Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.7 +.32%
- Euro/Yen Carry Return Index 125.86 -.05%
- Emerging Markets Currency Volatility(VXY) 6.39 -.47%
- S&P 500 Implied Correlation 43.56 -.82%
- ISE Sentiment Index 93.0 +19
- Total Put/Call .81 +1.25%
- NYSE Arms .98 -4.85%
Credit Investor Angst:
- North American Investment Grade CDS Index 44.71 -.79%
- America Energy Sector High-Yield CDS Index 548.0 +.07%
- European Financial Sector CDS Index 53.29 -.01%
- Italian/German 10Y Yld Spread 167.25 unch.
- Asia Ex-Japan Investment Grade CDS Index 53.18 -.59%
- Emerging Market CDS Index 182.22 -.04%
- iBoxx Offshore RMB China Corporate High Yield Index 167.27 -.04%
- 2-Year Swap Spread 7.75 +.5 basis point
- TED Spread 36.25 -1.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -13.75 -1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.32 +.18%
- 3-Month T-Bill Yield 1.56% +1.0 basis point
- Yield Curve .27 -1.0 basis point
- China Iron Ore Spot 90.0 USD/Metric Tonne +.06%
- Citi US Economic Surprise Index -10.4 -.1 point
- Citi Eurozone Economic Surprise Index 25.50 +.9 point
- Citi Emerging Markets Economic Surprise Index -16.1 -.7 basis point
- 10-Year TIPS Spread 1.76 unch.
- 6.0% chance of Fed rate cut at March 18th meeting, 14.8% chance of cut at April 29th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -35 open in Japan
- China A50 Futures: Indicating +2 open in China
- DAX Futures: Indicating -1 open in Germany
Portfolio:
- Higher: On gains in my tech/biotech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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