Broad Equity Market Tone:
- Advance/Decline Line: Modestly Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 9.34 +1.3%
- Euro/Yen Carry Return Index 142.02 +.17%
- Emerging Markets Currency Volatility(VXY) 7.68 -.13%
- S&P 500 Implied Correlation 33.92 -1.62%
- ISE Sentiment Index 100.0 -11.5%
- Total Put/Call .89 +8.54%
- NYSE Arms 1.02 +15.15%
Credit Investor Angst:
- North American Investment Grade CDS Index 45.86 -.37%
- America Energy Sector High-Yield CDS Index 347.0 -1.68%
- European Financial Sector CDS Index 42.28 +.04%
- Western Europe Sovereign Debt CDS Index 3.96 n/a
- Asia Pacific Sovereign Debt CDS Index 11.36 -5.96%
- Emerging Market CDS Index 111.74 -.70%
- iBoxx Offshore RMB China Corporate High Yield Index 146.32 +.02%
- 2-Year Swap Spread 18.75 +.5 basis point
- TED Spread 31.0 +2.0 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -22.25 -2.25 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.20 +.01%
- 3-Month T-Bill Yield 1.40% +1.0 basis point
- Yield Curve 51.5 -.25 basis point
- China Iron Ore Spot 514.50 CNY/100 Metric Tonnes +2.29%
- Citi US Economic Surprise Index 75.0 -3.2 points
- Citi Eurozone Economic Surprise Index 46.0 -.8 basis point
- Citi Emerging Markets Economic Surprise Index -.3 +.6 point
- 10-Year TIPS Spread 2.03 +3.0 basis points
- 79.8% chance of Fed rate hike at March 21 meeting, 81.1% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +106 open in Japan
- China A50 Futures: Indicating +67 open in China
- DAX Futures: Indicating +3 open in Germany
Portfolio:
- Higher: On gains in my medical/tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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