- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Light
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 22.0 -5.7%
- Bloomberg Global Risk On/Risk Off Index 1,484.0 +99.0 points
- Euro/Yen Carry Return Index 130.58 +.07%
- Emerging Markets Currency Volatility(VXY) 10.5 unch.
- S&P 500 Implied Correlation 47.4 -4.2%
- ISE Sentiment Index 108.0 +2.0 points
- Total Put/Call .75 -6.3%
- NYSE Arms 2.5 +236.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.75 -3.1%
- US Energy High-Yield OAS 575.29 -.18%
- European Financial Sector CDS Index 58.31 -5.4%
- Italian/German 10Y Yld Spread 113.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 58.02 -.52%
- Emerging Market CDS Index 157.27 -1.08%
- iBoxx Offshore RMB China Corporate High Yield Index 183.81 -.01%
- 2-Year Swap Spread 8.75 -.25 basis point
- TED Spread 15.75 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -22.75 +2.75 basis points
- MBS 5/10 Treasury Spread 74.75 +.5 basis point
- IHS Markit CMBX BBB- 6 72.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.55 +.29%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 82.5 +3.25 basis points
- China Iron Ore Spot 160.48 USD/Metric Tonne -2.32%
- Citi US Economic Surprise Index 50.0 -1.0 point
- Citi Eurozone Economic Surprise Index 200.20 -1.6 points
- Citi Emerging Markets Economic Surprise Index 70.6 -.2 point
- 10-Year TIPS Spread 1.97 unch.
- 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 -33 open in Japan
- China A50 Futures: Indicating -1 open in China
- DAX Futures: Indicating -3 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/industrial sector longs, index hedges and emerging market shorts
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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