Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 10.17 -.78%
- Euro/Yen Carry Return Index 140.49 +.38%
- Emerging Markets Currency Volatility(VXY) 7.83 -.89%
- S&P 500 Implied Correlation 38.59 +2.3%
- ISE Sentiment Index 106.0 +73.8%
- Total Put/Call .88 -12.0%
- NYSE Arms 1.54 +124.71%
Credit Investor Angst:
- North American Investment Grade CDS Index 48.88 -.43%
- America Energy Sector High-Yield CDS Index 374.0 +.68%
- European Financial Sector CDS Index 43.70 -.65%
- Western Europe Sovereign Debt CDS Index 3.96 n/a
- Asia Pacific Sovereign Debt CDS Index 13.24 -1.56%
- Emerging Market CDS Index 120.16 -.52%
- iBoxx Offshore RMB China Corporate High Yield Index 145.71 -.18%
- 2-Year Swap Spread 17.25 -2.25 basis points
- TED Spread 22.5 +13.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -59.25 +15.0 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.96 +.12%
- 3-Month T-Bill Yield 1.44% +10.0 basis points
- Yield Curve 52.25 -4.5 basis points
- China Iron Ore Spot 486.50 CNY/100 Metric Tonnes -.51%
- Citi US Economic Surprise Index 78.90 -1.6 points
- Citi Eurozone Economic Surprise Index 50.20 +.2 basis point
- Citi Emerging Markets Economic Surprise Index -2.30 -.3 basis point
- 10-Year TIPS Spread 1.95 unch.
- 70.8% chance of Fed rate hike at March 21 meeting, 72.6% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +40 open in Japan
- China A50 Futures: Indicating +13 open in China
- DAX Futures: Indicating -17 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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