Broad Equity Market Tone:
- Advance/Decline Line: Slightly Higher
- Sector Performance: Most Sectors Rising
- Volume: Around Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.0 -2.4%
- Euro/Yen Carry Return Index 141.77 +.55%
- Emerging Markets Currency Volatility(VXY) 8.01 +.25%
- S&P 500 Implied Correlation 34.0 -.06%
- ISE Sentiment Index 107.0 -19.5%
- Total Put/Call .84 -2.33%
- NYSE Arms .87 -21.2%
Credit Investor Angst:
- North American Investment Grade CDS Index 47.17 -.73%
- America Energy Sector High-Yield CDS Index 320.0 -1.43%
- European Financial Sector CDS Index 42.42 -1.71%
- Italian/German 10Y Yld Spread 135.5 -4.0 basis points
- Asia Pacific Sovereign Debt CDS Index 10.70 +1.37%
- Emerging Market CDS Index 112.95 -.56%
- iBoxx Offshore RMB China Corporate High Yield Index 146.81 unch.
- 2-Year Swap Spread 20.5 +.25 basis point
- TED Spread 32.0 +.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -27.25 -1.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.2 +.07%
- 3-Month T-Bill Yield 1.41% -2.0 basis points
- Yield Curve 59.25 +1.0 basis point
- China Iron Ore Spot 72.95 USD/Metric Tonne -2.07%
- Citi US Economic Surprise Index 51.90 -10.6 points
- Citi Eurozone Economic Surprise Index 51.10 -3.5 basis points
- Citi Emerging Markets Economic Surprise Index 5.10 -.9 basis point
- 10-Year TIPS Spread 2.07 unch.
- 86.9% chance of Fed rate hike at March 21 meeting, 87.4% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +114 open in Japan
- China A50 Futures: Indicating +82 open in China
- DAX Futures: Indicating +31 open in Germany
Portfolio:
- Higher: On gains in my biotech/retail/tech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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