Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.15 unch.
- Euro/Yen Carry Return Index 141.85 +.69%
- Emerging Markets Currency Volatility(VXY) 7.72 -2.15%
- S&P 500 Implied Correlation 33.67 -2.89%
- ISE Sentiment Index 104.0 -7.14%
- Total Put/Call .83 -4.6%
- NYSE Arms 1.10 +22.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 46.04 -3.49%
- America Energy Sector High-Yield CDS Index 356.0 -.66%
- European Financial Sector CDS Index 42.04 -2.50%
- Western Europe Sovereign Debt CDS Index 3.96 n/a
- Asia Pacific Sovereign Debt CDS Index 12.08 -4.96%
- Emerging Market CDS Index 112.55 -2.13%
- iBoxx Offshore RMB China Corporate High Yield Index 146.30 +.04%
- 2-Year Swap Spread 18.5 +.25 basis point
- TED Spread 29.75 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -21.50 -1.5 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.22 +.38%
- 3-Month T-Bill Yield 1.39% unch.
- Yield Curve 50.0 -1.5 basis points
- China Iron Ore Spot 507.50 CNY/100 Metric Tonnes unch.
- Citi US Economic Surprise Index 80.70 +2.5 points
- Citi Eurozone Economic Surprise Index 46.80 unch.
- Citi Emerging Markets Economic Surprise Index -1.2 -.3 point
- 10-Year TIPS Spread 2.01 +1.0 basis point
- 81.5% chance of Fed rate hike at March 21 meeting, 82.7% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +173 open in Japan
- China A50 Futures: Indicating +80 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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