Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 19.14 +1.43%
- Euro/Yen Carry Return Index 129.92 +.08%
- Emerging Markets Currency Volatility(VXY) 9.0 -.66%
- S&P 500 Implied Correlation 46.57 -1.59%
- ISE Sentiment Index 88.0 +14.3%
- Total Put/Call .85 -17.5%
- NYSE Arms .96 -19.3%
Credit Investor Angst:
- North American Investment Grade CDS Index 72.96 +.06%
- America Energy Sector High-Yield CDS Index 705.0 +.56%
- European Financial Sector CDS Index 89.82 -1.96%
- Italian/German 10Y Yld Spread 243.25 -2.75 basis points
- Asia Ex-Japan Investment Grade CDS Index 84.63 +.50%
- Emerging Market CDS Index 180.99 +.64%
- iBoxx Offshore RMB China Corporate High Yield Index 155.62 +.18%
- 2-Year Swap Spread 13.50 unch.
- TED Spread 36.25 -1.25 basis points
- 3-Month EUR/USD Cross-Currency Basis Swap -4.75 -1.75 basis points
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 68.18 +.20%
- 3-Month T-Bill Yield 2.41% +3.0 basis points
- Yield Curve 14.25 -1.0 basis point
- China Iron Ore Spot 82.80 USD/Metric Tonne +5.28%
- Citi US Economic Surprise Index .2 -.8 point
- Citi Eurozone Economic Surprise Index -81.5 +.3 point
- Citi Emerging Markets Economic Surprise Index -11.6 +.1 point
- 10-Year TIPS Spread 1.77 unch.
- 1.0% chance of Fed rate hike at March 20th meeting, 5.0% chance at May 1st meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -19 open in Japan
- China A50 Futures: Indicating -47 open in China
- DAX Futures: Indicating -2 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/retail sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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