Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.6 -8.5%
- Euro/Yen Carry Return Index 125.84 -.64%
- Emerging Markets Currency Volatility(VXY) 6.58 -.6%
- S&P 500 Implied Correlation 40.38 -6.53%
- ISE Sentiment Index 108.0 +16
- Total Put/Call .78 -20.4%
- NYSE Arms 1.35 +16.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 44.32 -2.17%
- America Energy Sector High-Yield CDS Index 551.0 +.73%
- European Financial Sector CDS Index 51.87 +.43%
- Italian/German 10Y Yld Spread 163.75 +4.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 53.04 +.05%
- Emerging Market CDS Index 175.72 +1.15%
- iBoxx Offshore RMB China Corporate High Yield Index 167.52 +.02%
- 2-Year Swap Spread 10.0 -2.75 basis points
- TED Spread 36.75 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap 4.25 +.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 66.73 +.03%
- 3-Month T-Bill Yield 1.53%-1.0 basis point
- Yield Curve .35+5.0 basis points
- China Iron Ore Spot 92.58 USD/Metric Tonne +.03%
- Citi US Economic Surprise Index -3.4 -.3 point
- Citi Eurozone Economic Surprise Index 33.40 +3.0 points
- Citi Emerging Markets Economic Surprise Index -10.9 +3.4 basis points
- 10-Year TIPS Spread 1.80 +1.0 basis point
- 5.0% chance of Fed rate cut at March 18th meeting, 11.0% chance of cut at April 29th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +19 open in Japan
- China A50 Futures: Indicating +114 open in China
- DAX Futures: Indicating +21 open in Germany
Portfolio:
- Higher: On gains in my medical/tech/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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