Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.58 +.63%
- Euro/Yen Carry Return Index 140.01 -.72%
- Emerging Markets Currency Volatility(VXY) 7.53 +1.07%
- S&P 500 Implied Correlation 33.46 -3.7%
- ISE Sentiment Index 102.0 -20.93%
- Total Put/Call .80 +.25%
- NYSE Arms .77 -33.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 45.87 +1.02%
- America Energy Sector High-Yield CDS Index 342.0 -.71%
- European Financial Sector CDS Index 43.55 +1.59%
- Italian/German 10Y Yld Spread 157.0 +1 basis point
- Asia Pacific Sovereign Debt CDS Index 9.75 -10.0%
- Emerging Market CDS Index 111.20 +.03%
- iBoxx Offshore RMB China Corporate High Yield Index 146.54 +.04%
- 2-Year Swap Spread 19.50 +.5 basis point
- TED Spread 29.0 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -24.5 -1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 74.78 -.21%
- 3-Month T-Bill Yield 1.43% +2.0 basis points
- Yield Curve 58.25 +6.0 basis points
- China Iron Ore Spot 520.0 CNY/100 Metric Tonnes +.1%
- Citi US Economic Surprise Index 67.0 -6.9 points
- Citi Eurozone Economic Surprise Index 58.80 +6.6 basis points
- Citi Emerging Markets Economic Surprise Index 0.0 +1.2 points
- 10-Year TIPS Spread 2.04 +2.0 basis points
- 81.5% chance of Fed rate hike at March 21 meeting, 82.3% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +21 open in Japan
- China A50 Futures: Indicating +48 open in China
- DAX Futures: Indicating +4 open in Germany
Portfolio:
- Higher: On gains in my medical/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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