- Advance/Decline Line: Substantially Higher
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.6 -10.0%
- Bloomberg Global Risk On/Risk Off Index 1,862.0 +282.0 points
- Euro/Yen Carry Return Index 132.0 +.33%
- Emerging Markets Currency Volatility(VXY) 10.7 +1.5%
- S&P 500 Implied Correlation 47.7 -3.1%
- ISE Sentiment Index 176.0 +61.0 points
- Total Put/Call .66 -15.4%
- NYSE Arms .74 +60.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 5-.14 -3.34%
- US Energy High-Yield OAS 532.67 -1.71%
- European Financial Sector CDS Index 59.14 +1.98%
- Italian/German 10Y Yld Spread 108.0 -6.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 57.63 -.83%
- Emerging Market CDS Index 154.21 +.06%
- iBoxx Offshore RMB China Corporate High Yield Index 184.86 +.07%
- 2-Year Swap Spread 7.75 +.5 basis point
- TED Spread 15.5 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -2.25 -2.75 basis points
- MBS 5/10 Treasury Spread 67.5 -3.25 basis points
- IHS Markit CMBX BBB- 6 72.75 -.5 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.58 -.93%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 90.75 +.75 basis point
- China Iron Ore Spot 168.10 USD/Metric Tonne +3.24%
- Citi US Economic Surprise Index 64.20 +5.4 points
- Citi Eurozone Economic Surprise Index 166.40 -13.1 points
- Citi Emerging Markets Economic Surprise Index 70.20 -1.8 points
- 10-Year TIPS Spread 2.09 +5.0 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 +130 open in Japan
- China A50 Futures: Indicating +122 open in China
- DAX Futures: Indicating +13 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/industrial/biotech sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 75% Net Long
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