Broad Equity Market Tone:
- Advance/Decline Line: About Average
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.50 +5.31%
- Euro/Yen Carry Return Index 126.78 +.60%
- Emerging Markets Currency Volatility(VXY) 10.83 -.91%
- S&P 500 Implied Correlation 47.70 +.76%
- ISE Sentiment Index 35.0 -52.7%
- Total Put/Call 1.11 +15.63%
- NYSE Arms 1.09 +6.44%
Credit Investor Angst:
- North American Investment Grade CDS Index 66.36 +.05%
- America Energy Sector High-Yield CDS Index 469.0 +9.9%
- European Financial Sector CDS Index 86.08 -1.13%
- Western Europe Sovereign Debt CDS Index 21.09 +1.84%
- Asia Pacific Sovereign Debt CDS Index 33.96 -1.32%
- Emerging Market CDS Index 236.88 +1.12%
- iBoxx Offshore RMB China Corporate High Yield Index 132.96 +.2%
- 2-Year Swap Spread 29.5 unch.
- TED Spread 50.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -42.50 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.00 -.48%
- 3-Month T-Bill Yield .52% unch.
- Yield Curve 120.0 +3.0 basis points
- China Import Iron Ore Spot $82.05/Metric Tonne +.61%
- Citi US Economic Surprise Index 39.50 -1.2 points
- Citi Eurozone Economic Surprise Index 68.0 -1.5 basis points
- Citi Emerging Markets Economic Surprise Index 38.40 +.1 point
- 10-Year TIPS Spread 2.02 +2.0 basis points
- 33.1% chance of Fed rate hike at March 15 meeting, 46.4% chance at May 3 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +96 open in Japan
- China A50 Futures: Indicating +23 open in China
- DAX Futures: Indicating -1 open in Germany
Portfolio:
- Higher: On gains in my in my tech/biotech sector longs and emerging markets shorts
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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