Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 11.70 -1.76%
- Euro/Yen Carry Return Index 141.64 +.24%
- Emerging Markets Currency Volatility(VXY) 7.92 +.13%
- S&P 500 Implied Correlation 33.23 -3.96%
- ISE Sentiment Index 104.0 +10.64%
- Total Put/Call .85 +7.89%
- NYSE Arms .88 +1.92%
Credit Investor Angst:
- North American Investment Grade CDS Index 47.54 -.74%
- America Energy Sector High-Yield CDS Index 318.0 -.55%
- European Financial Sector CDS Index 43.32 +.83%
- Italian/German 10Y Yld Spread 141.75 -2.0 basis points
- Asia Pacific Sovereign Debt CDS Index 10.47 +.82%
- Emerging Market CDS Index 111.54 +1.32%
- iBoxx Offshore RMB China Corporate High Yield Index 146.76 -.02%
- 2-Year Swap Spread 20.75 +.75 basis point
- TED Spread 29.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -24.25 +1.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.74 +.49%
- 3-Month T-Bill Yield 1.43% -1.0 basis point
- Yield Curve 56.75 +3.5 basis points
- China Iron Ore Spot 522.0 CNY/100 Metric Tonnes +1.18%
- Citi US Economic Surprise Index 64.70 -5.3 points
- Citi Eurozone Economic Surprise Index 55.30 -.7 basis point
- Citi Emerging Markets Economic Surprise Index 6.7 +1.4 basis points
- 10-Year TIPS Spread 2.09 +3.0 basis points
- 85.2% chance of Fed rate hike at March 21 meeting, 85.6% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +121 open in Japan
- China A50 Futures: Indicating +23 open in China
- DAX Futures: Indicating +8 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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