- Advance/Decline Line: Lower
- Sector Performance: Most Sectors Declining
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 22.6 -1.1%
- Bloomberg Global Risk On/Risk Off Index 2,010.0 +125.0 points
- Euro/Yen Carry Return Index 131.47 -.35%
- Emerging Markets Currency Volatility(VXY) 10.5 -2.1%
- S&P 500 Implied Correlation 48.0 +.8%
- ISE Sentiment Index 96.0 -62.0 points
- Total Put/Call .71 +6.0%
- NYSE Arms 1.06 +19.1%
Credit Investor Angst:
- North American Investment Grade CDS Index 50.1 -.36%
- US Energy High-Yield OAS 523.81 -1.24%
- European Financial Sector CDS Index 58.20 -1.6%
- Italian/German 10Y Yld Spread 105.0 -3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 57.52 -.17%
- Emerging Market CDS Index 153.88 -.26%
- iBoxx Offshore RMB China Corporate High Yield Index 184.76 -.05%
- 2-Year Swap Spread 7.75 unch.
- TED Spread 14.5 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -3.25 -1.0 basis points
- MBS 5/10 Treasury Spread 68.0 +.5 basis point
- IHS Markit CMBX BBB- 6 73.75 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.56 -.10%
- 3-Month T-Bill Yield .08% unch.
- Yield Curve 96.0 +5.25 basis points
- China Iron Ore Spot 166.30 USD/Metric Tonne -1.2%
- Citi US Economic Surprise Index 62.40 -1.8 points
- Citi Eurozone Economic Surprise Index 171.20 +5.8 points
- Citi Emerging Markets Economic Surprise Index 69.0 -1.3 points
- 10-Year TIPS Spread 2.04 -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 -11 open in Japan
- China A50 Futures: Indicating -52 open in China
- DAX Futures: Indicating -20 open in Germany
Portfolio:
- Higher: On gains in my tech/medical/biotech sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 50% Net Long
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