Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 10.19 +2.93%
- Euro/Yen Carry Return Index 140.03 -.06%
- Emerging Markets Currency Volatility(VXY) 7.89 -.88%
- S&P 500 Implied Correlation 37.51 -2.24%
- ISE Sentiment Index 67.0 +13.6%
- Total Put/Call 1.06 +12.8%
- NYSE Arms .64 -34.32%
Credit Investor Angst:
- North American Investment Grade CDS Index 49.50 +.12%
- America Energy Sector High-Yield CDS Index 371.0 -.73%
- European Financial Sector CDS Index 43.98 -.16%
- Western Europe Sovereign Debt CDS Index 3.96 n/a
- Asia Pacific Sovereign Debt CDS Index 13.46 -.15%
- Emerging Market CDS Index 120.81 +.04%
- iBoxx Offshore RMB China Corporate High Yield Index 145.98 +.02%
- 2-Year Swap Spread 19.5 -1.25 basis points
- TED Spread 35.75 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -74.25 -3.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 73.74 +.02%
- 3-Month T-Bill Yield 1.34% +2.0 basis points
- Yield Curve 56.75 -2.5 basis points
- China Iron Ore Spot 489.0 CNY/100 Metric Tonnes -.91%
- Citi US Economic Surprise Index 80.50 -4.0 points
- Citi Eurozone Economic Surprise Index 50.0 -6.5 basis points
- Citi Emerging Markets Economic Surprise Index -2.0 -1.8 basis points
- 10-Year TIPS Spread 1.95 unch.
- 72.5% chance of Fed rate hike at March 21 meeting, 74.2% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +17 open in Japan
- China A50 Futures: Indicating +19 open in China
- DAX Futures: Indicating -1 open in Germany
Portfolio:
- Slightly Higher: On gains in my retail/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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