Broad Equity Market Tone:
- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 19.1 +9.6%
- Euro/Yen Carry Return Index 129.89 +.03%
- Emerging Markets Currency Volatility(VXY) 9.11 +1.56%
- S&P 500 Implied Correlation 47.37 +2.36%
- ISE Sentiment Index 80.0 -45.2%
- Total Put/Call 1.03 +41.1%
- NYSE Arms 1.19 +24.5%
Credit Investor Angst:
- North American Investment Grade CDS Index 73.11 +.82%
- America Energy Sector High-Yield CDS Index 701.0 -3.63%
- European Financial Sector CDS Index 91.62 +2.75%
- Italian/German 10Y Yld Spread 246.0 +.5 basis point
- Asia Ex-Japan Investment Grade CDS Index 84.25 +.12%
- Emerging Market CDS Index 180.06 +1.97%
- iBoxx Offshore RMB China Corporate High Yield Index 155.34 +.13%
- 2-Year Swap Spread 13.50 -1.0 basis point
- TED Spread 37.5 -3.75 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -3.0 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.02 -.21%
- 3-Month T-Bill Yield 2.38% +1.0 basis point
- Yield Curve 15.25 -.25 basis point
- China Iron Ore Spot 78.15 USD/Metric Tonne +.03%
- Citi US Economic Surprise Index 1.0 -1.3 points
- Citi Eurozone Economic Surprise Index -81.8 +6.2 points
- Citi Emerging Markets Economic Surprise Index -11.7 +.7 point
- 10-Year TIPS Spread 1.77 -2.0 basis points
- 1.0% chance of Fed rate hike at March 20th meeting, 5.0% chance at May 1st meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -39 open in Japan
- China A50 Futures: Indicating -12 open in China
- DAX Futures: Indicating +33 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/industrial/biotech/medical sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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