- Advance/Decline Line: Slightly Higher
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.8 +4.1%
- Bloomberg Global Risk On/Risk Off Index 1,372.0 -69.0 points
- Euro/Yen Carry Return Index 130.83 +.01%
- Emerging Markets Currency Volatility(VXY) 10.34 +.58%
- S&P 500 Implied Correlation 48.4 +1.9%
- ISE Sentiment Index 109.0 -39.0 points
- Total Put/Call .69 +1.47%
- NYSE Arms 1.48 +59.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 53.43 +1.61%
- US Energy High-Yield OAS 574.05 -1.34%
- European Financial Sector CDS Index 58.46 +4.2%
- Italian/German 10Y Yld Spread 114.0 +3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 56.66 +.03%
- Emerging Market CDS Index 156.76 +1.22%
- iBoxx Offshore RMB China Corporate High Yield Index 183.37 +.02%
- 2-Year Swap Spread 8.5 unch.
- TED Spread 15.75 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -24.50 +1.0 basis point
- MBS 5/10 Treasury Spread 72.75 -.25 basis point
- IHS Markit CMBX BBB- 6 72.75 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.86 -.16%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 80.5 -.25 basis point
- China Iron Ore Spot 162.10 USD/Metric Tonne 32.1%
- Citi US Economic Surprise Index 71.3 -.7 point
- Citi Eurozone Economic Surprise Index 205.50 +6.8 points
- Citi Emerging Markets Economic Surprise Index 70.6 unch.
- 10-Year TIPS Spread 1.96 +1.0 basis point
- 100.0% chance of no change at March 17th meeting, 100.0% chance of no change at April 28th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -60 open in Japan
- China A50 Futures: Indicating +20 open in China
- DAX Futures: Indicating -23 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/biotech sector longs and index hedges
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 25% Net Long
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