Broad Equity Market Tone:
- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 11.35 -1.65%
- Euro/Yen Carry Return Index 127.17 +.01%
- Emerging Markets Currency Volatility(VXY) 11.24 -.88%
- S&P 500 Implied Correlation 47.57 +1.65%
- ISE Sentiment Index 92.0 +46.03%
- Total Put/Call .87 -15.53%
- NYSE Arms 1.11 -.30%
Credit Investor Angst:
- North American Investment Grade CDS Index 65.62 -1.97%
- America Energy Sector High-Yield CDS Index 427.0 +.45%
- European Financial Sector CDS Index 86.90 -3.14%
- Western Europe Sovereign Debt CDS Index 20.15 +3.41%
- Asia Pacific Sovereign Debt CDS Index 33.49 -1.63%
- Emerging Market CDS Index 235.74 -.76%
- iBoxx Offshore RMB China Corporate High Yield Index 132.83 +.02%
- 2-Year Swap Spread 29.25 unch.
- TED Spread 51.0 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -41.0 +1.0 basis piont
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.1 +.02%
- 3-Month T-Bill Yield .52% +1.0 basis point
- Yield Curve 120.0 +1.0 basis point
- China Import Iron Ore Spot $80.54/Metric Tonne -.56%
- Citi US Economic Surprise Index 38.0 -3.5 points
- Citi Eurozone Economic Surprise Index 74.80 -.8 basis point
- Citi Emerging Markets Economic Surprise Index 37.60 -.2 point
- 10-Year TIPS Spread 2.0 unch.
- 31.3% chance of Fed rate hike at March 15 meeting, 45.0% chance at May 3 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -7 open in Japan
- China A50 Futures: Indicating +43 open in China
- DAX Futures: Indicating -33 open in Germany
Portfolio:
- Higher: On gains in my in my retail/tech/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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