Broad Equity Market Tone:
- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 11.47 -6.1%
- Euro/Yen Carry Return Index 141.03 -.46%
- Emerging Markets Currency Volatility(VXY) 7.98 +1.4%
- S&P 500 Implied Correlation 33.25 -.75%
- ISE Sentiment Index 124.0 +17.0%
- Total Put/Call .85 +2.41%
- NYSE Arms 1.47 +86.90%
Credit Investor Angst:
- North American Investment Grade CDS Index 47.74 +.32%
- America Energy Sector High-Yield CDS Index 325.0 +3.71%
- European Financial Sector CDS Index 43.14 +.37%
- Italian/German 10Y Yld Spread 139.5 -2.25 basis points
- Asia Pacific Sovereign Debt CDS Index 10.47 +.57%
- Emerging Market CDS Index 114.14 +1.79%
- iBoxx Offshore RMB China Corporate High Yield Index 146.81 +.04%
- 2-Year Swap Spread 20.25 -.5 basis point
- TED Spread 31.75 +2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -25.5 -1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.63 -.13%
- 3-Month T-Bill Yield 1.43% unch.
- Yield Curve 58.25 +1.5 basis points
- China Iron Ore Spot 522.0 CNY/100 Metric Tonnes unch.
- Citi US Economic Surprise Index 61.50 -3.2 points
- Citi Eurozone Economic Surprise Index 54.60 -.7 basis point
- Citi Emerging Markets Economic Surprise Index 6.0 -.7 basis point
- 10-Year TIPS Spread 2.07 -2.0 basis points
- 88.2% chance of Fed rate hike at March 21 meeting, 88.2% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +38 open in Japan
- China A50 Futures: Indicating +79 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Higher: On gains in my biotech/retail/tech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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