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S&P 500 3,231.16 -1.87% |
Indices
- Russell 2000 1,617.28 -2.70%
- S&P 500 High Beta 44.86 -4.53%
- Goldman 50 Most Shorted 149.33 -4.25%
- Wilshire 5000 33,007.91 -1.89%
- Russell 1000 Growth 1,813.91 -1.46%
- Russell 1000 Value 1,317.53 -2.24%
- S&P 500 Consumer Staples 649.35 -.72%
- MSCI Cyclicals-Defensives Spread 1,155.26 +.60%
- NYSE Technology 2,238.99 -2.01%
- Transports 10,588.11 -4.17%
- Bloomberg European Bank/Financial Services 74.19 -2.4%
- MSCI Emerging Markets 42.29 -5.56%
- HFRX Equity Hedge 1,277.63 -.38%
- HFRX Equity Market Neutral 944.41 +.16%
Sentiment/Internals
- NYSE Cumulative A/D Line 398,915 -.57%
- Bloomberg New Highs-Lows Index 29 -329
- Bloomberg Crude Oil % Bulls 26.7 +18.1%
- CFTC Oil Net Speculative Position 520,568 -1.84%
- CFTC Oil Total Open Interest 2,146,832 -3.12%
- Total Put/Call 1.12 +2.75%
- Volatility(VIX) 18.5 +28.4%
- S&P 500 Implied Correlation 42.78 +5.42%
- G7 Currency Volatility (VXY) 5.46 +9.42%
- Emerging Markets Currency Volatility (EM-VXY) 6.79 +11.3%
- Smart Money Flow Index 15,389.12 -.49%
- ICI Money Mkt Mutual Fund Assets $3.621 Trillion -.3%
- ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$3.451 Billion
Futures Spot Prices
- Reformulated Gasoline 148.87 -1.68%
- Bloomberg Base Metals Index 164.30 -5.3%
- US No. 1 Heavy Melt Scrap Steel 289.0 USD/Metric Tonne +.7%
- China Iron Ore Spot 80.33 USD/Metric Tonne -10.25%
- UBS-Bloomberg Agriculture 880.47 -2.1%
Economy
- Atlanta Fed GDPNow Forecast +2.74% +95.0 basis points
- ECRI Weekly Leading Economic Index Growth Rate +5.9% +70.0 basis points
- Bloomberg US Recession Probability Next 12 Months 30.0% unch.
- Philly Fed ADS Real-Time Business Conditions Index -.1257 +9.04%
- US Economic Policy Uncertainty Index 179.54 +33.6%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 177.85 +.16%
- Citi US Economic Surprise Index 7.6 -2.4 points
- Citi Eurozone Economic Surprise Index 21.1 -29.7 points
- Citi Emerging Markets Economic Surprise Index 20.8 +11.5 points
- Fed Fund Futures imply 80.8% chance of no change, 19.2% chance of rate cut on 3/18
- US Dollar Index 97.46 -.42%
- MSCI Emerging Markets Currency Index 1,648.85 -.76%
- Bitcoin/USD 9,296.93 +9.5%
- Euro/Yen Carry Return Index 124.60 -.32%
- Yield Curve 18.0 -5.0 basis points
- 10-Year US Treasury Yield 1.53% -15.0 basis points
- Federal Reserve's Balance Sheet $4.112 Trillion +.13%
- U.S. Sovereign Debt Credit Default Swap 14.88 +.51%
- Illinois Municipal Debt Credit Default Swap 161.94 -.02%
- Italian/German 10Y Yld Spread 137.0 -19.75 basis points
- China Sovereign Debt Credit Default Swap 42.0 +13.8%
- Brazil Sovereign Debt Credit Default Swap 102.82 +1.47%
- Israel Sovereign Debt Credit Default Swap 45.68 +3.05%
- South Korea Sovereign Debt Credit Default Swap 28.02 +17.1%
- Russia Sovereign Debt Credit Default Swap 64.09 +4.72%
- iBoxx Offshore RMB China Corporate High Yield Index 169.91 +.25%
- 10-Year TIPS Spread 1.64% -3.0 basis points
- TED Spread 21.75 -5.0 basis points
- 2-Year Swap Spread 6.5 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -6.25 -1.75 basis points
- N. America Investment Grade Credit Default Swap Index 49.68 +6.37%
- America Energy Sector High-Yield Credit Default Swap Index 634.0 +3.13%
- European Financial Sector Credit Default Swap Index 54.06 +1.07%
- Emerging Markets Credit Default Swap Index 190.91 +1.98%
- CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
- M1 Money Supply $3.982 Trillion +.76%
- Commercial Paper Outstanding 1,119.4 +.4%
- 4-Week Moving Average of Jobless Claims 213,250 +1,250
- Continuing Claims Unemployment Rate 1.2% unch.
- Average 30-Year Mortgage Rate 3.51% -9.0 basis points
- Weekly Mortgage Applications 649.80 +7.19%
- Bloomberg Consumer Comfort 67.3 +1.3 points
- Weekly Retail Sales +5.3% +20.0 basis points
- Nationwide Gas $2.49/gallon -.04/gallon
- Baltic Dry Index 498.0 -10.6%
- China (Export) Containerized Freight Index 965.31 n/a
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 40.0 -20.0%
- Rail Freight Carloads 252,965 -3.57%
Best Performing Style
Worst Performing Style
Leading Sectors
Lagging Sectors
Weekly High-Volume Stock Gainers (5)
- VIR, DECK, XLRN, AJG and FII