Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 12.6 +.16%
- Euro/Yen Carry Return Index 126.19 -.16%
- Emerging Markets Currency Volatility(VXY) 6.53 +.93%
- S&P 500 Implied Correlation 41.78 -2.93%
- ISE Sentiment Index 121.0 -10
- Total Put/Call .75 -25.7%
- NYSE Arms .93 -7.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 45.71 -.17%
- America Energy Sector High-Yield CDS Index 552.0 -1.78%
- European Financial Sector CDS Index 52.81 +.02%
- Italian/German 10Y Yld Spread 161.75 +3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 54.98 -1.38%
- Emerging Market CDS Index 183.09 +.97%
- iBoxx Offshore RMB China Corporate High Yield Index 167.34 +.12%
- 2-Year Swap Spread 7.25 +.5 basis point
- TED Spread 35.25 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -9.75 +5.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.34 +.14%
- 3-Month T-Bill Yield 1.56% +1.0 basis point
- Yield Curve .29 +3.0 basis points
- China Iron Ore Spot 91.40 USD/Metric Tonne +.8%
- Citi US Economic Surprise Index -8.0 -4.3 basis points
- Citi Eurozone Economic Surprise Index 10.70 +4.7 points
- Citi Emerging Markets Economic Surprise Index -16.1 +.4 basis point
- 10-Year TIPS Spread 1.78 -1.0 basis point
- 7.1% chance of Fed rate cut at March 18th meeting, 16.9% chance of cut at April 29th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -44 open in Japan
- China A50 Futures: Indicating +25 open in China
- DAX Futures: Indicating unch. open in Germany
Portfolio:
- Higher: On gains in my tech/retail/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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