Broad Equity Market Tone:
- Advance/Decline Line: Substantially Lower
- Sector Performance: Almost Every Sector Declining
- Volume: Light
- Market Leading Stocks: Performing In Line
- Volatility(VIX) 16.82 +4.60%
- Euro/Yen Carry Return Index 137.53 +.05%
- Emerging Markets Currency Volatility(VXY) 11.38 -.09%
- S&P 500 Implied Correlation 57.34 +.56%
- ISE Sentiment Index 74.0 -11.90%
- Total Put/Call 1.02 +24.39%
- NYSE Arms 1.92 +183.42%
- North American Investment Grade CDS Index 88.31 -1.54%
- America Energy Sector High-Yield CDS Index 1,693.0 -.95%
- European Financial Sector CDS Index 76.98 +1.93%
- Western Europe Sovereign Debt CDS Index 16.96 -.56%
- Asia Pacific Sovereign Debt CDS Index 71.49 -.67%
- Emerging Market CDS Index 357.05 +1.07%
- iBoxx Offshore RMB China Corporate High Yield Index 123.74 -.02%
- 2-Year Swap Spread 10.0 +1.75 basis points
- TED Spread 40.0 +2.5 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -19.5 +3.0 basis points
- Bloomberg Emerging Markets Currency Index 69.15 -.60%
- 3-Month T-Bill Yield .13% -7.0 basis points
- Yield Curve 122.0 unch.
- China Import Iron Ore Spot $42.42/Metric Tonne +2.62%
- Citi US Economic Surprise Index -27.5 +1.2 points
- Citi Eurozone Economic Surprise Index 14.5 +.3 point
- Citi Emerging Markets Economic Surprise Index 12.90 -1.9 points
- 10-Year TIPS Spread 1.56% unch.
- 53.8% chance of next Fed rate hike at March 16 meeting, 60.9% chance at April 27 meeting
- Nikkei 225 Futures: Indicating +6 open in Japan
- China A50 Futures: Indicating -321 open in China
- DAX Futures: Indicating -29 open in Germany
- Slightly Higher: On gains in my retail/biotech/medical/tech sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges and to my (EEM) short
- Market Exposure: Moved to 25% Net Long
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