- Advance/Decline Line: Around Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.7 -1.0%
- Bloomberg Global Risk On/Risk Off Index 1,347.0 +115.0 points
- Euro/Yen Carry Return Index 130.43 +.05%
- Emerging Markets Currency Volatility(VXY) 10.3 +.2%
- S&P 500 Implied Correlation 47.3 -.1%
- ISE Sentiment Index 111.0 -28.0 points
- Total Put/Call .76 -17.4%
- NYSE Arms 1.12 +72.3%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.77 -.11%
- US Energy High-Yield OAS 580.44 -.26%
- European Financial Sector CDS Index 57u.05 -2.66%
- Italian/German 10Y Yld Spread 110.0 -3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 57.60 -.82%
- Emerging Market CDS Index 159.60 -1.22%
- iBoxx Offshore RMB China Corporate High Yield Index 182.69 +.22%
- 2-Year Swap Spread 8.5 +.25 basis point
- TED Spread 14.25 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -24.50 -7.5 basis points
- MBS 5/10 Treasury Spread 75.25 +.5 basis point
- IHS Markit CMBX BBB- 6 72.5 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.54 +.10%
- 3-Month T-Bill Yield .08% +1.0 basis point
- Yield Curve 77.0 -1.5 basis points
- China Iron Ore Spot 154.80 USD/Metric Tonne +.01%
- Citi US Economic Surprise Index 71.40 -6.1 points
- Citi Eurozone Economic Surprise Index 199.80 +62.4 points
- Citi Emerging Markets Economic Surprise Index 69.7 +1.7 points
- 10-Year TIPS Spread 1.93 +2.0 basis points
- 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 -12 open in Japan
- China A50 Futures: Indicating +40 open in China
- DAX Futures: Indicating +12 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/tech/consumer staple sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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