- Advance/Decline Line: Modestly Lower
- Sector Performance: Mixed
- Volume: Around Average
- Market Leading Stocks: Outperforming
Equity Investor Angst:
- Volatility(VIX) 22.2 -4.8%
- Bloomberg Global Risk On/Risk Off Index 2,042.0 +2.0 points
- Euro/Yen Carry Return Index 130.69 -.27%
- Emerging Markets Currency Volatility(VXY) 10.5 -.7%
- S&P 500 Implied Correlation 49.0 +1.6%
- ISE Sentiment Index 122.0 +25.0 points
- Total Put/Call .90 +32.4%
- NYSE Arms 1.46 +117.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.22 -2.29%
- US Energy High-Yield OAS 506.90 -.18%
- European Financial Sector CDS Index 59.58 -3.2%
- Italian/German 10Y Yld Spread 112.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 62.26 +1.17%
- Emerging Market CDS Index 162.31 -1.71%
- iBoxx Offshore RMB China Corporate High Yield Index 185.47 +.19%
- 2-Year Swap Spread 7.5 -.25 basis point
- TED Spread 14.25 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -1.5 +.75 basis point
- MBS 5/10 Treasury Spread 73.50 +2.5 basis points
- IHS Markit CMBX BBB- 6 72.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.58 +.01%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 98.0 -2.0 basis points
- China Iron Ore Spot 164.75 USD/Metric Tonne -.34%
- Citi US Economic Surprise Index 56.10 -.2 point
- Citi Eurozone Economic Surprise Index 165.30 +.2 point
- Citi Emerging Markets Economic Surprise Index 63.5 +.5 point
- 10-Year TIPS Spread 2.06 -2.0 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 +43 open in Japan
- China A50 Futures: Indicating -14 open in China
- DAX Futures: Indicating +4 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/consumer staple sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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