Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.35 +1.4%
- Euro/Yen Carry Return Index 141.01 -.52%
- Emerging Markets Currency Volatility(VXY) 7.50 -1.45%
- S&P 500 Implied Correlation 33.73 -3.36%
- ISE Sentiment Index 143.0 +31.2%
- Total Put/Call .61 -33.0%
- NYSE Arms 1.28 +35.26%
Credit Investor Angst:
- North American Investment Grade CDS Index 45.36 -.87%
- America Energy Sector High-Yield CDS Index 346.0 -.58%
- European Financial Sector CDS Index 42.97 +1.61%
- Western Europe Sovereign Debt CDS Index 3.96 n/a
- Asia Pacific Sovereign Debt CDS Index 10.83 -4.71%
- Emerging Market CDS Index 110.94 -.37%
- iBoxx Offshore RMB China Corporate High Yield Index 146.48 +.11%
- 2-Year Swap Spread 19.0 +.25 basis point
- TED Spread 30.25 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -23.5 -1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 74.92 -.35%
- 3-Month T-Bill Yield 1.41% +1.0 basis point
- Yield Curve 52.25 +.75 basis point
- China Iron Ore Spot 518.50 CNY/100 Metric Tonnes +1.77%
- Citi US Economic Surprise Index 73.90 -1.1 points
- Citi Eurozone Economic Surprise Index 52.20 +6.2 basis points
- Citi Emerging Markets Economic Surprise Index -1.2 -.9 point
- 10-Year TIPS Spread 2.02 -1.0 basis point
- 79.8% chance of Fed rate hike at March 21 meeting, 80.7% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +261 open in Japan
- China A50 Futures: Indicating +41 open in China
- DAX Futures: Indicating +1 open in Germany
Portfolio:
- Higher: On gains in my medical/tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment