Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Most Sectors Rising
- Volume: Slightly Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 12.26 -4.27%
- Euro/Yen Carry Return Index 127.89 -.02%
- Emerging Markets Currency Volatility(VXY) 11.02 +.46%
- S&P 500 Implied Correlation 47.02 -2.7%
- ISE Sentiment Index 74.0 +10.29%
- Total Put/Call 1.03 +10.8%
- NYSE Arms .79 -1.59%
Credit Investor Angst:
- North American Investment Grade CDS Index 66.0 +.06%
- America Energy Sector High-Yield CDS Index 428.0 -1.45%
- European Financial Sector CDS Index 85.66 -.71%
- Western Europe Sovereign Debt CDS Index 20.55 -1.58%
- Asia Pacific Sovereign Debt CDS Index 34.48 -.5%
- Emerging Market CDS Index 238.75 -.02%
- iBoxx Offshore RMB China Corporate High Yield Index 133.06 +.04%
- 2-Year Swap Spread 32.50 +1.5 basis points
- TED Spread 55.0 +2.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -40.5 +1.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.26 +.48%
- 3-Month T-Bill Yield .49% -2.0 basis points
- Yield Curve 128.0 +4.0 basis points
- China Import Iron Ore Spot $80.41/Metric Tonne -.72%
- Citi US Economic Surprise Index 44.60 -.6 point
- Citi Eurozone Economic Surprise Index 63.50 -2.6 basis points
- Citi Emerging Markets Economic Surprise Index 38.50 +.2 point
- 10-Year TIPS Spread 2.04 -2.0 basis points
- 31.3% chance of Fed rate hike at March 15 meeting, 48.0% chance at May 3 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -22 open in Japan
- China A50 Futures: Indicating +57 open in China
- DAX Futures: Indicating -29 open in Germany
Portfolio:
- Slightly Higher: On gains in my in my tech sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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