Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.78 -3.11%
- Euro/Yen Carry Return Index 128.41 -.26%
- Emerging Markets Currency Volatility(VXY) 11.48 +2.96%
- S&P 500 Implied Correlation 49.59 -2.26%
- ISE Sentiment Index 140.0 +91.78%
- Total Put/Call .86 -3.37%
- NYSE Arms .94 -28.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 68.79 +.01%
- America Energy Sector High-Yield CDS Index 441.0 +.25%
- European Financial Sector CDS Index 94.81 -.33%
- Western Europe Sovereign Debt CDS Index 20.63 +.19%
- Asia Pacific Sovereign Debt CDS Index 37.37 +4.17%
- Emerging Market CDS Index 248.62 -.8%
- iBoxx Offshore RMB China Corporate High Yield Index 132.98 -.03%
- 2-Year Swap Spread 25.0 +1.75 basis points
- TED Spread 46.75 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -54.75 -1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 69.50 -.41%
- 3-Month T-Bill Yield .50% -3.0 basis points
- Yield Curve 133.0 +5.0 basis points
- China Import Iron Ore Spot $81.50/Metric Tonne +2.93%
- Citi US Economic Surprise Index 37.0 +9.5 points
- Citi Eurozone Economic Surprise Index 64.40 +6.9 basis points
- Citi Emerging Markets Economic Surprise Index 3.50 +.4 point
- 10-Year TIPS Spread 1.92% -4.0 basis points
- 33.1% chance of Fed rate hike at March 15 meeting, 46.4% chance at May 3 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +212 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/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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