- Advance/Decline Line: Modestly Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 24.1 -4.2%
- Bloomberg Global Risk On/Risk Off Index 1,205.0 -34.0 points
- Euro/Yen Carry Return Index 130.37 -.37%
- Emerging Markets Currency Volatility(VXY) 10.5 +.38%
- S&P 500 Implied Correlation 49.2 +1.7%
- ISE Sentiment Index 106.0 +3.0 pionts
- Total Put/Call .59 -25.3%
- NYSE Arms 1.40 +28.4%
Credit Investor Angst:
- North American Investment Grade CDS Index 55.67 +.82%
- US Energy High-Yield OAS 581.08 +.32%
- European Financial Sector CDS Index 64.21 +1.26%
- Italian/German 10Y Yld Spread 115.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 57.63 -1.08%
- Emerging Market CDS Index 162.01 -.67%
- iBoxx Offshore RMB China Corporate High Yield Index 183.48 -.16%
- 2-Year Swap Spread 8.75 +.25 basis point
- TED Spread 16.0 +.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -34.0 -5.75 basis points
- MBS 5/10 Treasury Spread 76.0 +2.5 basis points
- IHS Markit CMBX BBB- 6 72.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.30 -.48%
- 3-Month T-Bill Yield .07% -1.0 basis point
- Yield Curve 80.75 unch.
- China Iron Ore Spot 162.0 USD/Metric Tonne -7.2%
- Citi US Economic Surprise Index 65.2 -1.5 points
- Citi Eurozone Economic Surprise Index 200.40 -1.3 points
- Citi Emerging Markets Economic Surprise Index 70.3 -.6 point
- 10-Year TIPS Spread 1.94 -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 +109 open in Japan
- China A50 Futures: Indicating +61 open in China
- DAX Futures: Indicating -13 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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