Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.6 -.24%
- Euro/Yen Carry Return Index 126.38 +.37%
- Emerging Markets Currency Volatility(VXY) 66.46 +.11%
- S&P 500 Implied Correlation 41.94 -.31%
- ISE Sentiment Index 69.0 -24
- Total Put/Call .80 -1.23%
- NYSE Arms .82 -24.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 44.31 -.68%
- America Energy Sector High-Yield CDS Index 548.0 +.15%
- European Financial Sector CDS Index 53.15 -.18%
- Italian/German 10Y Yld Spread 167.25 unch.
- Asia Ex-Japan Investment Grade CDS Index 52.90 -.16%
- Emerging Market CDS Index 179.73 -1.46%
- iBoxx Offshore RMB China Corporate High Yield Index 167.07 -.14%
- 2-Year Swap Spread 8.25 +.5 basis point
- TED Spread 38.75 +2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -13.0 +.75 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.45 +.09%
- 3-Month T-Bill Yield 1.57% +1.0 basis point
- Yield Curve .28 +1.0 basis point
- China Iron Ore Spot 89.30 USD/Metric Tonne -.29%
- Citi US Economic Surprise Index -9.3 +1.1 points
- Citi Eurozone Economic Surprise Index 27.50 +2.0 points
- Citi Emerging Markets Economic Surprise Index -16.7 -.6 basis point
- 10-Year TIPS Spread 1.76 unch.
- 6.1% chance of Fed rate cut at March 18th meeting, 13.2% chance of cut at April 29th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +21 open in Japan
- China A50 Futures: Indicating +28 open in China
- DAX Futures: Indicating -1 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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