- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Below Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.5 -7.2%
- Bloomberg Global Risk On/Risk Off Index 1,447.0 +270.0 points
- Euro/Yen Carry Return Index 130.53 +.13%
- Emerging Markets Currency Volatility(VXY) 10.5 -.75%
- S&P 500 Implied Correlation 49.5 unch.
- ISE Sentiment Index 106.0 +20.0 points
- Total Put/Call .73 +21.7%
- NYSE Arms .61 -53.8%
Credit Investor Angst:
- North American Investment Grade CDS Index 54.22 -2.76%
- US Energy High-Yield OAS 576.78 -.72%
- European Financial Sector CDS Index 58.55 -8.86%
- Italian/German 10Y Yld Spread 113.0 -2.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 58.31 +1.18%
- Emerging Market CDS Index 159.04 -1.75%
- iBoxx Offshore RMB China Corporate High Yield Index 183.82 +.18%
- 2-Year Swap Spread 9.0 +.25 basis point
- TED Spread 16.75 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -25.5 +8.25 basis points
- MBS 5/10 Treasury Spread 74.25 -1.75 basis points
- IHS Markit CMBX BBB- 6 72.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.36 +.13%
- 3-Month T-Bill Yield .08% +1.0 basis point
- Yield Curve 79.25 -1.5 basis points
- China Iron Ore Spot 162.50 USD/Metric Tonne +.3%
- Citi US Economic Surprise Index 51.0 -14.2 points
- Citi Eurozone Economic Surprise Index 201.80 +1.4 points
- Citi Emerging Markets Economic Surprise Index 70.8 +.5 point
- 10-Year TIPS Spread 1.97 +3.0 basis points
- 100.0% chance of no change at March 17th meeting, 100.0% chance of no change at April 28th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating +166 open in Japan
- China A50 Futures: Indicating +36 open in China
- DAX Futures: Indicating +9 open in Germany
Portfolio:
- Slightly Higher: On gains in my tech/biotech/industrial/consumer staple sector longs
- Disclosed Trades: None
- Market Exposure: 50% Net Long
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