- Advance/Decline Line: Substantially Lower
- Sector Performance: Most Sectors Declining
- Volume: Above Average
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 23.3 +.04%
- Bloomberg Global Risk On/Risk Off Index 1,931.0 -22.0 points
- Euro/Yen Carry Return Index 129.76 -.58%
- Emerging Markets Currency Volatility(VXY) 10.4 +.3%
- S&P 500 Implied Correlation 49.2 +.5%
- ISE Sentiment Index 102.0 -28.0 points
- Total Put/Call .77 +16.7%
- NYSE Arms 1.05 +34.6%
Credit Investor Angst:
- North American Investment Grade CDS Index 51.23 +2.1%
- US Energy High-Yield OAS 494.60 -.16%
- European Financial Sector CDS Index 62.31 +2.0%
- Italian/German 10Y Yld Spread 116.0 -3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 61.58 +.60%
- Emerging Market CDS Index 170.41 +1.7%
- iBoxx Offshore RMB China Corporate High Yield Index 185.34 +.31%
- 2-Year Swap Spread 7.25 +.75 basis point
- TED Spread 15.0 -.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -3.5 -.25 basis point
- MBS 5/10 Treasury Spread 71.75 -.25 basis point
- IHS Markit CMBX BBB- 6 73.0 +.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.86 -.63%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 96.0 +.25 basis point
- China Iron Ore Spot 168.80 USD/Metric Tonne -.18%
- Citi US Economic Surprise Index 57.30 +5.1 points
- Citi Eurozone Economic Surprise Index 160.40 -2.5 points
- Citi Emerging Markets Economic Surprise Index 63.9 unch.
- 10-Year TIPS Spread 2.09 unch.
- 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 -96 open in Japan
- China A50 Futures: Indicating -47 open in China
- DAX Futures: Indicating +5 open in Germany
Portfolio:
- Lower: On losses in my tech/energy/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
No comments:
Post a Comment