Broad Equity Market Tone:
- Advance/Decline Line: Substantially Higher
- Sector Performance: Almost Every Sector Rising
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 10.63 -3.97%
- Euro/Yen Carry Return Index 127.46 -.09%
- Emerging Markets Currency Volatility(VXY) 10.65 -.09%
- S&P 500 Implied Correlation 45.34 -3.43%
- ISE Sentiment Index 71.0 -19.32%
- Total Put/Call .69 -8.0%
- NYSE Arms .81 -13.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 64.28 -2.05%
- America Energy Sector High-Yield CDS Index 412.0 -3.93%
- European Financial Sector CDS Index 83.59 -1.75%
- Western Europe Sovereign Debt CDS Index 19.92 -4.0%
- Asia Pacific Sovereign Debt CDS Index 32.68 -2.02%
- Emerging Market CDS Index 238.15 +.75%
- iBoxx Offshore RMB China Corporate High Yield Index 133.36 +.07%
- 2-Year Swap Spread 27.5 -3.25 basis points
- TED Spread 54.0 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -35.0 +2.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.56 +.08%
- 3-Month T-Bill Yield .49% -1.0 basis point
- Yield Curve 128.0 +1.0 basis point
- China Import Iron Ore Spot $82.49/Metric Tonne -.24%
- Citi US Economic Surprise Index 43.50 -.9 point
- Citi Eurozone Economic Surprise Index 51.20 -7.0 basis points
- Citi Emerging Markets Economic Surprise Index 38.0 -1.6 points
- 10-Year TIPS Spread 2.07 +2.0 basis points
- 36.3% chance of Fed rate hike at March 15 meeting, 51.8% chance at May 3 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +238 open in Japan
- China A50 Futures: Indicating +69 open in China
- DAX Futures: Indicating +10 open in Germany
Portfolio:
- Higher: On gains in my in my retail/tech/medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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