35B
  • Signal: Strong Dark Pool Buying

Seasonality (April)

  • 20yr Average Return: +2.14%
  • 20yr Median Return: +1.57%
  • Win Rate (% Years Positive): 80%
  • Signal: Historically Bullish

EPS Revisions (Watchlist)

  • AAPL: $1.94 (-0.8% vs 30d)
  • MSFT: $4.09 (+0.0% vs 30d)
  • NVDA: $1.78 (-0.2% vs 30d)
  • GOOGL: $2.60 (+0.0% vs 30d)
  • AMZN: $1.65 (+0.2% vs 30d)
  • META: $6.61 (+0.2% vs 30d)
  • TSLA: $0.39 (-3.9% vs 30d)
  • WMT: $0.66 (-0.1% vs 30d)
  • JPM: $5.49 (-0.1% vs 30d)
  • GS: $16.35 (+3.9% vs 30d)

Upcoming Major Earnings

  • GS: 2026-04-13
  • JPM: 2026-04-14
  • TSLA: 2026-04-22
  • MSFT: 2026-04-29
  • GOOGL: 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:

  • Advance Retail Sales: Retail Trade: 638224.0 (Period: 2026-02-01)
  • Commercial Bank Interest Rate on Credit Card Plans, All Accounts: 21.0 (Period: 2026-02-01)

Upcoming Economic Calendar (Next 30 Days):

  • Industrial Production: 2026-04-16
  • Retail Sales: 2026-04-21
  • Gross Domestic Product (GDP): 2026-04-30

FX News Wire

Unread articles (3):

[1] Global manufacturing: PMI drop highlights bottlenecks – ABN AMRO URL: https://www.fxstreet.com/news/global-manufacturing-pmi-drop-highlights-bottlenecks-abn-amro-202604091740 Published: Thu, 09 Apr 2026 17:40:14 Z

[2] Pound Sterling Price News and Forecast: Tops 1.3400 as fragile truce keeps Sterling bid aloft URL: https://www.fxstreet.com/news/pound-sterling-price-news-and-forecast-tops-13400-as-fragile-truce-keeps-sterling-bid-aloft-202604091709 Published: Thu, 09 Apr 2026 17:09:53 Z

[3] United States 30-Year Bond Auction: 4.876% vs 4.871% URL: https://www.fxstreet.com/news/united-states-30-year-bond-auction-4876-vs-4871-202604091708 Published: Thu, 09 Apr 2026 17:08:34 Z

Iran War News

Updates (2):

[1] Mojtaba Khamenei vows revenge, signals Hormuz shift, warns Arab neighbors Time: 2026-04-09T17:59:59.578Z

[2] Trump says Iran agreeing to everything, warns of ‘painful’ blow without deal Time: 2026-04-09T17:47:44.240Z

Hormuz Strait Status

Hormuz Strait: no change since last report.

Strait of Hormuz Dashboard:

  • Ships Transiting: Near zero (normal: ~60/day)
  • Stranded Vessels: 150+ ships including tankers, bulk carriers, and other commercial vessels
  • Oil Prices: Brent crude surging due to supply disruption
  • War Risk Insurance: Premiums at extreme levels, over 16x normal rates
  • Throughput: Under 2% of normal daily deadweight tonnage
  • Global Impact: 21% of world oil supply at risk; 25% of global LNG trade at risk; est. $4 billion/day economic cost
  • Shipping: +14 days via Cape reroute; tanker rates tripled