- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 23.0 +.9%
- Bloomberg Global Risk On/Risk Off Index 1,458.0 +13.0 points
- Euro/Yen Carry Return Index 130.52 -.6%
- Emerging Markets Currency Volatility(VXY) 10.8 +.6%
- S&P 500 Implied Correlation 47.7 -1.1%
- ISE Sentiment Index 113.0 -18.0 points
- Total Put/Call .83 +2.5%
- NYSE Arms 1.54 +.73%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.23 -2.02%
- US Energy High-Yield OAS 558.98 -.13%
- European Financial Sector CDS Index 59.05 +.37%
- Italian/German 10Y Yld Spread 111.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 56.87 -.22%
- Emerging Market CDS Index 150.83 -1.15%
- iBoxx Offshore RMB China Corporate High Yield Index 184.38 +.05%
- 2-Year Swap Spread 7.75 +.25 basis point
- TED Spread 17.0 +1.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -3.25 +.25 basis point
- MBS 5/10 Treasury Spread 71.0 -1.25 basis points
- IHS Markit CMBX BBB- 6 73.25 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.98 +.21%
- 3-Month T-Bill Yield .06% -2.0 basis points
- Yield Curve 80.75 unch.
- China Iron Ore Spot 156.0 USD/Metric Tonne -1.46%
- Citi US Economic Surprise Index 48.20 +.4 point
- Citi Eurozone Economic Surprise Index 188.50 -2.0 points
- Citi Emerging Markets Economic Surprise Index 69.90 -.5 point
- 10-Year TIPS Spread 1.99 +3.0 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 +106 open in Japan
- China A50 Futures: Indicating -62 open in China
- DAX Futures: Indicating +28 open in Germany
Portfolio:
- Slightly Higher: On gains in my medical/consumer staple/industrial sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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