Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.7 +1.8%
- Euro/Yen Carry Return Index 125.93 +.08%
- Emerging Markets Currency Volatility(VXY) 6.40 -1.23%
- S&P 500 Implied Correlation 43.7 -4.0%
- ISE Sentiment Index 74.0 -7
- Total Put/Call .79 +1.3%
- NYSE Arms .86 -34%
Credit Investor Angst:
- North American Investment Grade CDS Index 45.02 -.67%
- America Energy Sector High-Yield CDS Index 547.0 +1.11%
- European Financial Sector CDS Index 53.29 +1.81%
- Italian/German 10Y Yld Spread 167.25 +1.25 basis points
- Asia Ex-Japan Investment Grade CDS Index 53.49 -.96%
- Emerging Market CDS Index 182.35 +.10%
- iBoxx Offshore RMB China Corporate High Yield Index 167.33 +.08%
- 2-Year Swap Spread 7.25 unch.
- TED Spread 37.5 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -12.75 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.26 -.01%
- 3-Month T-Bill Yield 1.55%-1.0 basis point
- Yield Curve .28 -1.0 basis point
- China Iron Ore Spot 90.25 USD/Metric Tonne -.06%
- Citi US Economic Surprise Index -10.3 -2.7 basis points
- Citi Eurozone Economic Surprise Index 24.60 +8.3 points
- Citi Emerging Markets Economic Surprise Index -15.4 +.8 basis point
- 10-Year TIPS Spread 1.76 -2.0 basis points
- 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 -16 open in Japan
- China A50 Futures: Indicating +26 open in China
- DAX Futures: Indicating +1 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/medical/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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