Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Slightly Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 10.66 -1.39%
- Euro/Yen Carry Return Index 127.84 +.51%
- Emerging Markets Currency Volatility(VXY) 10.63 -.56%
- S&P 500 Implied Correlation 45.06 -3.5%
- ISE Sentiment Index 114.0 +65.2%
- Total Put/Call .88 +23.94%
- NYSE Arms 1.35 +79.29%
Credit Investor Angst:
- North American Investment Grade CDS Index 64.34 +.01%
- America Energy Sector High-Yield CDS Index 403.0 -1.96%
- European Financial Sector CDS Index 85.66 +2.48%
- Western Europe Sovereign Debt CDS Index 21.28 +6.83%
- Asia Pacific Sovereign Debt CDS Index 32.83 +.46%
- Emerging Market CDS Index 236.32 +.13%
- iBoxx Offshore RMB China Corporate High Yield Index 133.36 unch.
- 2-Year Swap Spread 28.75 +1.25 basis points
- TED Spread 53.50 -.5 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -37.75 -2.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 70.31 -.43%
- 3-Month T-Bill Yield .50% +1.0 basis point
- Yield Curve 128.0 unch.
- China Import Iron Ore Spot $83.34/Metric Tonne +1.03%
- Citi US Economic Surprise Index 35.80 -7.3 points
- Citi Eurozone Economic Surprise Index 51.0 -.2 basis point
- Citi Emerging Markets Economic Surprise Index 39.50 +1.5 points
- 10-Year TIPS Spread 2.07 unch.
- 34.6% chance of Fed rate hike at March 15 meeting, 50.5% chance at May 3 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +143 open in Japan
- China A50 Futures: Indicating +79 open in China
- DAX Futures: Indicating -12 open in Germany
Portfolio:
- Slightly Lower: On losses in my in my retail/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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