Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.93 -4.2%
- Euro/Yen Carry Return Index 142.59 +.93%
- Emerging Markets Currency Volatility(VXY) 8.32 +1.59%
- S&P 500 Implied Correlation 33.84 +1.29%
- ISE Sentiment Index 113.0 +10.8%
- Total Put/Call .87 -4.4%
- NYSE Arms .73 -30.0%
Credit Investor Angst:
- North American Investment Grade CDS Index 47.55 +.57%
- America Energy Sector High-Yield CDS Index 307.0 -.49%
- European Financial Sector CDS Index 42.22 -.32%
- Italian/German 10Y Yld Spread 124.5 -9.25 basis points
- Asia Pacific Sovereign Debt CDS Index 11.39 +.04%
- Emerging Market CDS Index 114.10 -1.36%
- iBoxx Offshore RMB China Corporate High Yield Index 146.73 +.03%
- 2-Year Swap Spread 19.25 +.5 basis point
- TED Spread 31.25 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -31.0 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 76.53 +.40%
- 3-Month T-Bill Yield 1.49% +3.0 basis points
- Yield Curve 62.0 +4.75 basis points
- China Iron Ore Spot 72.06 USD/Metric Tonne +.63%
- Citi US Economic Surprise Index 40.80 +2.3 points
- Citi Eurozone Economic Surprise Index 34.80 -.8 basis point
- Citi Emerging Markets Economic Surprise Index 0.0 +1.5 basis points
- 10-Year TIPS Spread 2.12 +1.0 basis point
- 100.0% chance of Fed rate hike at March 21 meeting, 100.0% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -89 open in Japan
- China A50 Futures: Indicating -59 open in China
- DAX Futures: Indicating -31 open in Germany
Portfolio:
- Slightly Lower: On losses in my medical/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
No comments:
Post a Comment