Broad Equity Market Tone:
- Advance/Decline Line: Higher
- Sector Performance: Mixed
- Volume: Below Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 19.17 -1.8%
- Euro/Yen Carry Return Index 128.82 -.64%
- Emerging Markets Currency Volatility(VXY) 9.04 -.22%
- S&P 500 Implied Correlation 45.29 -3.9%
- ISE Sentiment Index 97.0 +76.4%
- Total Put/Call .91 -22.2%
- NYSE Arms 1.25 +12.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 73.87 -1.0%
- America Energy Sector High-Yield CDS Index 733.0 +1.15%
- European Financial Sector CDS Index 92.53 -.4%
- Italian/German 10Y Yld Spread 248.0 -4.75 basis points
- Asia Ex-Japan Investment Grade CDS Index 85.48 -1.55%
- Emerging Market CDS Index 178.67 -.40%
- iBoxx Offshore RMB China Corporate High Yield Index 155.0 +.14%
- 2-Year Swap Spread 15.0 -.25 basis point
- TED Spread 38.0 +2.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.0 -.75 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 67.88 -.08%
- 3-Month T-Bill Yield 2.36% -4.0 basis points
- Yield Curve 15.25 -1.25 basis points
- China Iron Ore Spot 74.50 USD/Metric Tonne +.03%
- Citi US Economic Surprise Index 1.80 +7.9 points
- Citi Eurozone Economic Surprise Index -83.0 -13.0 points
- Citi Emerging Markets Economic Surprise Index -11.9 -.6 point
- 10-Year TIPS Spread 1.78-1.0 basis point
- 3.3% chance of Fed rate hike at March 20th meeting, 7.3% chance at May 1st meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +40 open in Japan
- China A50 Futures: Indicating +64 open in China
- DAX Futures: Indicating +20 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/retail/industrial/retail sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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