Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.60 -.94%
- Euro/Yen Carry Return Index 127.89 +.49%
- Emerging Markets Currency Volatility(VXY) 11.39 -.18%
- S&P 500 Implied Correlation 50.27 -1.85%
- ISE Sentiment Index 84.0 -27.6%
- Total Put/Call .91 -22.22%
- NYSE Arms .87 -37.96%
Credit Investor Angst:
- North American Investment Grade CDS Index 67.15 -1.28%
- America Energy Sector High-Yield CDS Index 452.0 +.57%
- European Financial Sector CDS Index 93.48 -1.66%
- Western Europe Sovereign Debt CDS Index 20.23 +1.15%
- Asia Pacific Sovereign Debt CDS Index 37.92 +1.0%
- Emerging Market CDS Index 242.71 -1.65%
- iBoxx Offshore RMB China Corporate High Yield Index 133.04 unch.
- 2-Year Swap Spread 27.0 unch.
- TED Spread 48.50 -2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -58.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 69.41 +.20%
- 3-Month T-Bill Yield .51% +2.0 basis points
- Yield Curve 133.0 +1.0 basis point
- China Import Iron Ore Spot $79.62/Metric Tonne -1.97%
- Citi US Economic Surprise Index 23.3 +.1 point
- Citi Eurozone Economic Surprise Index 58.80 -1.8 basis points
- Citi Emerging Markets Economic Surprise Index 6.90 +.3 point
- 10-Year TIPS Spread 1.93% +4.0 basis points
- 29.6% chance of Fed rate hike at March 15 meeting, 42.0% chance at May 3 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +115 open in Japan
- China A50 Futures: Indicating -28 open in China
- DAX Futures: Indicating -3 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/retail/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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